ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
109-12 |
109-16 |
0-04 |
0.1% |
109-29 |
| High |
109-17 |
109-19 |
0-02 |
0.1% |
110-05 |
| Low |
108-25 |
109-02 |
0-09 |
0.3% |
108-25 |
| Close |
109-09 |
109-08 |
-0-01 |
0.0% |
109-08 |
| Range |
0-24 |
0-17 |
-0-07 |
-29.2% |
1-12 |
| ATR |
0-18 |
0-18 |
0-00 |
-0.5% |
0-00 |
| Volume |
129,896 |
89,346 |
-40,550 |
-31.2% |
330,593 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-29 |
110-19 |
109-17 |
|
| R3 |
110-12 |
110-02 |
109-13 |
|
| R2 |
109-27 |
109-27 |
109-11 |
|
| R1 |
109-17 |
109-17 |
109-10 |
109-14 |
| PP |
109-10 |
109-10 |
109-10 |
109-08 |
| S1 |
109-00 |
109-00 |
109-06 |
108-28 |
| S2 |
108-25 |
108-25 |
109-05 |
|
| S3 |
108-08 |
108-15 |
109-03 |
|
| S4 |
107-23 |
107-30 |
108-31 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-17 |
112-24 |
110-00 |
|
| R3 |
112-05 |
111-12 |
109-20 |
|
| R2 |
110-25 |
110-25 |
109-16 |
|
| R1 |
110-00 |
110-00 |
109-12 |
109-22 |
| PP |
109-13 |
109-13 |
109-13 |
109-08 |
| S1 |
108-20 |
108-20 |
109-04 |
108-10 |
| S2 |
108-01 |
108-01 |
109-00 |
|
| S3 |
106-21 |
107-08 |
108-28 |
|
| S4 |
105-09 |
105-28 |
108-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-05 |
108-25 |
1-12 |
1.3% |
0-19 |
0.5% |
34% |
False |
False |
66,118 |
| 10 |
111-11 |
108-25 |
2-18 |
2.3% |
0-18 |
0.5% |
18% |
False |
False |
39,885 |
| 20 |
112-11 |
108-25 |
3-18 |
3.3% |
0-20 |
0.6% |
13% |
False |
False |
21,865 |
| 40 |
112-11 |
108-25 |
3-18 |
3.3% |
0-16 |
0.4% |
13% |
False |
False |
11,658 |
| 60 |
113-25 |
108-25 |
5-00 |
4.6% |
0-13 |
0.4% |
9% |
False |
False |
7,806 |
| 80 |
113-26 |
108-25 |
5-01 |
4.6% |
0-11 |
0.3% |
9% |
False |
False |
5,857 |
| 100 |
113-26 |
108-25 |
5-01 |
4.6% |
0-09 |
0.2% |
9% |
False |
False |
4,685 |
| 120 |
114-14 |
108-25 |
5-21 |
5.2% |
0-09 |
0.3% |
8% |
False |
False |
3,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-27 |
|
2.618 |
111-00 |
|
1.618 |
110-15 |
|
1.000 |
110-04 |
|
0.618 |
109-30 |
|
HIGH |
109-19 |
|
0.618 |
109-13 |
|
0.500 |
109-10 |
|
0.382 |
109-08 |
|
LOW |
109-02 |
|
0.618 |
108-23 |
|
1.000 |
108-17 |
|
1.618 |
108-06 |
|
2.618 |
107-21 |
|
4.250 |
106-26 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-10 |
109-08 |
| PP |
109-10 |
109-08 |
| S1 |
109-09 |
109-08 |
|