ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 11-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
Open |
111-12 |
111-19 |
0-07 |
0.2% |
111-26 |
High |
111-22 |
112-01 |
0-11 |
0.3% |
112-10 |
Low |
111-06 |
111-06 |
0-00 |
0.0% |
111-06 |
Close |
111-18 |
111-10 |
-0-08 |
-0.2% |
111-10 |
Range |
0-16 |
0-27 |
0-11 |
68.8% |
1-04 |
ATR |
0-20 |
0-21 |
0-00 |
2.3% |
0-00 |
Volume |
230,921 |
400,139 |
169,218 |
73.3% |
1,494,772 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-01 |
113-17 |
111-25 |
|
R3 |
113-06 |
112-22 |
111-17 |
|
R2 |
112-11 |
112-11 |
111-15 |
|
R1 |
111-27 |
111-27 |
111-12 |
111-22 |
PP |
111-16 |
111-16 |
111-16 |
111-14 |
S1 |
111-00 |
111-00 |
111-08 |
110-26 |
S2 |
110-21 |
110-21 |
111-05 |
|
S3 |
109-26 |
110-05 |
111-03 |
|
S4 |
108-31 |
109-10 |
110-27 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-31 |
114-09 |
111-30 |
|
R3 |
113-27 |
113-05 |
111-20 |
|
R2 |
112-23 |
112-23 |
111-17 |
|
R1 |
112-01 |
112-01 |
111-13 |
111-26 |
PP |
111-19 |
111-19 |
111-19 |
111-16 |
S1 |
110-29 |
110-29 |
111-07 |
110-22 |
S2 |
110-15 |
110-15 |
111-03 |
|
S3 |
109-11 |
109-25 |
111-00 |
|
S4 |
108-07 |
108-21 |
110-22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-10 |
111-06 |
1-04 |
1.0% |
0-19 |
0.5% |
11% |
False |
True |
298,954 |
10 |
112-10 |
110-15 |
1-27 |
1.7% |
0-23 |
0.7% |
46% |
False |
False |
321,879 |
20 |
112-10 |
110-02 |
2-08 |
2.0% |
0-21 |
0.6% |
56% |
False |
False |
309,952 |
40 |
113-03 |
110-00 |
3-03 |
2.8% |
0-20 |
0.6% |
42% |
False |
False |
313,233 |
60 |
114-02 |
110-00 |
4-02 |
3.6% |
0-21 |
0.6% |
32% |
False |
False |
329,762 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-21 |
0.6% |
44% |
False |
False |
247,877 |
100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
44% |
False |
False |
198,354 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
39% |
False |
False |
165,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-20 |
2.618 |
114-08 |
1.618 |
113-13 |
1.000 |
112-28 |
0.618 |
112-18 |
HIGH |
112-01 |
0.618 |
111-23 |
0.500 |
111-20 |
0.382 |
111-16 |
LOW |
111-06 |
0.618 |
110-21 |
1.000 |
110-11 |
1.618 |
109-26 |
2.618 |
108-31 |
4.250 |
107-19 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
111-20 |
111-20 |
PP |
111-16 |
111-16 |
S1 |
111-13 |
111-13 |
|