ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 09-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
Open |
112-01 |
111-26 |
-0-07 |
-0.2% |
110-30 |
High |
112-10 |
111-29 |
-0-13 |
-0.4% |
112-02 |
Low |
111-25 |
111-08 |
-0-17 |
-0.5% |
110-15 |
Close |
111-27 |
111-11 |
-0-16 |
-0.4% |
111-27 |
Range |
0-17 |
0-21 |
0-04 |
23.5% |
1-19 |
ATR |
0-21 |
0-21 |
0-00 |
0.1% |
0-00 |
Volume |
161,123 |
300,092 |
138,969 |
86.3% |
1,724,022 |
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-15 |
113-02 |
111-23 |
|
R3 |
112-26 |
112-13 |
111-17 |
|
R2 |
112-05 |
112-05 |
111-15 |
|
R1 |
111-24 |
111-24 |
111-13 |
111-20 |
PP |
111-16 |
111-16 |
111-16 |
111-14 |
S1 |
111-03 |
111-03 |
111-09 |
110-31 |
S2 |
110-27 |
110-27 |
111-07 |
|
S3 |
110-06 |
110-14 |
111-05 |
|
S4 |
109-17 |
109-25 |
110-31 |
|
|
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 |
112-10 |
110-15 |
1-27 |
1.7% |
0-25 |
0.7% |
47% |
False |
False |
301,793 |
10 |
112-10 |
110-15 |
1-27 |
1.7% |
0-23 |
0.6% |
47% |
False |
False |
320,676 |
20 |
112-10 |
110-02 |
2-08 |
2.0% |
0-21 |
0.6% |
57% |
False |
False |
304,543 |
40 |
113-03 |
110-00 |
3-03 |
2.8% |
0-20 |
0.5% |
43% |
False |
False |
322,564 |
60 |
114-02 |
110-00 |
4-02 |
3.6% |
0-21 |
0.6% |
33% |
False |
False |
319,369 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
44% |
False |
False |
240,017 |
100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
44% |
False |
False |
192,044 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
39% |
False |
False |
160,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-22 |
2.618 |
113-20 |
1.618 |
112-31 |
1.000 |
112-18 |
0.618 |
112-10 |
HIGH |
111-29 |
0.618 |
111-21 |
0.500 |
111-18 |
0.382 |
111-16 |
LOW |
111-08 |
0.618 |
110-27 |
1.000 |
110-19 |
1.618 |
110-06 |
2.618 |
109-17 |
4.250 |
108-15 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
111-18 |
111-25 |
PP |
111-16 |
111-20 |
S1 |
111-14 |
111-16 |
|