ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-06 |
108-10 |
0-04 |
0.1% |
109-09 |
| High |
108-15 |
108-11 |
-0-04 |
-0.1% |
109-16 |
| Low |
108-05 |
106-17 |
-1-20 |
-1.5% |
108-13 |
| Close |
108-09 |
106-29 |
-1-12 |
-1.3% |
108-16 |
| Range |
0-10 |
1-26 |
1-16 |
480.0% |
1-03 |
| ATR |
0-18 |
0-21 |
0-03 |
15.6% |
0-00 |
| Volume |
451,058 |
470,340 |
19,282 |
4.3% |
1,196,890 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-22 |
111-20 |
107-29 |
|
| R3 |
110-28 |
109-26 |
107-13 |
|
| R2 |
109-02 |
109-02 |
107-08 |
|
| R1 |
108-00 |
108-00 |
107-02 |
107-20 |
| PP |
107-08 |
107-08 |
107-08 |
107-02 |
| S1 |
106-06 |
106-06 |
106-24 |
105-26 |
| S2 |
105-14 |
105-14 |
106-18 |
|
| S3 |
103-20 |
104-12 |
106-13 |
|
| S4 |
101-26 |
102-18 |
105-29 |
|
|
| 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 |
109-10 |
106-17 |
2-25 |
2.6% |
0-27 |
0.8% |
13% |
False |
True |
480,973 |
| 10 |
109-19 |
106-17 |
3-02 |
2.9% |
0-23 |
0.7% |
12% |
False |
True |
328,417 |
| 20 |
112-02 |
106-17 |
5-17 |
5.2% |
0-20 |
0.6% |
7% |
False |
True |
174,624 |
| 40 |
112-11 |
106-17 |
5-26 |
5.4% |
0-19 |
0.6% |
6% |
False |
True |
88,112 |
| 60 |
113-01 |
106-17 |
6-16 |
6.1% |
0-16 |
0.5% |
6% |
False |
True |
58,884 |
| 80 |
113-26 |
106-17 |
7-09 |
6.8% |
0-13 |
0.4% |
5% |
False |
True |
44,168 |
| 100 |
113-26 |
106-17 |
7-09 |
6.8% |
0-10 |
0.3% |
5% |
False |
True |
35,334 |
| 120 |
113-27 |
106-17 |
7-10 |
6.8% |
0-10 |
0.3% |
5% |
False |
True |
29,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-02 |
|
2.618 |
113-03 |
|
1.618 |
111-09 |
|
1.000 |
110-05 |
|
0.618 |
109-15 |
|
HIGH |
108-11 |
|
0.618 |
107-21 |
|
0.500 |
107-14 |
|
0.382 |
107-07 |
|
LOW |
106-17 |
|
0.618 |
105-13 |
|
1.000 |
104-23 |
|
1.618 |
103-19 |
|
2.618 |
101-25 |
|
4.250 |
98-26 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-14 |
107-23 |
| PP |
107-08 |
107-14 |
| S1 |
107-03 |
107-06 |
|