ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
110-30 |
111-25 |
0-27 |
0.8% |
111-07 |
| High |
111-27 |
112-01 |
0-06 |
0.2% |
111-29 |
| Low |
110-29 |
111-12 |
0-15 |
0.4% |
110-26 |
| Close |
111-24 |
111-23 |
-0-01 |
0.0% |
110-29 |
| Range |
0-30 |
0-21 |
-0-09 |
-30.0% |
1-03 |
| ATR |
0-20 |
0-20 |
0-00 |
0.5% |
0-00 |
| Volume |
338,914 |
354,808 |
15,894 |
4.7% |
1,363,872 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-22 |
113-11 |
112-03 |
|
| R3 |
113-01 |
112-22 |
111-29 |
|
| R2 |
112-12 |
112-12 |
111-27 |
|
| R1 |
112-01 |
112-01 |
111-25 |
111-28 |
| PP |
111-23 |
111-23 |
111-23 |
111-20 |
| S1 |
111-12 |
111-12 |
111-21 |
111-07 |
| S2 |
111-02 |
111-02 |
111-19 |
|
| S3 |
110-13 |
110-23 |
111-17 |
|
| S4 |
109-24 |
110-02 |
111-11 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-16 |
113-25 |
111-16 |
|
| R3 |
113-13 |
112-22 |
111-07 |
|
| R2 |
112-10 |
112-10 |
111-03 |
|
| R1 |
111-19 |
111-19 |
111-00 |
111-13 |
| PP |
111-07 |
111-07 |
111-07 |
111-04 |
| S1 |
110-16 |
110-16 |
110-26 |
110-10 |
| S2 |
110-04 |
110-04 |
110-23 |
|
| S3 |
109-01 |
109-13 |
110-19 |
|
| S4 |
107-30 |
108-10 |
110-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-01 |
110-26 |
1-07 |
1.1% |
0-22 |
0.6% |
74% |
True |
False |
320,610 |
| 10 |
112-01 |
110-26 |
1-07 |
1.1% |
0-19 |
0.5% |
74% |
True |
False |
302,988 |
| 20 |
112-01 |
110-00 |
2-01 |
1.8% |
0-19 |
0.5% |
85% |
True |
False |
274,294 |
| 40 |
113-20 |
110-00 |
3-20 |
3.2% |
0-20 |
0.6% |
47% |
False |
False |
339,212 |
| 60 |
114-02 |
109-31 |
4-03 |
3.7% |
0-21 |
0.6% |
43% |
False |
False |
288,221 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
52% |
False |
False |
216,357 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
52% |
False |
False |
173,105 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-16 |
0.4% |
46% |
False |
False |
144,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-26 |
|
2.618 |
113-24 |
|
1.618 |
113-03 |
|
1.000 |
112-22 |
|
0.618 |
112-14 |
|
HIGH |
112-01 |
|
0.618 |
111-25 |
|
0.500 |
111-22 |
|
0.382 |
111-20 |
|
LOW |
111-12 |
|
0.618 |
110-31 |
|
1.000 |
110-23 |
|
1.618 |
110-10 |
|
2.618 |
109-21 |
|
4.250 |
108-19 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-23 |
111-20 |
| PP |
111-23 |
111-17 |
| S1 |
111-22 |
111-14 |
|