ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 02-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
106-28 |
107-21 |
0-25 |
0.7% |
106-15 |
| High |
107-28 |
108-06 |
0-10 |
0.3% |
107-28 |
| Low |
106-26 |
107-18 |
0-24 |
0.7% |
106-12 |
| Close |
107-24 |
108-01 |
0-09 |
0.3% |
107-24 |
| Range |
1-02 |
0-20 |
-0-14 |
-41.2% |
1-16 |
| ATR |
0-26 |
0-26 |
0-00 |
-1.7% |
0-00 |
| Volume |
393,595 |
511,516 |
117,921 |
30.0% |
1,981,032 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-26 |
109-17 |
108-12 |
|
| R3 |
109-06 |
108-29 |
108-06 |
|
| R2 |
108-18 |
108-18 |
108-05 |
|
| R1 |
108-09 |
108-09 |
108-03 |
108-14 |
| PP |
107-30 |
107-30 |
107-30 |
108-00 |
| S1 |
107-21 |
107-21 |
107-31 |
107-26 |
| S2 |
107-10 |
107-10 |
107-29 |
|
| S3 |
106-22 |
107-01 |
107-28 |
|
| S4 |
106-02 |
106-13 |
107-22 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-27 |
111-09 |
108-18 |
|
| R3 |
110-11 |
109-25 |
108-05 |
|
| R2 |
108-27 |
108-27 |
108-01 |
|
| R1 |
108-09 |
108-09 |
107-28 |
108-18 |
| PP |
107-11 |
107-11 |
107-11 |
107-15 |
| S1 |
106-25 |
106-25 |
107-20 |
107-02 |
| S2 |
105-27 |
105-27 |
107-15 |
|
| S3 |
104-11 |
105-09 |
107-11 |
|
| S4 |
102-27 |
103-25 |
106-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-06 |
106-21 |
1-17 |
1.4% |
0-22 |
0.6% |
90% |
True |
False |
414,732 |
| 10 |
108-06 |
105-21 |
2-17 |
2.3% |
0-25 |
0.7% |
94% |
True |
False |
405,546 |
| 20 |
108-29 |
104-16 |
4-13 |
4.1% |
0-30 |
0.9% |
80% |
False |
False |
487,284 |
| 40 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
45% |
False |
False |
298,558 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-21 |
0.6% |
45% |
False |
False |
199,543 |
| 80 |
113-10 |
104-16 |
8-26 |
8.2% |
0-18 |
0.5% |
40% |
False |
False |
149,724 |
| 100 |
113-26 |
104-16 |
9-10 |
8.6% |
0-16 |
0.4% |
38% |
False |
False |
119,783 |
| 120 |
113-26 |
104-16 |
9-10 |
8.6% |
0-13 |
0.4% |
38% |
False |
False |
99,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-27 |
|
2.618 |
109-26 |
|
1.618 |
109-06 |
|
1.000 |
108-26 |
|
0.618 |
108-18 |
|
HIGH |
108-06 |
|
0.618 |
107-30 |
|
0.500 |
107-28 |
|
0.382 |
107-26 |
|
LOW |
107-18 |
|
0.618 |
107-06 |
|
1.000 |
106-30 |
|
1.618 |
106-18 |
|
2.618 |
105-30 |
|
4.250 |
104-29 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-31 |
107-27 |
| PP |
107-30 |
107-21 |
| S1 |
107-28 |
107-14 |
|