ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
109-04 |
108-18 |
-0-18 |
-0.5% |
109-07 |
| High |
109-10 |
108-31 |
-0-11 |
-0.3% |
109-16 |
| Low |
108-14 |
108-16 |
0-02 |
0.1% |
108-14 |
| Close |
108-17 |
108-30 |
0-13 |
0.4% |
108-17 |
| Range |
0-28 |
0-15 |
-0-13 |
-46.4% |
1-02 |
| ATR |
0-20 |
0-20 |
0-00 |
-1.8% |
0-00 |
| Volume |
198,514 |
71,764 |
-126,750 |
-63.8% |
1,526,544 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-07 |
110-01 |
109-06 |
|
| R3 |
109-24 |
109-18 |
109-02 |
|
| R2 |
109-09 |
109-09 |
109-01 |
|
| R1 |
109-03 |
109-03 |
108-31 |
109-06 |
| PP |
108-26 |
108-26 |
108-26 |
108-27 |
| S1 |
108-20 |
108-20 |
108-29 |
108-23 |
| S2 |
108-11 |
108-11 |
108-27 |
|
| S3 |
107-28 |
108-05 |
108-26 |
|
| S4 |
107-13 |
107-22 |
108-22 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-00 |
111-11 |
109-04 |
|
| R3 |
110-30 |
110-09 |
108-26 |
|
| R2 |
109-28 |
109-28 |
108-23 |
|
| R1 |
109-07 |
109-07 |
108-20 |
109-00 |
| PP |
108-26 |
108-26 |
108-26 |
108-23 |
| S1 |
108-05 |
108-05 |
108-14 |
107-30 |
| S2 |
107-24 |
107-24 |
108-11 |
|
| S3 |
106-22 |
107-03 |
108-08 |
|
| S4 |
105-20 |
106-01 |
107-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-16 |
108-14 |
1-02 |
1.0% |
0-18 |
0.5% |
47% |
False |
False |
319,661 |
| 10 |
110-05 |
108-14 |
1-23 |
1.6% |
0-19 |
0.5% |
29% |
False |
False |
381,283 |
| 20 |
112-10 |
108-14 |
3-28 |
3.6% |
0-19 |
0.5% |
13% |
False |
False |
351,225 |
| 40 |
112-10 |
108-14 |
3-28 |
3.6% |
0-19 |
0.6% |
13% |
False |
False |
319,748 |
| 60 |
113-19 |
108-14 |
5-05 |
4.7% |
0-20 |
0.6% |
10% |
False |
False |
339,613 |
| 80 |
114-02 |
108-14 |
5-20 |
5.2% |
0-21 |
0.6% |
9% |
False |
False |
316,771 |
| 100 |
114-02 |
108-14 |
5-20 |
5.2% |
0-20 |
0.6% |
9% |
False |
False |
253,629 |
| 120 |
114-02 |
108-14 |
5-20 |
5.2% |
0-19 |
0.5% |
9% |
False |
False |
211,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-31 |
|
2.618 |
110-06 |
|
1.618 |
109-23 |
|
1.000 |
109-14 |
|
0.618 |
109-08 |
|
HIGH |
108-31 |
|
0.618 |
108-25 |
|
0.500 |
108-24 |
|
0.382 |
108-22 |
|
LOW |
108-16 |
|
0.618 |
108-07 |
|
1.000 |
108-01 |
|
1.618 |
107-24 |
|
2.618 |
107-09 |
|
4.250 |
106-16 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-28 |
108-30 |
| PP |
108-26 |
108-29 |
| S1 |
108-24 |
108-29 |
|