ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
110-23 |
110-15 |
-0-08 |
-0.2% |
111-22 |
High |
110-23 |
110-15 |
-0-08 |
-0.2% |
111-22 |
Low |
110-16 |
110-15 |
-0-01 |
0.0% |
110-03 |
Close |
110-13 |
110-14 |
0-01 |
0.0% |
110-09 |
Range |
0-07 |
0-00 |
-0-07 |
-100.0% |
1-19 |
ATR |
0-13 |
0-12 |
-0-01 |
-6.0% |
0-00 |
Volume |
129 |
12 |
-117 |
-90.7% |
3,497 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-15 |
110-14 |
110-14 |
|
R3 |
110-15 |
110-14 |
110-14 |
|
R2 |
110-15 |
110-15 |
110-14 |
|
R1 |
110-14 |
110-14 |
110-14 |
110-14 |
PP |
110-15 |
110-15 |
110-15 |
110-15 |
S1 |
110-14 |
110-14 |
110-14 |
110-14 |
S2 |
110-15 |
110-15 |
110-14 |
|
S3 |
110-15 |
110-14 |
110-14 |
|
S4 |
110-15 |
110-14 |
110-14 |
|
|
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 |
110-23 |
110-03 |
0-20 |
0.6% |
0-05 |
0.1% |
55% |
False |
False |
861 |
10 |
111-30 |
110-03 |
1-27 |
1.7% |
0-08 |
0.2% |
19% |
False |
False |
680 |
20 |
113-01 |
110-03 |
2-30 |
2.7% |
0-10 |
0.3% |
12% |
False |
False |
429 |
40 |
113-26 |
110-03 |
3-23 |
3.4% |
0-07 |
0.2% |
9% |
False |
False |
225 |
60 |
113-26 |
109-10 |
4-16 |
4.1% |
0-05 |
0.1% |
25% |
False |
False |
150 |
80 |
113-27 |
109-10 |
4-17 |
4.1% |
0-05 |
0.2% |
25% |
False |
False |
113 |
100 |
114-18 |
109-10 |
5-08 |
4.8% |
0-05 |
0.1% |
21% |
False |
False |
91 |
120 |
114-18 |
109-10 |
5-08 |
4.8% |
0-04 |
0.1% |
21% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-15 |
2.618 |
110-15 |
1.618 |
110-15 |
1.000 |
110-15 |
0.618 |
110-15 |
HIGH |
110-15 |
0.618 |
110-15 |
0.500 |
110-15 |
0.382 |
110-15 |
LOW |
110-15 |
0.618 |
110-15 |
1.000 |
110-15 |
1.618 |
110-15 |
2.618 |
110-15 |
4.250 |
110-15 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
110-15 |
110-19 |
PP |
110-15 |
110-17 |
S1 |
110-14 |
110-16 |
|