ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
112-01 |
111-25 |
-0-08 |
-0.2% |
111-00 |
| High |
112-11 |
111-28 |
-0-15 |
-0.4% |
112-01 |
| Low |
111-26 |
111-11 |
-0-15 |
-0.4% |
110-04 |
| Close |
111-28 |
111-12 |
-0-16 |
-0.4% |
111-28 |
| Range |
0-17 |
0-17 |
0-00 |
0.0% |
1-29 |
| ATR |
0-18 |
0-18 |
0-00 |
-0.4% |
0-00 |
| Volume |
2,303 |
1,384 |
-919 |
-39.9% |
4,769 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-04 |
112-25 |
111-21 |
|
| R3 |
112-19 |
112-08 |
111-17 |
|
| R2 |
112-02 |
112-02 |
111-15 |
|
| R1 |
111-23 |
111-23 |
111-14 |
111-20 |
| PP |
111-17 |
111-17 |
111-17 |
111-16 |
| S1 |
111-06 |
111-06 |
111-10 |
111-03 |
| S2 |
111-00 |
111-00 |
111-09 |
|
| S3 |
110-15 |
110-21 |
111-07 |
|
| S4 |
109-30 |
110-04 |
111-03 |
|
|
| 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 |
112-11 |
110-04 |
2-07 |
2.0% |
0-25 |
0.7% |
56% |
False |
False |
1,300 |
| 10 |
112-11 |
110-04 |
2-07 |
2.0% |
0-21 |
0.6% |
56% |
False |
False |
1,695 |
| 20 |
112-11 |
110-03 |
2-08 |
2.0% |
0-18 |
0.5% |
57% |
False |
False |
1,599 |
| 40 |
113-01 |
110-03 |
2-30 |
2.6% |
0-14 |
0.4% |
44% |
False |
False |
1,015 |
| 60 |
113-26 |
110-03 |
3-23 |
3.3% |
0-11 |
0.3% |
34% |
False |
False |
683 |
| 80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-08 |
0.2% |
46% |
False |
False |
512 |
| 100 |
113-27 |
109-10 |
4-17 |
4.1% |
0-08 |
0.2% |
46% |
False |
False |
410 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-07 |
0.2% |
39% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-04 |
|
2.618 |
113-09 |
|
1.618 |
112-24 |
|
1.000 |
112-13 |
|
0.618 |
112-07 |
|
HIGH |
111-28 |
|
0.618 |
111-22 |
|
0.500 |
111-20 |
|
0.382 |
111-17 |
|
LOW |
111-11 |
|
0.618 |
111-00 |
|
1.000 |
110-26 |
|
1.618 |
110-15 |
|
2.618 |
109-30 |
|
4.250 |
109-03 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-20 |
111-27 |
| PP |
111-17 |
111-22 |
| S1 |
111-14 |
111-17 |
|