ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 10-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
Open |
111-25 |
111-12 |
-0-13 |
-0.4% |
111-00 |
High |
111-28 |
111-21 |
-0-07 |
-0.2% |
112-01 |
Low |
111-11 |
111-07 |
-0-04 |
-0.1% |
110-04 |
Close |
111-12 |
111-19 |
0-07 |
0.2% |
111-28 |
Range |
0-17 |
0-14 |
-0-03 |
-17.6% |
1-29 |
ATR |
0-18 |
0-18 |
0-00 |
-1.6% |
0-00 |
Volume |
1,384 |
1,604 |
220 |
15.9% |
4,769 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-26 |
112-20 |
111-27 |
|
R3 |
112-12 |
112-06 |
111-23 |
|
R2 |
111-30 |
111-30 |
111-22 |
|
R1 |
111-24 |
111-24 |
111-20 |
111-27 |
PP |
111-16 |
111-16 |
111-16 |
111-17 |
S1 |
111-10 |
111-10 |
111-18 |
111-13 |
S2 |
111-02 |
111-02 |
111-16 |
|
S3 |
110-20 |
110-28 |
111-15 |
|
S4 |
110-06 |
110-14 |
111-11 |
|
|
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% |
0-23 |
0.6% |
66% |
False |
False |
1,555 |
10 |
112-11 |
110-04 |
2-07 |
2.0% |
0-21 |
0.6% |
66% |
False |
False |
1,504 |
20 |
112-11 |
110-03 |
2-08 |
2.0% |
0-18 |
0.5% |
67% |
False |
False |
1,679 |
40 |
113-01 |
110-03 |
2-30 |
2.6% |
0-14 |
0.4% |
51% |
False |
False |
1,054 |
60 |
113-26 |
110-03 |
3-23 |
3.3% |
0-11 |
0.3% |
40% |
False |
False |
710 |
80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-08 |
0.2% |
51% |
False |
False |
532 |
100 |
113-27 |
109-10 |
4-17 |
4.1% |
0-08 |
0.2% |
50% |
False |
False |
426 |
120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-07 |
0.2% |
43% |
False |
False |
356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-16 |
2.618 |
112-26 |
1.618 |
112-12 |
1.000 |
112-03 |
0.618 |
111-30 |
HIGH |
111-21 |
0.618 |
111-16 |
0.500 |
111-14 |
0.382 |
111-12 |
LOW |
111-07 |
0.618 |
110-30 |
1.000 |
110-25 |
1.618 |
110-16 |
2.618 |
110-02 |
4.250 |
109-12 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
111-17 |
111-25 |
PP |
111-16 |
111-23 |
S1 |
111-14 |
111-21 |
|