ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
109-09 |
109-01 |
-0-08 |
-0.2% |
109-29 |
| High |
109-12 |
109-16 |
0-04 |
0.1% |
110-05 |
| Low |
109-01 |
109-00 |
-0-01 |
0.0% |
108-25 |
| Close |
109-03 |
109-04 |
0-01 |
0.0% |
109-08 |
| Range |
0-11 |
0-16 |
0-05 |
45.5% |
1-12 |
| ATR |
0-18 |
0-18 |
0-00 |
-0.7% |
0-00 |
| Volume |
99,146 |
281,466 |
182,320 |
183.9% |
330,593 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-23 |
110-13 |
109-13 |
|
| R3 |
110-07 |
109-29 |
109-08 |
|
| R2 |
109-23 |
109-23 |
109-07 |
|
| R1 |
109-13 |
109-13 |
109-05 |
109-18 |
| PP |
109-07 |
109-07 |
109-07 |
109-09 |
| S1 |
108-29 |
108-29 |
109-03 |
109-02 |
| S2 |
108-23 |
108-23 |
109-01 |
|
| S3 |
108-07 |
108-13 |
109-00 |
|
| S4 |
107-23 |
107-29 |
108-27 |
|
|
| 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 |
109-23 |
108-25 |
0-30 |
0.9% |
0-18 |
0.5% |
37% |
False |
False |
138,512 |
| 10 |
111-06 |
108-25 |
2-13 |
2.2% |
0-18 |
0.5% |
14% |
False |
False |
76,909 |
| 20 |
112-11 |
108-25 |
3-18 |
3.3% |
0-19 |
0.5% |
10% |
False |
False |
40,789 |
| 40 |
112-11 |
108-25 |
3-18 |
3.3% |
0-16 |
0.5% |
10% |
False |
False |
21,117 |
| 60 |
113-10 |
108-25 |
4-17 |
4.2% |
0-14 |
0.4% |
8% |
False |
False |
14,147 |
| 80 |
113-26 |
108-25 |
5-01 |
4.6% |
0-11 |
0.3% |
7% |
False |
False |
10,614 |
| 100 |
113-26 |
108-25 |
5-01 |
4.6% |
0-09 |
0.3% |
7% |
False |
False |
8,491 |
| 120 |
114-06 |
108-25 |
5-13 |
5.0% |
0-09 |
0.3% |
6% |
False |
False |
7,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-20 |
|
2.618 |
110-26 |
|
1.618 |
110-10 |
|
1.000 |
110-00 |
|
0.618 |
109-26 |
|
HIGH |
109-16 |
|
0.618 |
109-10 |
|
0.500 |
109-08 |
|
0.382 |
109-06 |
|
LOW |
109-00 |
|
0.618 |
108-22 |
|
1.000 |
108-16 |
|
1.618 |
108-06 |
|
2.618 |
107-22 |
|
4.250 |
106-28 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-08 |
109-10 |
| PP |
109-07 |
109-08 |
| S1 |
109-05 |
109-06 |
|