ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-02 |
110-30 |
-0-04 |
-0.1% |
111-27 |
| High |
111-06 |
111-00 |
-0-06 |
-0.2% |
112-11 |
| Low |
110-26 |
110-12 |
-0-14 |
-0.4% |
111-07 |
| Close |
110-31 |
110-14 |
-0-17 |
-0.5% |
111-11 |
| Range |
0-12 |
0-20 |
0-08 |
66.7% |
1-04 |
| ATR |
0-17 |
0-18 |
0-00 |
1.1% |
0-00 |
| Volume |
24,452 |
17,390 |
-7,062 |
-28.9% |
33,678 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-15 |
112-03 |
110-25 |
|
| R3 |
111-27 |
111-15 |
110-20 |
|
| R2 |
111-07 |
111-07 |
110-18 |
|
| R1 |
110-27 |
110-27 |
110-16 |
110-23 |
| PP |
110-19 |
110-19 |
110-19 |
110-18 |
| S1 |
110-07 |
110-07 |
110-12 |
110-03 |
| S2 |
109-31 |
109-31 |
110-10 |
|
| S3 |
109-11 |
109-19 |
110-08 |
|
| S4 |
108-23 |
108-31 |
110-03 |
|
|
| 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 |
112-02 |
110-12 |
1-22 |
1.5% |
0-17 |
0.5% |
4% |
False |
True |
15,861 |
| 10 |
112-11 |
110-04 |
2-07 |
2.0% |
0-20 |
0.6% |
14% |
False |
False |
8,708 |
| 20 |
112-11 |
110-04 |
2-07 |
2.0% |
0-18 |
0.5% |
14% |
False |
False |
5,472 |
| 40 |
112-11 |
110-03 |
2-08 |
2.0% |
0-15 |
0.4% |
15% |
False |
False |
3,026 |
| 60 |
113-26 |
110-03 |
3-23 |
3.4% |
0-12 |
0.3% |
9% |
False |
False |
2,031 |
| 80 |
113-26 |
109-10 |
4-16 |
4.1% |
0-09 |
0.3% |
25% |
False |
False |
1,523 |
| 100 |
113-26 |
109-10 |
4-16 |
4.1% |
0-07 |
0.2% |
25% |
False |
False |
1,219 |
| 120 |
114-18 |
109-10 |
5-08 |
4.8% |
0-08 |
0.2% |
21% |
False |
False |
1,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-21 |
|
2.618 |
112-20 |
|
1.618 |
112-00 |
|
1.000 |
111-20 |
|
0.618 |
111-12 |
|
HIGH |
111-00 |
|
0.618 |
110-24 |
|
0.500 |
110-22 |
|
0.382 |
110-20 |
|
LOW |
110-12 |
|
0.618 |
110-00 |
|
1.000 |
109-24 |
|
1.618 |
109-12 |
|
2.618 |
108-24 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-22 |
110-26 |
| PP |
110-19 |
110-22 |
| S1 |
110-17 |
110-18 |
|