ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
111-22 |
111-10 |
-0-12 |
-0.3% |
110-03 |
| High |
111-24 |
111-10 |
-0-14 |
-0.4% |
111-31 |
| Low |
111-13 |
110-31 |
-0-14 |
-0.4% |
110-03 |
| Close |
111-16 |
111-02 |
-0-14 |
-0.4% |
111-09 |
| Range |
0-11 |
0-11 |
0-00 |
0.0% |
1-28 |
| ATR |
0-14 |
0-14 |
0-00 |
1.7% |
0-00 |
| Volume |
8,298 |
3,509 |
-4,789 |
-57.7% |
3,833 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-05 |
111-30 |
111-08 |
|
| R3 |
111-26 |
111-19 |
111-05 |
|
| R2 |
111-15 |
111-15 |
111-04 |
|
| R1 |
111-08 |
111-08 |
111-03 |
111-06 |
| PP |
111-04 |
111-04 |
111-04 |
111-02 |
| S1 |
110-29 |
110-29 |
111-01 |
110-27 |
| S2 |
110-25 |
110-25 |
111-00 |
|
| S3 |
110-14 |
110-18 |
110-31 |
|
| S4 |
110-03 |
110-07 |
110-28 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
115-28 |
112-10 |
|
| R3 |
114-28 |
114-00 |
111-26 |
|
| R2 |
113-00 |
113-00 |
111-20 |
|
| R1 |
112-04 |
112-04 |
111-14 |
112-18 |
| PP |
111-04 |
111-04 |
111-04 |
111-10 |
| S1 |
110-08 |
110-08 |
111-04 |
110-22 |
| S2 |
109-08 |
109-08 |
110-30 |
|
| S3 |
107-12 |
108-12 |
110-24 |
|
| S4 |
105-16 |
106-16 |
110-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-28 |
110-31 |
0-29 |
0.8% |
0-13 |
0.4% |
10% |
False |
True |
3,019 |
| 10 |
111-31 |
110-03 |
1-28 |
1.7% |
0-15 |
0.4% |
52% |
False |
False |
1,854 |
| 20 |
111-31 |
110-03 |
1-28 |
1.7% |
0-12 |
0.3% |
52% |
False |
False |
1,267 |
| 40 |
113-25 |
110-03 |
3-22 |
3.3% |
0-10 |
0.3% |
26% |
False |
False |
684 |
| 60 |
113-26 |
109-31 |
3-27 |
3.5% |
0-07 |
0.2% |
28% |
False |
False |
459 |
| 80 |
113-26 |
109-10 |
4-16 |
4.1% |
0-06 |
0.2% |
39% |
False |
False |
344 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-07 |
0.2% |
33% |
False |
False |
276 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.2% |
33% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-25 |
|
2.618 |
112-07 |
|
1.618 |
111-28 |
|
1.000 |
111-21 |
|
0.618 |
111-17 |
|
HIGH |
111-10 |
|
0.618 |
111-06 |
|
0.500 |
111-04 |
|
0.382 |
111-03 |
|
LOW |
110-31 |
|
0.618 |
110-24 |
|
1.000 |
110-20 |
|
1.618 |
110-13 |
|
2.618 |
110-02 |
|
4.250 |
109-16 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-04 |
111-14 |
| PP |
111-04 |
111-10 |
| S1 |
111-03 |
111-06 |
|