ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
105-26 |
106-10 |
0-16 |
0.5% |
106-18 |
| High |
106-16 |
106-19 |
0-03 |
0.1% |
106-25 |
| Low |
105-17 |
105-30 |
0-13 |
0.4% |
104-16 |
| Close |
106-08 |
106-14 |
0-06 |
0.2% |
106-08 |
| Range |
0-31 |
0-21 |
-0-10 |
-32.3% |
2-09 |
| ATR |
0-28 |
0-27 |
0-00 |
-1.7% |
0-00 |
| Volume |
538,621 |
473,602 |
-65,019 |
-12.1% |
3,120,899 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-09 |
108-01 |
106-26 |
|
| R3 |
107-20 |
107-12 |
106-20 |
|
| R2 |
106-31 |
106-31 |
106-18 |
|
| R1 |
106-23 |
106-23 |
106-16 |
106-27 |
| PP |
106-10 |
106-10 |
106-10 |
106-12 |
| S1 |
106-02 |
106-02 |
106-12 |
106-06 |
| S2 |
105-21 |
105-21 |
106-10 |
|
| S3 |
105-00 |
105-13 |
106-08 |
|
| S4 |
104-11 |
104-24 |
106-02 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-22 |
111-24 |
107-16 |
|
| R3 |
110-13 |
109-15 |
106-28 |
|
| R2 |
108-04 |
108-04 |
106-21 |
|
| R1 |
107-06 |
107-06 |
106-15 |
106-16 |
| PP |
105-27 |
105-27 |
105-27 |
105-16 |
| S1 |
104-29 |
104-29 |
106-01 |
104-08 |
| S2 |
103-18 |
103-18 |
105-27 |
|
| S3 |
101-09 |
102-20 |
105-20 |
|
| S4 |
99-00 |
100-11 |
105-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-19 |
104-16 |
2-03 |
2.0% |
1-05 |
1.1% |
93% |
True |
False |
559,417 |
| 10 |
108-29 |
104-16 |
4-13 |
4.1% |
1-03 |
1.0% |
44% |
False |
False |
569,022 |
| 20 |
110-05 |
104-16 |
5-21 |
5.3% |
0-27 |
0.8% |
34% |
False |
False |
389,246 |
| 40 |
112-11 |
104-16 |
7-27 |
7.4% |
0-23 |
0.7% |
25% |
False |
False |
197,728 |
| 60 |
112-11 |
104-16 |
7-27 |
7.4% |
0-19 |
0.6% |
25% |
False |
False |
132,029 |
| 80 |
113-26 |
104-16 |
9-10 |
8.7% |
0-16 |
0.5% |
21% |
False |
False |
99,035 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-13 |
0.4% |
21% |
False |
False |
79,228 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-11 |
0.3% |
21% |
False |
False |
66,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-12 |
|
2.618 |
108-10 |
|
1.618 |
107-21 |
|
1.000 |
107-08 |
|
0.618 |
107-00 |
|
HIGH |
106-19 |
|
0.618 |
106-11 |
|
0.500 |
106-08 |
|
0.382 |
106-06 |
|
LOW |
105-30 |
|
0.618 |
105-17 |
|
1.000 |
105-09 |
|
1.618 |
104-28 |
|
2.618 |
104-07 |
|
4.250 |
103-05 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-12 |
106-09 |
| PP |
106-10 |
106-05 |
| S1 |
106-08 |
106-00 |
|