ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-10 |
104-28 |
-1-14 |
-1.4% |
108-17 |
| High |
106-13 |
106-04 |
-0-09 |
-0.3% |
108-30 |
| Low |
104-24 |
104-16 |
-0-08 |
-0.2% |
105-10 |
| Close |
105-11 |
106-01 |
0-22 |
0.7% |
106-21 |
| Range |
1-21 |
1-20 |
-0-01 |
-1.9% |
3-20 |
| ATR |
0-25 |
0-27 |
0-02 |
7.5% |
0-00 |
| Volume |
400,824 |
594,940 |
194,116 |
48.4% |
2,662,937 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-14 |
109-27 |
106-30 |
|
| R3 |
108-26 |
108-07 |
106-15 |
|
| R2 |
107-06 |
107-06 |
106-11 |
|
| R1 |
106-19 |
106-19 |
106-06 |
106-28 |
| PP |
105-18 |
105-18 |
105-18 |
105-22 |
| S1 |
104-31 |
104-31 |
105-28 |
105-08 |
| S2 |
103-30 |
103-30 |
105-23 |
|
| S3 |
102-10 |
103-11 |
105-19 |
|
| S4 |
100-22 |
101-23 |
105-04 |
|
|
| 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 |
108-11 |
104-16 |
3-27 |
3.6% |
1-14 |
1.4% |
40% |
False |
True |
611,682 |
| 10 |
109-10 |
104-16 |
4-26 |
4.5% |
1-01 |
1.0% |
32% |
False |
True |
527,239 |
| 20 |
111-06 |
104-16 |
6-22 |
6.3% |
0-25 |
0.7% |
23% |
False |
True |
302,074 |
| 40 |
112-11 |
104-16 |
7-27 |
7.4% |
0-22 |
0.6% |
20% |
False |
True |
152,752 |
| 60 |
113-01 |
104-16 |
8-17 |
8.0% |
0-18 |
0.5% |
18% |
False |
True |
102,015 |
| 80 |
113-26 |
104-16 |
9-10 |
8.8% |
0-15 |
0.4% |
16% |
False |
True |
76,519 |
| 100 |
113-26 |
104-16 |
9-10 |
8.8% |
0-12 |
0.4% |
16% |
False |
True |
61,215 |
| 120 |
113-27 |
104-16 |
9-11 |
8.8% |
0-11 |
0.3% |
16% |
False |
True |
51,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-01 |
|
2.618 |
110-12 |
|
1.618 |
108-24 |
|
1.000 |
107-24 |
|
0.618 |
107-04 |
|
HIGH |
106-04 |
|
0.618 |
105-16 |
|
0.500 |
105-10 |
|
0.382 |
105-04 |
|
LOW |
104-16 |
|
0.618 |
103-16 |
|
1.000 |
102-28 |
|
1.618 |
101-28 |
|
2.618 |
100-08 |
|
4.250 |
97-19 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
105-25 |
105-29 |
| PP |
105-18 |
105-25 |
| S1 |
105-10 |
105-20 |
|