ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
105-02 |
106-00 |
0-30 |
0.9% |
108-18 |
| High |
106-08 |
106-14 |
0-06 |
0.2% |
108-31 |
| Low |
104-31 |
105-19 |
0-20 |
0.6% |
105-22 |
| Close |
106-06 |
106-01 |
-0-05 |
-0.1% |
106-28 |
| Range |
1-09 |
0-27 |
-0-14 |
-34.1% |
3-09 |
| ATR |
0-26 |
0-26 |
0-00 |
0.3% |
0-00 |
| Volume |
9,564 |
6,094 |
-3,470 |
-36.3% |
228,021 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-18 |
108-04 |
106-16 |
|
| R3 |
107-23 |
107-09 |
106-08 |
|
| R2 |
106-28 |
106-28 |
106-06 |
|
| R1 |
106-14 |
106-14 |
106-03 |
106-21 |
| PP |
106-01 |
106-01 |
106-01 |
106-04 |
| S1 |
105-19 |
105-19 |
105-31 |
105-26 |
| S2 |
105-06 |
105-06 |
105-28 |
|
| S3 |
104-11 |
104-24 |
105-26 |
|
| S4 |
103-16 |
103-29 |
105-18 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-01 |
115-07 |
108-22 |
|
| R3 |
113-24 |
111-30 |
107-25 |
|
| R2 |
110-15 |
110-15 |
107-15 |
|
| R1 |
108-21 |
108-21 |
107-06 |
107-30 |
| PP |
107-06 |
107-06 |
107-06 |
106-26 |
| S1 |
105-12 |
105-12 |
106-18 |
104-20 |
| S2 |
103-29 |
103-29 |
106-09 |
|
| S3 |
100-20 |
102-03 |
105-31 |
|
| S4 |
97-11 |
98-26 |
105-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-02 |
104-31 |
2-03 |
2.0% |
1-03 |
1.0% |
51% |
False |
False |
15,967 |
| 10 |
109-10 |
104-31 |
4-11 |
4.1% |
0-30 |
0.9% |
24% |
False |
False |
48,768 |
| 20 |
111-01 |
104-31 |
6-02 |
5.7% |
0-25 |
0.7% |
18% |
False |
False |
232,187 |
| 40 |
112-10 |
104-31 |
7-11 |
6.9% |
0-23 |
0.7% |
14% |
False |
False |
273,633 |
| 60 |
112-25 |
104-31 |
7-26 |
7.4% |
0-21 |
0.6% |
14% |
False |
False |
290,957 |
| 80 |
114-02 |
104-31 |
9-03 |
8.6% |
0-22 |
0.6% |
12% |
False |
False |
318,201 |
| 100 |
114-02 |
104-31 |
9-03 |
8.6% |
0-21 |
0.6% |
12% |
False |
False |
255,764 |
| 120 |
114-02 |
104-31 |
9-03 |
8.6% |
0-20 |
0.6% |
12% |
False |
False |
213,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-01 |
|
2.618 |
108-21 |
|
1.618 |
107-26 |
|
1.000 |
107-09 |
|
0.618 |
106-31 |
|
HIGH |
106-14 |
|
0.618 |
106-04 |
|
0.500 |
106-00 |
|
0.382 |
105-29 |
|
LOW |
105-19 |
|
0.618 |
105-02 |
|
1.000 |
104-24 |
|
1.618 |
104-07 |
|
2.618 |
103-12 |
|
4.250 |
102-00 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-01 |
105-30 |
| PP |
106-01 |
105-27 |
| S1 |
106-00 |
105-24 |
|