ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-10 |
106-19 |
-1-23 |
-1.6% |
108-17 |
| High |
108-11 |
106-27 |
-1-16 |
-1.4% |
108-30 |
| Low |
106-17 |
105-10 |
-1-07 |
-1.1% |
105-10 |
| Close |
106-29 |
106-21 |
-0-08 |
-0.2% |
106-21 |
| Range |
1-26 |
1-17 |
-0-09 |
-15.5% |
3-20 |
| ATR |
0-21 |
0-23 |
0-02 |
10.1% |
0-00 |
| Volume |
470,340 |
794,897 |
324,557 |
69.0% |
2,662,937 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-28 |
110-09 |
107-16 |
|
| R3 |
109-11 |
108-24 |
107-02 |
|
| R2 |
107-26 |
107-26 |
106-30 |
|
| R1 |
107-07 |
107-07 |
106-25 |
107-16 |
| PP |
106-09 |
106-09 |
106-09 |
106-13 |
| S1 |
105-22 |
105-22 |
106-17 |
106-00 |
| S2 |
104-24 |
104-24 |
106-12 |
|
| S3 |
103-07 |
104-05 |
106-08 |
|
| S4 |
101-22 |
102-20 |
105-26 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-27 |
115-28 |
108-21 |
|
| R3 |
114-07 |
112-08 |
107-21 |
|
| R2 |
110-19 |
110-19 |
107-10 |
|
| R1 |
108-20 |
108-20 |
107-00 |
107-26 |
| PP |
106-31 |
106-31 |
106-31 |
106-18 |
| S1 |
105-00 |
105-00 |
106-10 |
104-06 |
| S2 |
103-11 |
103-11 |
106-00 |
|
| S3 |
99-23 |
101-12 |
105-21 |
|
| S4 |
96-03 |
97-24 |
104-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-30 |
105-10 |
3-20 |
3.4% |
0-31 |
0.9% |
37% |
False |
True |
532,587 |
| 10 |
109-19 |
105-10 |
4-09 |
4.0% |
0-25 |
0.7% |
31% |
False |
True |
394,917 |
| 20 |
112-02 |
105-10 |
6-24 |
6.3% |
0-22 |
0.6% |
20% |
False |
True |
214,288 |
| 40 |
112-11 |
105-10 |
7-01 |
6.6% |
0-20 |
0.6% |
19% |
False |
True |
107,984 |
| 60 |
113-01 |
105-10 |
7-23 |
7.2% |
0-17 |
0.5% |
17% |
False |
True |
72,132 |
| 80 |
113-26 |
105-10 |
8-16 |
8.0% |
0-14 |
0.4% |
16% |
False |
True |
54,104 |
| 100 |
113-26 |
105-10 |
8-16 |
8.0% |
0-11 |
0.3% |
16% |
False |
True |
43,283 |
| 120 |
113-27 |
105-10 |
8-17 |
8.0% |
0-10 |
0.3% |
16% |
False |
True |
36,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-11 |
|
2.618 |
110-27 |
|
1.618 |
109-10 |
|
1.000 |
108-12 |
|
0.618 |
107-25 |
|
HIGH |
106-27 |
|
0.618 |
106-08 |
|
0.500 |
106-02 |
|
0.382 |
105-29 |
|
LOW |
105-10 |
|
0.618 |
104-12 |
|
1.000 |
103-25 |
|
1.618 |
102-27 |
|
2.618 |
101-10 |
|
4.250 |
98-26 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-15 |
106-28 |
| PP |
106-09 |
106-26 |
| S1 |
106-02 |
106-24 |
|