ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-24 |
111-13 |
-0-11 |
-0.3% |
111-00 |
| High |
111-29 |
111-30 |
0-01 |
0.0% |
112-01 |
| Low |
111-08 |
110-04 |
-1-04 |
-1.0% |
110-04 |
| Close |
111-15 |
111-28 |
0-13 |
0.4% |
111-28 |
| Range |
0-21 |
1-26 |
1-05 |
176.2% |
1-29 |
| ATR |
0-16 |
0-19 |
0-03 |
19.1% |
0-00 |
| Volume |
328 |
1,194 |
866 |
264.0% |
4,769 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
116-04 |
112-28 |
|
| R3 |
114-30 |
114-10 |
112-12 |
|
| R2 |
113-04 |
113-04 |
112-07 |
|
| R1 |
112-16 |
112-16 |
112-01 |
112-26 |
| PP |
111-10 |
111-10 |
111-10 |
111-15 |
| S1 |
110-22 |
110-22 |
111-23 |
111-00 |
| S2 |
109-16 |
109-16 |
111-17 |
|
| S3 |
107-22 |
108-28 |
111-12 |
|
| S4 |
105-28 |
107-02 |
110-28 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-02 |
116-12 |
112-30 |
|
| R3 |
115-05 |
114-15 |
112-13 |
|
| R2 |
113-08 |
113-08 |
112-07 |
|
| R1 |
112-18 |
112-18 |
112-02 |
112-29 |
| PP |
111-11 |
111-11 |
111-11 |
111-16 |
| S1 |
110-21 |
110-21 |
111-22 |
111-00 |
| S2 |
109-14 |
109-14 |
111-17 |
|
| S3 |
107-17 |
108-24 |
111-11 |
|
| S4 |
105-20 |
106-27 |
110-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-01 |
110-04 |
1-29 |
1.7% |
0-27 |
0.7% |
92% |
False |
True |
953 |
| 10 |
112-01 |
110-04 |
1-29 |
1.7% |
0-21 |
0.6% |
92% |
False |
True |
2,228 |
| 20 |
112-01 |
110-03 |
1-30 |
1.7% |
0-16 |
0.4% |
92% |
False |
False |
1,514 |
| 40 |
113-10 |
110-03 |
3-07 |
2.9% |
0-13 |
0.4% |
55% |
False |
False |
891 |
| 60 |
113-26 |
110-03 |
3-23 |
3.3% |
0-10 |
0.3% |
48% |
False |
False |
600 |
| 80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-08 |
0.2% |
57% |
False |
False |
450 |
| 100 |
114-00 |
109-10 |
4-22 |
4.2% |
0-08 |
0.2% |
55% |
False |
False |
361 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-07 |
0.2% |
49% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-20 |
|
2.618 |
116-22 |
|
1.618 |
114-28 |
|
1.000 |
113-24 |
|
0.618 |
113-02 |
|
HIGH |
111-30 |
|
0.618 |
111-08 |
|
0.500 |
111-01 |
|
0.382 |
110-26 |
|
LOW |
110-04 |
|
0.618 |
109-00 |
|
1.000 |
108-10 |
|
1.618 |
107-06 |
|
2.618 |
105-12 |
|
4.250 |
102-14 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-19 |
111-19 |
| PP |
111-10 |
111-10 |
| S1 |
111-01 |
111-01 |
|