ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
110-04 |
109-20 |
-0-16 |
-0.5% |
111-08 |
| High |
110-05 |
109-23 |
-0-14 |
-0.4% |
111-12 |
| Low |
109-18 |
109-02 |
-0-16 |
-0.5% |
109-25 |
| Close |
109-19 |
109-08 |
-0-11 |
-0.3% |
109-30 |
| Range |
0-19 |
0-21 |
0-02 |
10.5% |
1-19 |
| ATR |
0-20 |
0-20 |
0-00 |
0.4% |
0-00 |
| Volume |
243,277 |
444,475 |
201,198 |
82.7% |
1,716,911 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-10 |
110-30 |
109-20 |
|
| R3 |
110-21 |
110-09 |
109-14 |
|
| R2 |
110-00 |
110-00 |
109-12 |
|
| R1 |
109-20 |
109-20 |
109-10 |
109-16 |
| PP |
109-11 |
109-11 |
109-11 |
109-09 |
| S1 |
108-31 |
108-31 |
109-06 |
108-26 |
| S2 |
108-22 |
108-22 |
109-04 |
|
| S3 |
108-01 |
108-10 |
109-02 |
|
| S4 |
107-12 |
107-21 |
108-28 |
|
|
| 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 |
111-01 |
109-02 |
1-31 |
1.8% |
0-21 |
0.6% |
10% |
False |
True |
330,646 |
| 10 |
112-01 |
109-02 |
2-31 |
2.7% |
0-19 |
0.5% |
6% |
False |
True |
338,770 |
| 20 |
112-10 |
109-02 |
3-08 |
3.0% |
0-21 |
0.6% |
6% |
False |
True |
329,723 |
| 40 |
112-10 |
109-02 |
3-08 |
3.0% |
0-19 |
0.5% |
6% |
False |
True |
311,692 |
| 60 |
113-30 |
109-02 |
4-28 |
4.5% |
0-20 |
0.6% |
4% |
False |
True |
350,488 |
| 80 |
114-02 |
109-02 |
5-00 |
4.6% |
0-21 |
0.6% |
4% |
False |
True |
282,260 |
| 100 |
114-02 |
109-02 |
5-00 |
4.6% |
0-19 |
0.6% |
4% |
False |
True |
225,914 |
| 120 |
114-22 |
109-02 |
5-20 |
5.1% |
0-18 |
0.5% |
3% |
False |
True |
188,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-16 |
|
2.618 |
111-14 |
|
1.618 |
110-25 |
|
1.000 |
110-12 |
|
0.618 |
110-04 |
|
HIGH |
109-23 |
|
0.618 |
109-15 |
|
0.500 |
109-12 |
|
0.382 |
109-10 |
|
LOW |
109-02 |
|
0.618 |
108-21 |
|
1.000 |
108-13 |
|
1.618 |
108-00 |
|
2.618 |
107-11 |
|
4.250 |
106-09 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-12 |
109-20 |
| PP |
109-11 |
109-16 |
| S1 |
109-10 |
109-12 |
|