ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-10 |
108-13 |
0-03 |
0.1% |
109-07 |
| High |
108-16 |
108-13 |
-0-03 |
-0.1% |
109-16 |
| Low |
108-08 |
106-22 |
-1-18 |
-1.4% |
108-14 |
| Close |
108-12 |
107-01 |
-1-11 |
-1.2% |
108-17 |
| Range |
0-08 |
1-23 |
1-15 |
587.5% |
1-02 |
| ATR |
0-19 |
0-22 |
0-03 |
13.5% |
0-00 |
| Volume |
52,261 |
37,133 |
-15,128 |
-28.9% |
1,526,544 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-17 |
111-16 |
107-31 |
|
| R3 |
110-26 |
109-25 |
107-16 |
|
| R2 |
109-03 |
109-03 |
107-11 |
|
| R1 |
108-02 |
108-02 |
107-06 |
107-23 |
| PP |
107-12 |
107-12 |
107-12 |
107-06 |
| S1 |
106-11 |
106-11 |
106-28 |
106-00 |
| S2 |
105-21 |
105-21 |
106-23 |
|
| S3 |
103-30 |
104-20 |
106-18 |
|
| S4 |
102-07 |
102-29 |
106-03 |
|
|
| 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 |
109-10 |
106-22 |
2-20 |
2.5% |
0-26 |
0.8% |
13% |
False |
True |
81,569 |
| 10 |
109-19 |
106-22 |
2-29 |
2.7% |
0-22 |
0.6% |
12% |
False |
True |
291,067 |
| 20 |
112-01 |
106-22 |
5-11 |
5.0% |
0-21 |
0.6% |
6% |
False |
True |
314,918 |
| 40 |
112-10 |
106-22 |
5-20 |
5.3% |
0-21 |
0.6% |
6% |
False |
True |
309,730 |
| 60 |
113-03 |
106-22 |
6-13 |
6.0% |
0-20 |
0.6% |
5% |
False |
True |
320,015 |
| 80 |
114-02 |
106-22 |
7-12 |
6.9% |
0-21 |
0.6% |
5% |
False |
True |
318,256 |
| 100 |
114-02 |
106-22 |
7-12 |
6.9% |
0-20 |
0.6% |
5% |
False |
True |
254,997 |
| 120 |
114-02 |
106-22 |
7-12 |
6.9% |
0-19 |
0.6% |
5% |
False |
True |
212,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-23 |
|
2.618 |
112-29 |
|
1.618 |
111-06 |
|
1.000 |
110-04 |
|
0.618 |
109-15 |
|
HIGH |
108-13 |
|
0.618 |
107-24 |
|
0.500 |
107-18 |
|
0.382 |
107-11 |
|
LOW |
106-22 |
|
0.618 |
105-20 |
|
1.000 |
104-31 |
|
1.618 |
103-29 |
|
2.618 |
102-06 |
|
4.250 |
99-12 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-18 |
107-26 |
| PP |
107-12 |
107-18 |
| S1 |
107-06 |
107-10 |
|