ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
110-10 |
110-17 |
0-07 |
0.2% |
111-22 |
| High |
110-14 |
110-19 |
0-05 |
0.1% |
111-22 |
| Low |
110-07 |
110-17 |
0-10 |
0.3% |
110-03 |
| Close |
110-11 |
110-17 |
0-06 |
0.2% |
110-09 |
| Range |
0-07 |
0-02 |
-0-05 |
-71.4% |
1-19 |
| ATR |
0-14 |
0-13 |
0-00 |
-3.0% |
0-00 |
| Volume |
1,670 |
1,471 |
-199 |
-11.9% |
3,497 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-24 |
110-22 |
110-18 |
|
| R3 |
110-22 |
110-20 |
110-18 |
|
| R2 |
110-20 |
110-20 |
110-17 |
|
| R1 |
110-18 |
110-18 |
110-17 |
110-18 |
| PP |
110-18 |
110-18 |
110-18 |
110-18 |
| S1 |
110-16 |
110-16 |
110-17 |
110-16 |
| S2 |
110-16 |
110-16 |
110-17 |
|
| S3 |
110-14 |
110-14 |
110-16 |
|
| S4 |
110-12 |
110-12 |
110-16 |
|
|
| 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 |
111-08 |
110-03 |
1-05 |
1.0% |
0-06 |
0.2% |
38% |
False |
False |
877 |
| 10 |
111-30 |
110-03 |
1-27 |
1.7% |
0-09 |
0.3% |
24% |
False |
False |
746 |
| 20 |
113-09 |
110-03 |
3-06 |
2.9% |
0-10 |
0.3% |
14% |
False |
False |
424 |
| 40 |
113-26 |
110-03 |
3-23 |
3.4% |
0-07 |
0.2% |
12% |
False |
False |
221 |
| 60 |
113-26 |
109-10 |
4-16 |
4.1% |
0-05 |
0.1% |
27% |
False |
False |
148 |
| 80 |
113-27 |
109-10 |
4-17 |
4.1% |
0-06 |
0.2% |
27% |
False |
False |
111 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.1% |
23% |
False |
False |
90 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
23% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-28 |
|
2.618 |
110-24 |
|
1.618 |
110-22 |
|
1.000 |
110-21 |
|
0.618 |
110-20 |
|
HIGH |
110-19 |
|
0.618 |
110-18 |
|
0.500 |
110-18 |
|
0.382 |
110-18 |
|
LOW |
110-17 |
|
0.618 |
110-16 |
|
1.000 |
110-15 |
|
1.618 |
110-14 |
|
2.618 |
110-12 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-18 |
110-15 |
| PP |
110-18 |
110-13 |
| S1 |
110-17 |
110-11 |
|