ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 03-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
Open |
111-23 |
111-24 |
0-01 |
0.0% |
111-07 |
High |
111-29 |
112-02 |
0-05 |
0.1% |
111-29 |
Low |
111-17 |
111-07 |
-0-10 |
-0.3% |
110-26 |
Close |
111-23 |
111-14 |
-0-09 |
-0.3% |
110-29 |
Range |
0-12 |
0-27 |
0-15 |
125.0% |
1-03 |
ATR |
0-19 |
0-20 |
0-01 |
2.9% |
0-00 |
Volume |
385,045 |
269,482 |
-115,563 |
-30.0% |
1,363,872 |
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-03 |
113-20 |
111-29 |
|
R3 |
113-08 |
112-25 |
111-21 |
|
R2 |
112-13 |
112-13 |
111-19 |
|
R1 |
111-30 |
111-30 |
111-16 |
111-24 |
PP |
111-18 |
111-18 |
111-18 |
111-16 |
S1 |
111-03 |
111-03 |
111-12 |
110-29 |
S2 |
110-23 |
110-23 |
111-09 |
|
S3 |
109-28 |
110-08 |
111-07 |
|
S4 |
109-01 |
109-13 |
110-31 |
|
|
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 |
112-02 |
110-26 |
1-08 |
1.1% |
0-22 |
0.6% |
50% |
True |
False |
335,597 |
10 |
112-02 |
110-26 |
1-08 |
1.1% |
0-20 |
0.5% |
50% |
True |
False |
306,787 |
20 |
112-02 |
110-00 |
2-02 |
1.9% |
0-19 |
0.5% |
70% |
True |
False |
280,885 |
40 |
113-19 |
110-00 |
3-19 |
3.2% |
0-20 |
0.6% |
40% |
False |
False |
332,627 |
60 |
114-02 |
109-31 |
4-03 |
3.7% |
0-21 |
0.6% |
36% |
False |
False |
299,076 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
46% |
False |
False |
224,533 |
100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
46% |
False |
False |
179,650 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-16 |
0.5% |
41% |
False |
False |
149,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-21 |
2.618 |
114-09 |
1.618 |
113-14 |
1.000 |
112-29 |
0.618 |
112-19 |
HIGH |
112-02 |
0.618 |
111-24 |
0.500 |
111-20 |
0.382 |
111-17 |
LOW |
111-07 |
0.618 |
110-22 |
1.000 |
110-12 |
1.618 |
109-27 |
2.618 |
109-00 |
4.250 |
107-20 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
111-20 |
111-20 |
PP |
111-18 |
111-18 |
S1 |
111-16 |
111-16 |
|