ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
110-15 |
110-16 |
0-01 |
0.0% |
110-10 |
| High |
110-15 |
110-16 |
0-01 |
0.0% |
110-23 |
| Low |
110-15 |
110-03 |
-0-12 |
-0.3% |
110-03 |
| Close |
110-14 |
110-07 |
-0-07 |
-0.2% |
110-07 |
| Range |
0-00 |
0-13 |
0-13 |
|
0-20 |
| ATR |
0-12 |
0-12 |
0-00 |
0.5% |
0-00 |
| Volume |
12 |
891 |
879 |
7,325.0% |
4,173 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-16 |
111-08 |
110-14 |
|
| R3 |
111-03 |
110-27 |
110-11 |
|
| R2 |
110-22 |
110-22 |
110-09 |
|
| R1 |
110-14 |
110-14 |
110-08 |
110-12 |
| PP |
110-09 |
110-09 |
110-09 |
110-07 |
| S1 |
110-01 |
110-01 |
110-06 |
109-30 |
| S2 |
109-28 |
109-28 |
110-05 |
|
| S3 |
109-15 |
109-20 |
110-03 |
|
| S4 |
109-02 |
109-07 |
110-00 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-07 |
111-27 |
110-18 |
|
| R3 |
111-19 |
111-07 |
110-12 |
|
| R2 |
110-31 |
110-31 |
110-11 |
|
| R1 |
110-19 |
110-19 |
110-09 |
110-15 |
| PP |
110-11 |
110-11 |
110-11 |
110-09 |
| S1 |
109-31 |
109-31 |
110-05 |
109-27 |
| S2 |
109-23 |
109-23 |
110-03 |
|
| S3 |
109-03 |
109-11 |
110-02 |
|
| S4 |
108-15 |
108-23 |
109-28 |
|
|
| 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% |
0-06 |
0.2% |
20% |
False |
True |
834 |
| 10 |
111-22 |
110-03 |
1-19 |
1.4% |
0-07 |
0.2% |
8% |
False |
True |
767 |
| 20 |
113-01 |
110-03 |
2-30 |
2.7% |
0-10 |
0.3% |
4% |
False |
True |
473 |
| 40 |
113-26 |
110-03 |
3-23 |
3.4% |
0-08 |
0.2% |
3% |
False |
True |
247 |
| 60 |
113-26 |
109-10 |
4-16 |
4.1% |
0-05 |
0.1% |
20% |
False |
False |
165 |
| 80 |
113-27 |
109-10 |
4-17 |
4.1% |
0-06 |
0.2% |
20% |
False |
False |
124 |
| 100 |
114-18 |
109-10 |
5-08 |
4.8% |
0-05 |
0.1% |
17% |
False |
False |
100 |
| 120 |
114-18 |
109-10 |
5-08 |
4.8% |
0-04 |
0.1% |
17% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-07 |
|
2.618 |
111-18 |
|
1.618 |
111-05 |
|
1.000 |
110-29 |
|
0.618 |
110-24 |
|
HIGH |
110-16 |
|
0.618 |
110-11 |
|
0.500 |
110-10 |
|
0.382 |
110-08 |
|
LOW |
110-03 |
|
0.618 |
109-27 |
|
1.000 |
109-22 |
|
1.618 |
109-14 |
|
2.618 |
109-01 |
|
4.250 |
108-12 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-10 |
110-13 |
| PP |
110-09 |
110-11 |
| S1 |
110-08 |
110-09 |
|