ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-00 |
111-26 |
0-26 |
0.7% |
111-09 |
| High |
111-26 |
112-01 |
0-07 |
0.2% |
111-28 |
| Low |
111-00 |
111-13 |
0-13 |
0.4% |
110-28 |
| Close |
111-25 |
111-24 |
-0-01 |
0.0% |
110-30 |
| Range |
0-26 |
0-20 |
-0-06 |
-23.1% |
1-00 |
| ATR |
0-16 |
0-16 |
0-00 |
2.0% |
0-00 |
| Volume |
1,649 |
470 |
-1,179 |
-71.5% |
17,513 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-19 |
113-10 |
112-03 |
|
| R3 |
112-31 |
112-22 |
111-30 |
|
| R2 |
112-11 |
112-11 |
111-28 |
|
| R1 |
112-02 |
112-02 |
111-26 |
111-28 |
| PP |
111-23 |
111-23 |
111-23 |
111-21 |
| S1 |
111-14 |
111-14 |
111-22 |
111-08 |
| S2 |
111-03 |
111-03 |
111-20 |
|
| S3 |
110-15 |
110-26 |
111-18 |
|
| S4 |
109-27 |
110-06 |
111-13 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-07 |
113-19 |
111-16 |
|
| R3 |
113-07 |
112-19 |
111-07 |
|
| R2 |
112-07 |
112-07 |
111-04 |
|
| R1 |
111-19 |
111-19 |
111-01 |
111-13 |
| PP |
111-07 |
111-07 |
111-07 |
111-04 |
| S1 |
110-19 |
110-19 |
110-27 |
110-13 |
| S2 |
110-07 |
110-07 |
110-24 |
|
| S3 |
109-07 |
109-19 |
110-21 |
|
| S4 |
108-07 |
108-19 |
110-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-01 |
110-28 |
1-05 |
1.0% |
0-18 |
0.5% |
76% |
True |
False |
3,523 |
| 10 |
112-01 |
110-28 |
1-05 |
1.0% |
0-17 |
0.5% |
76% |
True |
False |
2,190 |
| 20 |
112-01 |
110-03 |
1-30 |
1.7% |
0-13 |
0.4% |
85% |
True |
False |
1,444 |
| 40 |
113-10 |
110-03 |
3-07 |
2.9% |
0-11 |
0.3% |
51% |
False |
False |
826 |
| 60 |
113-26 |
110-03 |
3-23 |
3.3% |
0-09 |
0.2% |
45% |
False |
False |
556 |
| 80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-06 |
0.2% |
54% |
False |
False |
417 |
| 100 |
114-06 |
109-10 |
4-28 |
4.4% |
0-07 |
0.2% |
50% |
False |
False |
334 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-06 |
0.2% |
46% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-22 |
|
2.618 |
113-21 |
|
1.618 |
113-01 |
|
1.000 |
112-21 |
|
0.618 |
112-13 |
|
HIGH |
112-01 |
|
0.618 |
111-25 |
|
0.500 |
111-23 |
|
0.382 |
111-21 |
|
LOW |
111-13 |
|
0.618 |
111-01 |
|
1.000 |
110-25 |
|
1.618 |
110-13 |
|
2.618 |
109-25 |
|
4.250 |
108-24 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-24 |
111-21 |
| PP |
111-23 |
111-18 |
| S1 |
111-23 |
111-14 |
|