ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
110-28 |
110-16 |
-0-12 |
-0.3% |
111-08 |
| High |
111-01 |
110-21 |
-0-12 |
-0.3% |
111-12 |
| Low |
110-12 |
109-25 |
-0-19 |
-0.5% |
109-25 |
| Close |
110-14 |
109-30 |
-0-16 |
-0.5% |
109-30 |
| Range |
0-21 |
0-28 |
0-07 |
33.3% |
1-19 |
| ATR |
0-20 |
0-20 |
0-01 |
2.9% |
0-00 |
| Volume |
254,446 |
359,054 |
104,608 |
41.1% |
1,716,911 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-24 |
112-07 |
110-13 |
|
| R3 |
111-28 |
111-11 |
110-06 |
|
| R2 |
111-00 |
111-00 |
110-03 |
|
| R1 |
110-15 |
110-15 |
110-01 |
110-10 |
| PP |
110-04 |
110-04 |
110-04 |
110-01 |
| S1 |
109-19 |
109-19 |
109-27 |
109-14 |
| S2 |
109-08 |
109-08 |
109-25 |
|
| S3 |
108-12 |
108-23 |
109-22 |
|
| S4 |
107-16 |
107-27 |
109-15 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-05 |
114-04 |
110-26 |
|
| R3 |
113-18 |
112-17 |
110-12 |
|
| R2 |
111-31 |
111-31 |
110-07 |
|
| R1 |
110-30 |
110-30 |
110-03 |
110-21 |
| PP |
110-12 |
110-12 |
110-12 |
110-07 |
| S1 |
109-11 |
109-11 |
109-25 |
109-02 |
| S2 |
108-25 |
108-25 |
109-21 |
|
| S3 |
107-06 |
107-24 |
109-16 |
|
| S4 |
105-19 |
106-05 |
109-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-12 |
109-25 |
1-19 |
1.4% |
0-19 |
0.5% |
10% |
False |
True |
343,382 |
| 10 |
112-10 |
109-25 |
2-17 |
2.3% |
0-19 |
0.5% |
6% |
False |
True |
321,168 |
| 20 |
112-10 |
109-25 |
2-17 |
2.3% |
0-21 |
0.6% |
6% |
False |
True |
314,978 |
| 40 |
112-11 |
109-25 |
2-18 |
2.3% |
0-19 |
0.5% |
6% |
False |
True |
310,149 |
| 60 |
114-02 |
109-25 |
4-09 |
3.9% |
0-21 |
0.6% |
4% |
False |
True |
353,411 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-21 |
0.6% |
15% |
False |
False |
269,306 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
15% |
False |
False |
215,521 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-18 |
0.5% |
14% |
False |
False |
179,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-12 |
|
2.618 |
112-30 |
|
1.618 |
112-02 |
|
1.000 |
111-17 |
|
0.618 |
111-06 |
|
HIGH |
110-21 |
|
0.618 |
110-10 |
|
0.500 |
110-07 |
|
0.382 |
110-04 |
|
LOW |
109-25 |
|
0.618 |
109-08 |
|
1.000 |
108-29 |
|
1.618 |
108-12 |
|
2.618 |
107-16 |
|
4.250 |
106-02 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-07 |
110-16 |
| PP |
110-04 |
110-10 |
| S1 |
110-01 |
110-04 |
|