ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
110-03 |
110-10 |
0-07 |
0.2% |
111-22 |
| High |
110-13 |
110-14 |
0-01 |
0.0% |
111-22 |
| Low |
110-03 |
110-07 |
0-04 |
0.1% |
110-03 |
| Close |
110-09 |
110-11 |
0-02 |
0.1% |
110-09 |
| Range |
0-10 |
0-07 |
-0-03 |
-30.0% |
1-19 |
| ATR |
0-14 |
0-14 |
-0-01 |
-3.7% |
0-00 |
| Volume |
1,027 |
1,670 |
643 |
62.6% |
3,497 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-00 |
110-28 |
110-15 |
|
| R3 |
110-25 |
110-21 |
110-13 |
|
| R2 |
110-18 |
110-18 |
110-12 |
|
| R1 |
110-14 |
110-14 |
110-12 |
110-16 |
| PP |
110-11 |
110-11 |
110-11 |
110-12 |
| S1 |
110-07 |
110-07 |
110-10 |
110-09 |
| S2 |
110-04 |
110-04 |
110-10 |
|
| S3 |
109-29 |
110-00 |
110-09 |
|
| S4 |
109-22 |
109-25 |
110-07 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
114-15 |
111-05 |
|
| R3 |
113-28 |
112-28 |
110-23 |
|
| R2 |
112-09 |
112-09 |
110-18 |
|
| R1 |
111-09 |
111-09 |
110-14 |
111-00 |
| PP |
110-22 |
110-22 |
110-22 |
110-17 |
| S1 |
109-22 |
109-22 |
110-04 |
109-12 |
| S2 |
109-03 |
109-03 |
110-00 |
|
| S3 |
107-16 |
108-03 |
109-27 |
|
| S4 |
105-29 |
106-16 |
109-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-11 |
110-03 |
1-08 |
1.1% |
0-06 |
0.2% |
20% |
False |
False |
621 |
| 10 |
111-30 |
110-03 |
1-27 |
1.7% |
0-10 |
0.3% |
14% |
False |
False |
619 |
| 20 |
113-10 |
110-03 |
3-07 |
2.9% |
0-10 |
0.3% |
8% |
False |
False |
351 |
| 40 |
113-26 |
110-03 |
3-23 |
3.4% |
0-07 |
0.2% |
7% |
False |
False |
185 |
| 60 |
113-26 |
109-10 |
4-16 |
4.1% |
0-05 |
0.1% |
23% |
False |
False |
123 |
| 80 |
114-00 |
109-10 |
4-22 |
4.2% |
0-06 |
0.2% |
22% |
False |
False |
93 |
| 100 |
114-18 |
109-10 |
5-08 |
4.8% |
0-05 |
0.1% |
20% |
False |
False |
75 |
| 120 |
114-18 |
109-10 |
5-08 |
4.8% |
0-04 |
0.1% |
20% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-12 |
|
2.618 |
111-00 |
|
1.618 |
110-25 |
|
1.000 |
110-21 |
|
0.618 |
110-18 |
|
HIGH |
110-14 |
|
0.618 |
110-11 |
|
0.500 |
110-10 |
|
0.382 |
110-10 |
|
LOW |
110-07 |
|
0.618 |
110-03 |
|
1.000 |
110-00 |
|
1.618 |
109-28 |
|
2.618 |
109-21 |
|
4.250 |
109-09 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-11 |
110-22 |
| PP |
110-11 |
110-18 |
| S1 |
110-10 |
110-14 |
|