ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-18 |
106-10 |
-0-08 |
-0.2% |
108-17 |
| High |
106-25 |
106-13 |
-0-12 |
-0.4% |
108-30 |
| Low |
106-06 |
104-24 |
-1-14 |
-1.4% |
105-10 |
| Close |
106-18 |
105-11 |
-1-07 |
-1.1% |
106-21 |
| Range |
0-19 |
1-21 |
1-02 |
178.9% |
3-20 |
| ATR |
0-23 |
0-25 |
0-03 |
10.9% |
0-00 |
| Volume |
797,412 |
400,824 |
-396,588 |
-49.7% |
2,662,937 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-15 |
109-18 |
106-08 |
|
| R3 |
108-26 |
107-29 |
105-26 |
|
| R2 |
107-05 |
107-05 |
105-21 |
|
| R1 |
106-08 |
106-08 |
105-16 |
105-28 |
| PP |
105-16 |
105-16 |
105-16 |
105-10 |
| S1 |
104-19 |
104-19 |
105-06 |
104-07 |
| S2 |
103-27 |
103-27 |
105-01 |
|
| S3 |
102-06 |
102-30 |
104-28 |
|
| S4 |
100-17 |
101-09 |
104-14 |
|
|
| 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 |
108-15 |
104-24 |
3-23 |
3.5% |
1-06 |
1.1% |
16% |
False |
True |
582,906 |
| 10 |
109-16 |
104-24 |
4-24 |
4.5% |
0-30 |
0.9% |
13% |
False |
True |
495,891 |
| 20 |
111-09 |
104-24 |
6-17 |
6.2% |
0-24 |
0.7% |
9% |
False |
True |
272,674 |
| 40 |
112-11 |
104-24 |
7-19 |
7.2% |
0-21 |
0.6% |
8% |
False |
True |
137,903 |
| 60 |
113-01 |
104-24 |
8-09 |
7.9% |
0-18 |
0.5% |
7% |
False |
True |
92,100 |
| 80 |
113-26 |
104-24 |
9-02 |
8.6% |
0-15 |
0.4% |
7% |
False |
True |
69,082 |
| 100 |
113-26 |
104-24 |
9-02 |
8.6% |
0-12 |
0.3% |
7% |
False |
True |
55,266 |
| 120 |
113-27 |
104-24 |
9-03 |
8.6% |
0-11 |
0.3% |
7% |
False |
True |
46,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-14 |
|
2.618 |
110-24 |
|
1.618 |
109-03 |
|
1.000 |
108-02 |
|
0.618 |
107-14 |
|
HIGH |
106-13 |
|
0.618 |
105-25 |
|
0.500 |
105-18 |
|
0.382 |
105-12 |
|
LOW |
104-24 |
|
0.618 |
103-23 |
|
1.000 |
103-03 |
|
1.618 |
102-02 |
|
2.618 |
100-13 |
|
4.250 |
97-23 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
105-18 |
105-26 |
| PP |
105-16 |
105-21 |
| S1 |
105-14 |
105-16 |
|