ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-19 |
106-18 |
-0-01 |
0.0% |
108-17 |
| High |
106-27 |
106-25 |
-0-02 |
-0.1% |
108-30 |
| Low |
105-10 |
106-06 |
0-28 |
0.8% |
105-10 |
| Close |
106-21 |
106-18 |
-0-03 |
-0.1% |
106-21 |
| Range |
1-17 |
0-19 |
-0-30 |
-61.2% |
3-20 |
| ATR |
0-23 |
0-23 |
0-00 |
-1.3% |
0-00 |
| Volume |
794,897 |
797,412 |
2,515 |
0.3% |
2,662,937 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-09 |
108-01 |
106-28 |
|
| R3 |
107-22 |
107-14 |
106-23 |
|
| R2 |
107-03 |
107-03 |
106-21 |
|
| R1 |
106-27 |
106-27 |
106-20 |
106-28 |
| PP |
106-16 |
106-16 |
106-16 |
106-17 |
| S1 |
106-08 |
106-08 |
106-16 |
106-08 |
| S2 |
105-29 |
105-29 |
106-15 |
|
| S3 |
105-10 |
105-21 |
106-13 |
|
| S4 |
104-23 |
105-02 |
106-08 |
|
|
| 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 |
108-29 |
105-10 |
3-19 |
3.4% |
1-00 |
0.9% |
35% |
False |
False |
578,626 |
| 10 |
109-16 |
105-10 |
4-06 |
3.9% |
0-25 |
0.7% |
30% |
False |
False |
465,723 |
| 20 |
111-11 |
105-10 |
6-01 |
5.7% |
0-22 |
0.6% |
21% |
False |
False |
252,804 |
| 40 |
112-11 |
105-10 |
7-01 |
6.6% |
0-20 |
0.6% |
18% |
False |
False |
127,897 |
| 60 |
113-01 |
105-10 |
7-23 |
7.2% |
0-17 |
0.5% |
16% |
False |
False |
85,422 |
| 80 |
113-26 |
105-10 |
8-16 |
8.0% |
0-14 |
0.4% |
15% |
False |
False |
64,072 |
| 100 |
113-26 |
105-10 |
8-16 |
8.0% |
0-11 |
0.3% |
15% |
False |
False |
51,258 |
| 120 |
113-27 |
105-10 |
8-17 |
8.0% |
0-10 |
0.3% |
15% |
False |
False |
42,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-10 |
|
2.618 |
108-11 |
|
1.618 |
107-24 |
|
1.000 |
107-12 |
|
0.618 |
107-05 |
|
HIGH |
106-25 |
|
0.618 |
106-18 |
|
0.500 |
106-16 |
|
0.382 |
106-13 |
|
LOW |
106-06 |
|
0.618 |
105-26 |
|
1.000 |
105-19 |
|
1.618 |
105-07 |
|
2.618 |
104-20 |
|
4.250 |
103-21 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-17 |
106-26 |
| PP |
106-16 |
106-24 |
| S1 |
106-16 |
106-21 |
|