ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
110-17 |
109-29 |
-0-20 |
-0.6% |
111-09 |
| High |
110-19 |
110-05 |
-0-14 |
-0.4% |
111-11 |
| Low |
109-26 |
109-24 |
-0-02 |
-0.1% |
109-26 |
| Close |
109-30 |
110-03 |
0-05 |
0.1% |
109-30 |
| Range |
0-25 |
0-13 |
-0-12 |
-48.0% |
1-17 |
| ATR |
0-18 |
0-18 |
0-00 |
-2.0% |
0-00 |
| Volume |
16,052 |
5,454 |
-10,598 |
-66.0% |
68,265 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-07 |
111-02 |
110-10 |
|
| R3 |
110-26 |
110-21 |
110-07 |
|
| R2 |
110-13 |
110-13 |
110-05 |
|
| R1 |
110-08 |
110-08 |
110-04 |
110-10 |
| PP |
110-00 |
110-00 |
110-00 |
110-01 |
| S1 |
109-27 |
109-27 |
110-02 |
109-30 |
| S2 |
109-19 |
109-19 |
110-01 |
|
| S3 |
109-06 |
109-14 |
109-31 |
|
| S4 |
108-25 |
109-01 |
109-28 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-31 |
113-31 |
110-25 |
|
| R3 |
113-14 |
112-14 |
110-11 |
|
| R2 |
111-29 |
111-29 |
110-07 |
|
| R1 |
110-29 |
110-29 |
110-02 |
110-20 |
| PP |
110-12 |
110-12 |
110-12 |
110-07 |
| S1 |
109-12 |
109-12 |
109-26 |
109-04 |
| S2 |
108-27 |
108-27 |
109-21 |
|
| S3 |
107-10 |
107-27 |
109-17 |
|
| S4 |
105-25 |
106-10 |
109-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-09 |
109-24 |
1-17 |
1.4% |
0-18 |
0.5% |
22% |
False |
True |
14,059 |
| 10 |
112-11 |
109-24 |
2-19 |
2.4% |
0-17 |
0.5% |
13% |
False |
True |
10,610 |
| 20 |
112-11 |
109-24 |
2-19 |
2.4% |
0-19 |
0.5% |
13% |
False |
True |
6,397 |
| 40 |
112-11 |
109-24 |
2-19 |
2.4% |
0-15 |
0.4% |
13% |
False |
True |
3,555 |
| 60 |
113-26 |
109-24 |
4-02 |
3.7% |
0-13 |
0.4% |
8% |
False |
True |
2,389 |
| 80 |
113-26 |
109-10 |
4-16 |
4.1% |
0-10 |
0.3% |
17% |
False |
False |
1,792 |
| 100 |
113-26 |
109-10 |
4-16 |
4.1% |
0-08 |
0.2% |
17% |
False |
False |
1,434 |
| 120 |
114-18 |
109-10 |
5-08 |
4.8% |
0-08 |
0.2% |
15% |
False |
False |
1,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-28 |
|
2.618 |
111-07 |
|
1.618 |
110-26 |
|
1.000 |
110-18 |
|
0.618 |
110-13 |
|
HIGH |
110-05 |
|
0.618 |
110-00 |
|
0.500 |
109-30 |
|
0.382 |
109-29 |
|
LOW |
109-24 |
|
0.618 |
109-16 |
|
1.000 |
109-11 |
|
1.618 |
109-03 |
|
2.618 |
108-22 |
|
4.250 |
108-01 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-02 |
110-12 |
| PP |
110-00 |
110-09 |
| S1 |
109-30 |
110-06 |
|