ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 18-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
110-16 |
111-07 |
0-23 |
0.7% |
110-10 |
High |
111-06 |
111-18 |
0-12 |
0.3% |
110-23 |
Low |
110-15 |
111-07 |
0-24 |
0.7% |
110-03 |
Close |
111-04 |
111-15 |
0-11 |
0.3% |
110-07 |
Range |
0-23 |
0-11 |
-0-12 |
-52.2% |
0-20 |
ATR |
0-13 |
0-13 |
0-00 |
0.5% |
0-00 |
Volume |
972 |
693 |
-279 |
-28.7% |
4,173 |
|
Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-14 |
112-10 |
111-21 |
|
R3 |
112-03 |
111-31 |
111-18 |
|
R2 |
111-24 |
111-24 |
111-17 |
|
R1 |
111-20 |
111-20 |
111-16 |
111-22 |
PP |
111-13 |
111-13 |
111-13 |
111-14 |
S1 |
111-09 |
111-09 |
111-14 |
111-11 |
S2 |
111-02 |
111-02 |
111-13 |
|
S3 |
110-23 |
110-30 |
111-12 |
|
S4 |
110-12 |
110-19 |
111-09 |
|
|
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 |
111-18 |
110-03 |
1-15 |
1.3% |
0-12 |
0.3% |
94% |
True |
False |
631 |
10 |
111-18 |
110-03 |
1-15 |
1.3% |
0-10 |
0.3% |
94% |
True |
False |
766 |
20 |
112-14 |
110-03 |
2-11 |
2.1% |
0-11 |
0.3% |
59% |
False |
False |
571 |
40 |
113-26 |
110-03 |
3-23 |
3.3% |
0-09 |
0.2% |
37% |
False |
False |
303 |
60 |
113-26 |
109-10 |
4-16 |
4.0% |
0-06 |
0.2% |
48% |
False |
False |
202 |
80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-05 |
0.1% |
48% |
False |
False |
152 |
100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-06 |
0.2% |
41% |
False |
False |
122 |
120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.1% |
41% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-01 |
2.618 |
112-15 |
1.618 |
112-04 |
1.000 |
111-29 |
0.618 |
111-25 |
HIGH |
111-18 |
0.618 |
111-14 |
0.500 |
111-12 |
0.382 |
111-11 |
LOW |
111-07 |
0.618 |
111-00 |
1.000 |
110-28 |
1.618 |
110-21 |
2.618 |
110-10 |
4.250 |
109-24 |
|
|
Fisher Pivots for day following 18-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-14 |
111-08 |
PP |
111-13 |
111-01 |
S1 |
111-12 |
110-26 |
|