ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-10 |
106-14 |
0-04 |
0.1% |
106-18 |
| High |
106-19 |
107-07 |
0-20 |
0.6% |
106-25 |
| Low |
105-30 |
106-09 |
0-11 |
0.3% |
104-16 |
| Close |
106-14 |
107-01 |
0-19 |
0.6% |
106-08 |
| Range |
0-21 |
0-30 |
0-09 |
42.9% |
2-09 |
| ATR |
0-27 |
0-27 |
0-00 |
0.7% |
0-00 |
| Volume |
473,602 |
338,255 |
-135,347 |
-28.6% |
3,120,899 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-21 |
109-09 |
107-18 |
|
| R3 |
108-23 |
108-11 |
107-09 |
|
| R2 |
107-25 |
107-25 |
107-06 |
|
| R1 |
107-13 |
107-13 |
107-04 |
107-19 |
| PP |
106-27 |
106-27 |
106-27 |
106-30 |
| S1 |
106-15 |
106-15 |
106-30 |
106-21 |
| S2 |
105-29 |
105-29 |
106-28 |
|
| S3 |
104-31 |
105-17 |
106-25 |
|
| S4 |
104-01 |
104-19 |
106-16 |
|
|
| 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 |
107-07 |
104-16 |
2-23 |
2.5% |
1-01 |
1.0% |
93% |
True |
False |
546,904 |
| 10 |
108-15 |
104-16 |
3-31 |
3.7% |
1-03 |
1.0% |
64% |
False |
False |
564,905 |
| 20 |
110-05 |
104-16 |
5-21 |
5.3% |
0-28 |
0.8% |
45% |
False |
False |
405,886 |
| 40 |
112-11 |
104-16 |
7-27 |
7.3% |
0-23 |
0.7% |
32% |
False |
False |
206,141 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-19 |
0.6% |
32% |
False |
False |
137,665 |
| 80 |
113-26 |
104-16 |
9-10 |
8.7% |
0-16 |
0.5% |
27% |
False |
False |
103,263 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-13 |
0.4% |
27% |
False |
False |
82,611 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-11 |
0.3% |
27% |
False |
False |
68,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-06 |
|
2.618 |
109-22 |
|
1.618 |
108-24 |
|
1.000 |
108-05 |
|
0.618 |
107-26 |
|
HIGH |
107-07 |
|
0.618 |
106-28 |
|
0.500 |
106-24 |
|
0.382 |
106-20 |
|
LOW |
106-09 |
|
0.618 |
105-22 |
|
1.000 |
105-11 |
|
1.618 |
104-24 |
|
2.618 |
103-26 |
|
4.250 |
102-10 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-30 |
106-26 |
| PP |
106-27 |
106-19 |
| S1 |
106-24 |
106-12 |
|