ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
109-08 |
109-03 |
-0-05 |
-0.1% |
109-09 |
| High |
109-10 |
109-10 |
0-00 |
0.0% |
109-16 |
| Low |
108-21 |
108-13 |
-0-08 |
-0.2% |
108-13 |
| Close |
109-04 |
108-16 |
-0-20 |
-0.6% |
108-16 |
| Range |
0-21 |
0-29 |
0-08 |
38.1% |
1-03 |
| ATR |
0-18 |
0-19 |
0-01 |
4.4% |
0-00 |
| Volume |
279,453 |
536,825 |
257,372 |
92.1% |
1,196,890 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-15 |
110-28 |
109-00 |
|
| R3 |
110-18 |
109-31 |
108-24 |
|
| R2 |
109-21 |
109-21 |
108-21 |
|
| R1 |
109-02 |
109-02 |
108-19 |
108-29 |
| PP |
108-24 |
108-24 |
108-24 |
108-21 |
| S1 |
108-05 |
108-05 |
108-13 |
108-00 |
| S2 |
107-27 |
107-27 |
108-11 |
|
| S3 |
106-30 |
107-08 |
108-08 |
|
| S4 |
106-01 |
106-11 |
108-00 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-03 |
111-12 |
109-03 |
|
| R3 |
111-00 |
110-09 |
108-26 |
|
| R2 |
109-29 |
109-29 |
108-22 |
|
| R1 |
109-06 |
109-06 |
108-19 |
109-00 |
| PP |
108-26 |
108-26 |
108-26 |
108-22 |
| S1 |
108-03 |
108-03 |
108-13 |
107-29 |
| S2 |
107-23 |
107-23 |
108-10 |
|
| S3 |
106-20 |
107-00 |
108-06 |
|
| S4 |
105-17 |
105-29 |
107-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-19 |
108-13 |
1-06 |
1.1% |
0-19 |
0.5% |
8% |
False |
True |
257,247 |
| 10 |
110-19 |
108-13 |
2-06 |
2.0% |
0-20 |
0.6% |
4% |
False |
True |
154,353 |
| 20 |
112-11 |
108-13 |
3-30 |
3.6% |
0-20 |
0.6% |
2% |
False |
True |
81,531 |
| 40 |
112-11 |
108-13 |
3-30 |
3.6% |
0-17 |
0.5% |
2% |
False |
True |
41,518 |
| 60 |
113-10 |
108-13 |
4-29 |
4.5% |
0-14 |
0.4% |
2% |
False |
True |
27,751 |
| 80 |
113-26 |
108-13 |
5-13 |
5.0% |
0-12 |
0.3% |
2% |
False |
True |
20,818 |
| 100 |
113-26 |
108-13 |
5-13 |
5.0% |
0-09 |
0.3% |
2% |
False |
True |
16,654 |
| 120 |
114-00 |
108-13 |
5-19 |
5.2% |
0-09 |
0.3% |
2% |
False |
True |
13,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-05 |
|
2.618 |
111-22 |
|
1.618 |
110-25 |
|
1.000 |
110-07 |
|
0.618 |
109-28 |
|
HIGH |
109-10 |
|
0.618 |
108-31 |
|
0.500 |
108-28 |
|
0.382 |
108-24 |
|
LOW |
108-13 |
|
0.618 |
107-27 |
|
1.000 |
107-16 |
|
1.618 |
106-30 |
|
2.618 |
106-01 |
|
4.250 |
104-18 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-28 |
108-30 |
| PP |
108-24 |
108-26 |
| S1 |
108-20 |
108-21 |
|