ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
110-29 |
110-28 |
-0-01 |
0.0% |
111-26 |
| High |
111-06 |
111-01 |
-0-05 |
-0.1% |
112-10 |
| Low |
110-25 |
110-12 |
-0-13 |
-0.4% |
111-06 |
| Close |
110-30 |
110-14 |
-0-16 |
-0.5% |
111-10 |
| Range |
0-13 |
0-21 |
0-08 |
61.5% |
1-04 |
| ATR |
0-20 |
0-20 |
0-00 |
0.4% |
0-00 |
| Volume |
459,724 |
254,446 |
-205,278 |
-44.7% |
1,494,772 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-19 |
112-05 |
110-26 |
|
| R3 |
111-30 |
111-16 |
110-20 |
|
| R2 |
111-09 |
111-09 |
110-18 |
|
| R1 |
110-27 |
110-27 |
110-16 |
110-24 |
| PP |
110-20 |
110-20 |
110-20 |
110-18 |
| S1 |
110-06 |
110-06 |
110-12 |
110-02 |
| S2 |
109-31 |
109-31 |
110-10 |
|
| S3 |
109-10 |
109-17 |
110-08 |
|
| S4 |
108-21 |
108-28 |
110-02 |
|
|
| 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 |
112-01 |
110-12 |
1-21 |
1.5% |
0-19 |
0.5% |
4% |
False |
True |
351,599 |
| 10 |
112-10 |
110-12 |
1-30 |
1.8% |
0-21 |
0.6% |
3% |
False |
True |
322,840 |
| 20 |
112-10 |
110-12 |
1-30 |
1.8% |
0-20 |
0.6% |
3% |
False |
True |
314,814 |
| 40 |
112-11 |
110-00 |
2-11 |
2.1% |
0-19 |
0.5% |
19% |
False |
False |
313,934 |
| 60 |
114-02 |
110-00 |
4-02 |
3.7% |
0-21 |
0.6% |
11% |
False |
False |
349,293 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
26% |
False |
False |
264,835 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
26% |
False |
False |
211,931 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-18 |
0.5% |
23% |
False |
False |
176,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-26 |
|
2.618 |
112-24 |
|
1.618 |
112-03 |
|
1.000 |
111-22 |
|
0.618 |
111-14 |
|
HIGH |
111-01 |
|
0.618 |
110-25 |
|
0.500 |
110-22 |
|
0.382 |
110-20 |
|
LOW |
110-12 |
|
0.618 |
109-31 |
|
1.000 |
109-23 |
|
1.618 |
109-10 |
|
2.618 |
108-21 |
|
4.250 |
107-19 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-22 |
110-28 |
| PP |
110-20 |
110-23 |
| S1 |
110-17 |
110-18 |
|