ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-19 |
111-08 |
-0-11 |
-0.3% |
111-26 |
| High |
112-01 |
111-12 |
-0-21 |
-0.6% |
112-10 |
| Low |
111-06 |
111-01 |
-0-05 |
-0.1% |
111-06 |
| Close |
111-10 |
111-04 |
-0-06 |
-0.2% |
111-10 |
| Range |
0-27 |
0-11 |
-0-16 |
-59.3% |
1-04 |
| ATR |
0-21 |
0-20 |
-0-01 |
-3.4% |
0-00 |
| Volume |
400,139 |
436,548 |
36,409 |
9.1% |
1,494,772 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-07 |
112-00 |
111-10 |
|
| R3 |
111-28 |
111-21 |
111-07 |
|
| R2 |
111-17 |
111-17 |
111-06 |
|
| R1 |
111-10 |
111-10 |
111-05 |
111-08 |
| PP |
111-06 |
111-06 |
111-06 |
111-04 |
| S1 |
110-31 |
110-31 |
111-03 |
110-29 |
| S2 |
110-27 |
110-27 |
111-02 |
|
| S3 |
110-16 |
110-20 |
111-01 |
|
| S4 |
110-05 |
110-09 |
110-30 |
|
|
| 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 |
111-01 |
1-09 |
1.2% |
0-18 |
0.5% |
7% |
False |
True |
305,764 |
| 10 |
112-10 |
110-15 |
1-27 |
1.7% |
0-21 |
0.6% |
36% |
False |
False |
331,642 |
| 20 |
112-10 |
110-12 |
1-30 |
1.7% |
0-21 |
0.6% |
39% |
False |
False |
315,804 |
| 40 |
113-03 |
110-00 |
3-03 |
2.8% |
0-20 |
0.5% |
36% |
False |
False |
316,081 |
| 60 |
114-02 |
110-00 |
4-02 |
3.7% |
0-21 |
0.6% |
28% |
False |
False |
337,027 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
40% |
False |
False |
253,331 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
40% |
False |
False |
202,719 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
35% |
False |
False |
168,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-27 |
|
2.618 |
112-09 |
|
1.618 |
111-30 |
|
1.000 |
111-23 |
|
0.618 |
111-19 |
|
HIGH |
111-12 |
|
0.618 |
111-08 |
|
0.500 |
111-06 |
|
0.382 |
111-05 |
|
LOW |
111-01 |
|
0.618 |
110-26 |
|
1.000 |
110-22 |
|
1.618 |
110-15 |
|
2.618 |
110-04 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-06 |
111-17 |
| PP |
111-06 |
111-13 |
| S1 |
111-05 |
111-08 |
|