ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 11-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
Open |
111-12 |
111-21 |
0-09 |
0.3% |
111-27 |
High |
111-21 |
112-02 |
0-13 |
0.4% |
112-11 |
Low |
111-07 |
111-08 |
0-01 |
0.0% |
111-07 |
Close |
111-19 |
111-11 |
-0-08 |
-0.2% |
111-11 |
Range |
0-14 |
0-26 |
0-12 |
85.7% |
1-04 |
ATR |
0-18 |
0-18 |
0-01 |
3.3% |
0-00 |
Volume |
1,604 |
27,093 |
25,489 |
1,589.1% |
33,678 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-00 |
113-15 |
111-25 |
|
R3 |
113-06 |
112-21 |
111-18 |
|
R2 |
112-12 |
112-12 |
111-16 |
|
R1 |
111-27 |
111-27 |
111-13 |
111-22 |
PP |
111-18 |
111-18 |
111-18 |
111-15 |
S1 |
111-01 |
111-01 |
111-09 |
110-28 |
S2 |
110-24 |
110-24 |
111-06 |
|
S3 |
109-30 |
110-07 |
111-04 |
|
S4 |
109-04 |
109-13 |
110-29 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-00 |
114-10 |
111-31 |
|
R3 |
113-28 |
113-06 |
111-21 |
|
R2 |
112-24 |
112-24 |
111-18 |
|
R1 |
112-02 |
112-02 |
111-14 |
111-27 |
PP |
111-20 |
111-20 |
111-20 |
111-17 |
S1 |
110-30 |
110-30 |
111-08 |
110-23 |
S2 |
110-16 |
110-16 |
111-04 |
|
S3 |
109-12 |
109-26 |
111-01 |
|
S4 |
108-08 |
108-22 |
110-23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-11 |
111-07 |
1-04 |
1.0% |
0-17 |
0.5% |
11% |
False |
False |
6,735 |
10 |
112-11 |
110-04 |
2-07 |
2.0% |
0-22 |
0.6% |
55% |
False |
False |
3,844 |
20 |
112-11 |
110-03 |
2-08 |
2.0% |
0-19 |
0.5% |
56% |
False |
False |
2,989 |
40 |
113-01 |
110-03 |
2-30 |
2.6% |
0-15 |
0.4% |
43% |
False |
False |
1,731 |
60 |
113-26 |
110-03 |
3-23 |
3.3% |
0-11 |
0.3% |
34% |
False |
False |
1,161 |
80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-09 |
0.2% |
45% |
False |
False |
871 |
100 |
113-27 |
109-10 |
4-17 |
4.1% |
0-08 |
0.2% |
45% |
False |
False |
697 |
120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-07 |
0.2% |
39% |
False |
False |
581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-16 |
2.618 |
114-06 |
1.618 |
113-12 |
1.000 |
112-28 |
0.618 |
112-18 |
HIGH |
112-02 |
0.618 |
111-24 |
0.500 |
111-21 |
0.382 |
111-18 |
LOW |
111-08 |
0.618 |
110-24 |
1.000 |
110-14 |
1.618 |
109-30 |
2.618 |
109-04 |
4.250 |
107-26 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
111-21 |
111-20 |
PP |
111-18 |
111-17 |
S1 |
111-14 |
111-14 |
|