ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
110-05 |
109-20 |
-0-17 |
-0.5% |
111-09 |
| High |
110-05 |
109-23 |
-0-14 |
-0.4% |
111-11 |
| Low |
109-18 |
109-03 |
-0-15 |
-0.4% |
109-26 |
| Close |
109-19 |
109-08 |
-0-11 |
-0.3% |
109-30 |
| Range |
0-19 |
0-20 |
0-01 |
5.3% |
1-17 |
| ATR |
0-18 |
0-18 |
0-00 |
0.9% |
0-00 |
| Volume |
13,189 |
92,708 |
79,519 |
602.9% |
68,265 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-07 |
110-28 |
109-19 |
|
| R3 |
110-19 |
110-08 |
109-14 |
|
| R2 |
109-31 |
109-31 |
109-12 |
|
| R1 |
109-20 |
109-20 |
109-10 |
109-16 |
| PP |
109-11 |
109-11 |
109-11 |
109-09 |
| S1 |
109-00 |
109-00 |
109-06 |
108-28 |
| S2 |
108-23 |
108-23 |
109-04 |
|
| S3 |
108-03 |
108-12 |
109-02 |
|
| S4 |
107-15 |
107-24 |
108-29 |
|
|
| 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 |
111-00 |
109-03 |
1-29 |
1.7% |
0-19 |
0.6% |
8% |
False |
True |
28,958 |
| 10 |
112-02 |
109-03 |
2-31 |
2.7% |
0-18 |
0.5% |
5% |
False |
True |
20,831 |
| 20 |
112-11 |
109-03 |
3-08 |
3.0% |
0-19 |
0.6% |
5% |
False |
True |
11,263 |
| 40 |
112-11 |
109-03 |
3-08 |
3.0% |
0-16 |
0.4% |
5% |
False |
True |
6,186 |
| 60 |
113-25 |
109-03 |
4-22 |
4.3% |
0-13 |
0.4% |
3% |
False |
True |
4,153 |
| 80 |
113-26 |
109-03 |
4-23 |
4.3% |
0-10 |
0.3% |
3% |
False |
True |
3,116 |
| 100 |
113-26 |
109-03 |
4-23 |
4.3% |
0-08 |
0.2% |
3% |
False |
True |
2,493 |
| 120 |
114-18 |
109-03 |
5-15 |
5.0% |
0-09 |
0.2% |
3% |
False |
True |
2,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-12 |
|
2.618 |
111-11 |
|
1.618 |
110-23 |
|
1.000 |
110-11 |
|
0.618 |
110-03 |
|
HIGH |
109-23 |
|
0.618 |
109-15 |
|
0.500 |
109-13 |
|
0.382 |
109-11 |
|
LOW |
109-03 |
|
0.618 |
108-23 |
|
1.000 |
108-15 |
|
1.618 |
108-03 |
|
2.618 |
107-15 |
|
4.250 |
106-14 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-13 |
109-20 |
| PP |
109-11 |
109-16 |
| S1 |
109-10 |
109-12 |
|