ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
104-28 |
105-30 |
1-02 |
1.0% |
108-17 |
| High |
106-04 |
106-11 |
0-07 |
0.2% |
108-30 |
| Low |
104-16 |
105-13 |
0-29 |
0.9% |
105-10 |
| Close |
106-01 |
105-27 |
-0-06 |
-0.2% |
106-21 |
| Range |
1-20 |
0-30 |
-0-22 |
-42.3% |
3-20 |
| ATR |
0-27 |
0-28 |
0-00 |
0.7% |
0-00 |
| Volume |
594,940 |
789,102 |
194,162 |
32.6% |
2,662,937 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-22 |
108-06 |
106-12 |
|
| R3 |
107-24 |
107-08 |
106-03 |
|
| R2 |
106-26 |
106-26 |
106-00 |
|
| R1 |
106-10 |
106-10 |
105-30 |
106-03 |
| PP |
105-28 |
105-28 |
105-28 |
105-24 |
| S1 |
105-12 |
105-12 |
105-24 |
105-05 |
| S2 |
104-30 |
104-30 |
105-22 |
|
| S3 |
104-00 |
104-14 |
105-19 |
|
| S4 |
103-02 |
103-16 |
105-10 |
|
|
| 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 |
106-27 |
104-16 |
2-11 |
2.2% |
1-09 |
1.2% |
57% |
False |
False |
675,435 |
| 10 |
109-10 |
104-16 |
4-26 |
4.5% |
1-02 |
1.0% |
28% |
False |
False |
578,204 |
| 20 |
111-00 |
104-16 |
6-16 |
6.1% |
0-26 |
0.8% |
21% |
False |
False |
340,307 |
| 40 |
112-11 |
104-16 |
7-27 |
7.4% |
0-22 |
0.7% |
17% |
False |
False |
172,462 |
| 60 |
112-14 |
104-16 |
7-30 |
7.5% |
0-19 |
0.5% |
17% |
False |
False |
115,165 |
| 80 |
113-26 |
104-16 |
9-10 |
8.8% |
0-16 |
0.5% |
14% |
False |
False |
86,382 |
| 100 |
113-26 |
104-16 |
9-10 |
8.8% |
0-12 |
0.4% |
14% |
False |
False |
69,106 |
| 120 |
113-26 |
104-16 |
9-10 |
8.8% |
0-11 |
0.3% |
14% |
False |
False |
57,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-10 |
|
2.618 |
108-26 |
|
1.618 |
107-28 |
|
1.000 |
107-09 |
|
0.618 |
106-30 |
|
HIGH |
106-11 |
|
0.618 |
106-00 |
|
0.500 |
105-28 |
|
0.382 |
105-24 |
|
LOW |
105-13 |
|
0.618 |
104-26 |
|
1.000 |
104-15 |
|
1.618 |
103-28 |
|
2.618 |
102-30 |
|
4.250 |
101-14 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
105-28 |
105-23 |
| PP |
105-28 |
105-19 |
| S1 |
105-27 |
105-14 |
|