ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
109-20 |
109-12 |
-0-08 |
-0.2% |
111-09 |
| High |
109-23 |
109-17 |
-0-06 |
-0.2% |
111-11 |
| Low |
109-03 |
108-25 |
-0-10 |
-0.3% |
109-26 |
| Close |
109-08 |
109-09 |
0-01 |
0.0% |
109-30 |
| Range |
0-20 |
0-24 |
0-04 |
20.0% |
1-17 |
| ATR |
0-18 |
0-18 |
0-00 |
2.4% |
0-00 |
| Volume |
92,708 |
129,896 |
37,188 |
40.1% |
68,265 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-14 |
111-04 |
109-22 |
|
| R3 |
110-22 |
110-12 |
109-16 |
|
| R2 |
109-30 |
109-30 |
109-13 |
|
| R1 |
109-20 |
109-20 |
109-11 |
109-13 |
| PP |
109-06 |
109-06 |
109-06 |
109-03 |
| S1 |
108-28 |
108-28 |
109-07 |
108-21 |
| S2 |
108-14 |
108-14 |
109-05 |
|
| S3 |
107-22 |
108-04 |
109-02 |
|
| S4 |
106-30 |
107-12 |
108-28 |
|
|
| 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 |
110-19 |
108-25 |
1-26 |
1.7% |
0-20 |
0.6% |
28% |
False |
True |
51,459 |
| 10 |
112-02 |
108-25 |
3-09 |
3.0% |
0-19 |
0.5% |
15% |
False |
True |
33,660 |
| 20 |
112-11 |
108-25 |
3-18 |
3.3% |
0-20 |
0.6% |
14% |
False |
True |
17,582 |
| 40 |
112-11 |
108-25 |
3-18 |
3.3% |
0-16 |
0.5% |
14% |
False |
True |
9,425 |
| 60 |
113-25 |
108-25 |
5-00 |
4.6% |
0-13 |
0.4% |
10% |
False |
True |
6,317 |
| 80 |
113-26 |
108-25 |
5-01 |
4.6% |
0-11 |
0.3% |
10% |
False |
True |
4,740 |
| 100 |
113-26 |
108-25 |
5-01 |
4.6% |
0-08 |
0.2% |
10% |
False |
True |
3,792 |
| 120 |
114-18 |
108-25 |
5-25 |
5.3% |
0-09 |
0.3% |
9% |
False |
True |
3,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-23 |
|
2.618 |
111-16 |
|
1.618 |
110-24 |
|
1.000 |
110-09 |
|
0.618 |
110-00 |
|
HIGH |
109-17 |
|
0.618 |
109-08 |
|
0.500 |
109-05 |
|
0.382 |
109-02 |
|
LOW |
108-25 |
|
0.618 |
108-10 |
|
1.000 |
108-01 |
|
1.618 |
107-18 |
|
2.618 |
106-26 |
|
4.250 |
105-19 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-08 |
109-15 |
| PP |
109-06 |
109-13 |
| S1 |
109-05 |
109-11 |
|