ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-24 |
111-14 |
-0-10 |
-0.3% |
110-30 |
| High |
112-02 |
111-30 |
-0-04 |
-0.1% |
112-02 |
| Low |
111-07 |
110-15 |
-0-24 |
-0.7% |
110-15 |
| Close |
111-14 |
111-27 |
0-13 |
0.4% |
111-27 |
| Range |
0-27 |
1-15 |
0-20 |
74.1% |
1-19 |
| ATR |
0-20 |
0-22 |
0-02 |
9.9% |
0-00 |
| Volume |
269,482 |
375,773 |
106,291 |
39.4% |
1,724,022 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-26 |
115-10 |
112-21 |
|
| R3 |
114-11 |
113-27 |
112-08 |
|
| R2 |
112-28 |
112-28 |
112-04 |
|
| R1 |
112-12 |
112-12 |
111-31 |
112-20 |
| PP |
111-13 |
111-13 |
111-13 |
111-18 |
| S1 |
110-29 |
110-29 |
111-23 |
111-05 |
| S2 |
109-30 |
109-30 |
111-18 |
|
| S3 |
108-15 |
109-14 |
111-14 |
|
| S4 |
107-00 |
107-31 |
111-01 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-08 |
115-20 |
112-23 |
|
| R3 |
114-21 |
114-01 |
112-09 |
|
| R2 |
113-02 |
113-02 |
112-04 |
|
| R1 |
112-14 |
112-14 |
112-00 |
112-24 |
| PP |
111-15 |
111-15 |
111-15 |
111-20 |
| S1 |
110-27 |
110-27 |
111-22 |
111-05 |
| S2 |
109-28 |
109-28 |
111-18 |
|
| S3 |
108-09 |
109-08 |
111-13 |
|
| S4 |
106-22 |
107-21 |
110-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-02 |
110-15 |
1-19 |
1.4% |
0-27 |
0.8% |
86% |
False |
True |
344,804 |
| 10 |
112-02 |
110-15 |
1-19 |
1.4% |
0-23 |
0.6% |
86% |
False |
True |
308,789 |
| 20 |
112-02 |
110-02 |
2-00 |
1.8% |
0-20 |
0.6% |
89% |
False |
False |
288,271 |
| 40 |
113-19 |
110-00 |
3-19 |
3.2% |
0-20 |
0.6% |
51% |
False |
False |
333,806 |
| 60 |
114-02 |
109-31 |
4-03 |
3.7% |
0-21 |
0.6% |
46% |
False |
False |
305,287 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
54% |
False |
False |
229,230 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
54% |
False |
False |
183,407 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
48% |
False |
False |
152,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-06 |
|
2.618 |
115-25 |
|
1.618 |
114-10 |
|
1.000 |
113-13 |
|
0.618 |
112-27 |
|
HIGH |
111-30 |
|
0.618 |
111-12 |
|
0.500 |
111-06 |
|
0.382 |
111-01 |
|
LOW |
110-15 |
|
0.618 |
109-18 |
|
1.000 |
109-00 |
|
1.618 |
108-03 |
|
2.618 |
106-20 |
|
4.250 |
104-07 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-20 |
111-21 |
| PP |
111-13 |
111-15 |
| S1 |
111-06 |
111-08 |
|