ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-28 |
108-10 |
-0-18 |
-0.5% |
109-07 |
| High |
108-31 |
108-16 |
-0-15 |
-0.4% |
109-16 |
| Low |
108-08 |
108-08 |
0-00 |
0.0% |
108-14 |
| Close |
108-14 |
108-12 |
-0-02 |
-0.1% |
108-17 |
| Range |
0-23 |
0-08 |
-0-15 |
-65.2% |
1-02 |
| ATR |
0-20 |
0-19 |
-0-01 |
-4.3% |
0-00 |
| Volume |
48,175 |
52,261 |
4,086 |
8.5% |
1,526,544 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-04 |
109-00 |
108-16 |
|
| R3 |
108-28 |
108-24 |
108-14 |
|
| R2 |
108-20 |
108-20 |
108-13 |
|
| R1 |
108-16 |
108-16 |
108-13 |
108-18 |
| PP |
108-12 |
108-12 |
108-12 |
108-13 |
| S1 |
108-08 |
108-08 |
108-11 |
108-10 |
| S2 |
108-04 |
108-04 |
108-11 |
|
| S3 |
107-28 |
108-00 |
108-10 |
|
| S4 |
107-20 |
107-24 |
108-08 |
|
|
| 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 |
109-12 |
108-08 |
1-04 |
1.0% |
0-19 |
0.6% |
11% |
False |
True |
174,916 |
| 10 |
109-23 |
108-08 |
1-15 |
1.4% |
0-18 |
0.5% |
9% |
False |
True |
331,801 |
| 20 |
112-01 |
108-08 |
3-25 |
3.5% |
0-19 |
0.5% |
3% |
False |
True |
328,066 |
| 40 |
112-10 |
108-08 |
4-02 |
3.7% |
0-20 |
0.6% |
3% |
False |
True |
314,485 |
| 60 |
113-19 |
108-08 |
5-11 |
4.9% |
0-19 |
0.6% |
2% |
False |
True |
327,540 |
| 80 |
114-02 |
108-08 |
5-26 |
5.4% |
0-21 |
0.6% |
2% |
False |
True |
317,982 |
| 100 |
114-02 |
108-08 |
5-26 |
5.4% |
0-20 |
0.6% |
2% |
False |
True |
254,633 |
| 120 |
114-02 |
108-08 |
5-26 |
5.4% |
0-19 |
0.5% |
2% |
False |
True |
212,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-18 |
|
2.618 |
109-05 |
|
1.618 |
108-29 |
|
1.000 |
108-24 |
|
0.618 |
108-21 |
|
HIGH |
108-16 |
|
0.618 |
108-13 |
|
0.500 |
108-12 |
|
0.382 |
108-11 |
|
LOW |
108-08 |
|
0.618 |
108-03 |
|
1.000 |
108-00 |
|
1.618 |
107-27 |
|
2.618 |
107-19 |
|
4.250 |
107-06 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-12 |
108-20 |
| PP |
108-12 |
108-17 |
| S1 |
108-12 |
108-14 |
|