ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 02-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
Open |
111-26 |
111-23 |
-0-03 |
-0.1% |
111-09 |
High |
112-01 |
111-28 |
-0-05 |
-0.1% |
111-28 |
Low |
111-13 |
111-19 |
0-06 |
0.2% |
110-28 |
Close |
111-24 |
111-23 |
-0-01 |
0.0% |
110-30 |
Range |
0-20 |
0-09 |
-0-11 |
-55.0% |
1-00 |
ATR |
0-16 |
0-15 |
0-00 |
-3.1% |
0-00 |
Volume |
470 |
1,128 |
658 |
140.0% |
17,513 |
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-18 |
112-14 |
111-28 |
|
R3 |
112-09 |
112-05 |
111-25 |
|
R2 |
112-00 |
112-00 |
111-25 |
|
R1 |
111-28 |
111-28 |
111-24 |
111-28 |
PP |
111-23 |
111-23 |
111-23 |
111-23 |
S1 |
111-19 |
111-19 |
111-22 |
111-18 |
S2 |
111-14 |
111-14 |
111-21 |
|
S3 |
111-05 |
111-10 |
111-21 |
|
S4 |
110-28 |
111-01 |
111-18 |
|
|
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% |
73% |
False |
False |
2,089 |
10 |
112-01 |
110-28 |
1-05 |
1.0% |
0-16 |
0.5% |
73% |
False |
False |
2,233 |
20 |
112-01 |
110-03 |
1-30 |
1.7% |
0-13 |
0.4% |
84% |
False |
False |
1,500 |
40 |
113-10 |
110-03 |
3-07 |
2.9% |
0-11 |
0.3% |
50% |
False |
False |
854 |
60 |
113-26 |
110-03 |
3-23 |
3.3% |
0-09 |
0.2% |
44% |
False |
False |
575 |
80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-07 |
0.2% |
53% |
False |
False |
431 |
100 |
114-00 |
109-10 |
4-22 |
4.2% |
0-07 |
0.2% |
51% |
False |
False |
346 |
120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-06 |
0.2% |
46% |
False |
False |
288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-02 |
2.618 |
112-20 |
1.618 |
112-11 |
1.000 |
112-05 |
0.618 |
112-02 |
HIGH |
111-28 |
0.618 |
111-25 |
0.500 |
111-24 |
0.382 |
111-22 |
LOW |
111-19 |
0.618 |
111-13 |
1.000 |
111-10 |
1.618 |
111-04 |
2.618 |
110-27 |
4.250 |
110-13 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
111-24 |
111-21 |
PP |
111-23 |
111-19 |
S1 |
111-23 |
111-16 |
|