ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-18 |
108-28 |
0-10 |
0.3% |
109-07 |
| High |
108-31 |
108-31 |
0-00 |
0.0% |
109-16 |
| Low |
108-16 |
108-08 |
-0-08 |
-0.2% |
108-14 |
| Close |
108-30 |
108-14 |
-0-16 |
-0.5% |
108-17 |
| Range |
0-15 |
0-23 |
0-08 |
53.3% |
1-02 |
| ATR |
0-20 |
0-20 |
0-00 |
1.2% |
0-00 |
| Volume |
71,764 |
48,175 |
-23,589 |
-32.9% |
1,526,544 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-23 |
110-09 |
108-27 |
|
| R3 |
110-00 |
109-18 |
108-20 |
|
| R2 |
109-09 |
109-09 |
108-18 |
|
| R1 |
108-27 |
108-27 |
108-16 |
108-22 |
| PP |
108-18 |
108-18 |
108-18 |
108-15 |
| S1 |
108-04 |
108-04 |
108-12 |
108-00 |
| S2 |
107-27 |
107-27 |
108-10 |
|
| S3 |
107-04 |
107-13 |
108-08 |
|
| S4 |
106-13 |
106-22 |
108-01 |
|
|
| 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 |
108-08 |
1-08 |
1.2% |
0-21 |
0.6% |
15% |
False |
True |
267,280 |
| 10 |
110-05 |
108-08 |
1-29 |
1.8% |
0-20 |
0.6% |
10% |
False |
True |
350,903 |
| 20 |
112-10 |
108-08 |
4-02 |
3.7% |
0-19 |
0.6% |
5% |
False |
True |
333,509 |
| 40 |
112-10 |
108-08 |
4-02 |
3.7% |
0-20 |
0.6% |
5% |
False |
True |
316,723 |
| 60 |
113-19 |
108-08 |
5-11 |
4.9% |
0-20 |
0.6% |
4% |
False |
True |
331,950 |
| 80 |
114-02 |
108-08 |
5-26 |
5.4% |
0-21 |
0.6% |
3% |
False |
True |
317,355 |
| 100 |
114-02 |
108-08 |
5-26 |
5.4% |
0-20 |
0.6% |
3% |
False |
True |
254,110 |
| 120 |
114-02 |
108-08 |
5-26 |
5.4% |
0-19 |
0.5% |
3% |
False |
True |
211,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-01 |
|
2.618 |
110-27 |
|
1.618 |
110-04 |
|
1.000 |
109-22 |
|
0.618 |
109-13 |
|
HIGH |
108-31 |
|
0.618 |
108-22 |
|
0.500 |
108-20 |
|
0.382 |
108-17 |
|
LOW |
108-08 |
|
0.618 |
107-26 |
|
1.000 |
107-17 |
|
1.618 |
107-03 |
|
2.618 |
106-12 |
|
4.250 |
105-06 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-20 |
108-25 |
| PP |
108-18 |
108-21 |
| S1 |
108-16 |
108-18 |
|