ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
109-16 |
109-09 |
-0-07 |
-0.2% |
109-29 |
| High |
109-19 |
109-12 |
-0-07 |
-0.2% |
110-05 |
| Low |
109-02 |
109-01 |
-0-01 |
0.0% |
108-25 |
| Close |
109-08 |
109-03 |
-0-05 |
-0.1% |
109-08 |
| Range |
0-17 |
0-11 |
-0-06 |
-35.3% |
1-12 |
| ATR |
0-18 |
0-18 |
-0-01 |
-2.8% |
0-00 |
| Volume |
89,346 |
99,146 |
9,800 |
11.0% |
330,593 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-06 |
110-00 |
109-09 |
|
| R3 |
109-27 |
109-21 |
109-06 |
|
| R2 |
109-16 |
109-16 |
109-05 |
|
| R1 |
109-10 |
109-10 |
109-04 |
109-08 |
| PP |
109-05 |
109-05 |
109-05 |
109-04 |
| S1 |
108-31 |
108-31 |
109-02 |
108-28 |
| S2 |
108-26 |
108-26 |
109-01 |
|
| S3 |
108-15 |
108-20 |
109-00 |
|
| S4 |
108-04 |
108-09 |
108-29 |
|
|
| 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% |
0-18 |
0.5% |
23% |
False |
False |
84,857 |
| 10 |
111-09 |
108-25 |
2-16 |
2.3% |
0-18 |
0.5% |
13% |
False |
False |
49,458 |
| 20 |
112-11 |
108-25 |
3-18 |
3.3% |
0-19 |
0.5% |
9% |
False |
False |
26,740 |
| 40 |
112-11 |
108-25 |
3-18 |
3.3% |
0-16 |
0.4% |
9% |
False |
False |
14,085 |
| 60 |
113-10 |
108-25 |
4-17 |
4.2% |
0-13 |
0.4% |
7% |
False |
False |
9,458 |
| 80 |
113-26 |
108-25 |
5-01 |
4.6% |
0-11 |
0.3% |
6% |
False |
False |
7,096 |
| 100 |
113-26 |
108-25 |
5-01 |
4.6% |
0-09 |
0.3% |
6% |
False |
False |
5,677 |
| 120 |
114-06 |
108-25 |
5-13 |
5.0% |
0-09 |
0.3% |
6% |
False |
False |
4,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-27 |
|
2.618 |
110-09 |
|
1.618 |
109-30 |
|
1.000 |
109-23 |
|
0.618 |
109-19 |
|
HIGH |
109-12 |
|
0.618 |
109-08 |
|
0.500 |
109-06 |
|
0.382 |
109-05 |
|
LOW |
109-01 |
|
0.618 |
108-26 |
|
1.000 |
108-22 |
|
1.618 |
108-15 |
|
2.618 |
108-04 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-06 |
109-06 |
| PP |
109-05 |
109-05 |
| S1 |
109-04 |
109-04 |
|