ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-21 |
108-02 |
0-13 |
0.4% |
106-15 |
| High |
108-06 |
108-05 |
-0-01 |
0.0% |
107-28 |
| Low |
107-18 |
107-14 |
-0-04 |
-0.1% |
106-12 |
| Close |
108-01 |
107-16 |
-0-17 |
-0.5% |
107-24 |
| Range |
0-20 |
0-23 |
0-03 |
15.0% |
1-16 |
| ATR |
0-26 |
0-26 |
0-00 |
-0.8% |
0-00 |
| Volume |
511,516 |
261,974 |
-249,542 |
-48.8% |
1,981,032 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-27 |
109-13 |
107-29 |
|
| R3 |
109-04 |
108-22 |
107-22 |
|
| R2 |
108-13 |
108-13 |
107-20 |
|
| R1 |
107-31 |
107-31 |
107-18 |
107-26 |
| PP |
107-22 |
107-22 |
107-22 |
107-20 |
| S1 |
107-08 |
107-08 |
107-14 |
107-04 |
| S2 |
106-31 |
106-31 |
107-12 |
|
| S3 |
106-08 |
106-17 |
107-10 |
|
| S4 |
105-17 |
105-26 |
107-03 |
|
|
| 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 |
106-23 |
1-15 |
1.4% |
0-23 |
0.7% |
53% |
False |
False |
396,264 |
| 10 |
108-06 |
105-21 |
2-17 |
2.4% |
0-24 |
0.7% |
73% |
False |
False |
397,918 |
| 20 |
108-15 |
104-16 |
3-31 |
3.7% |
0-30 |
0.9% |
76% |
False |
False |
481,411 |
| 40 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
38% |
False |
False |
305,075 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-22 |
0.6% |
38% |
False |
False |
203,882 |
| 80 |
113-10 |
104-16 |
8-26 |
8.2% |
0-19 |
0.5% |
34% |
False |
False |
152,999 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-16 |
0.5% |
32% |
False |
False |
122,403 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-13 |
0.4% |
32% |
False |
False |
102,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-07 |
|
2.618 |
110-01 |
|
1.618 |
109-10 |
|
1.000 |
108-28 |
|
0.618 |
108-19 |
|
HIGH |
108-05 |
|
0.618 |
107-28 |
|
0.500 |
107-26 |
|
0.382 |
107-23 |
|
LOW |
107-14 |
|
0.618 |
107-00 |
|
1.000 |
106-23 |
|
1.618 |
106-09 |
|
2.618 |
105-18 |
|
4.250 |
104-12 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-26 |
107-16 |
| PP |
107-22 |
107-16 |
| S1 |
107-19 |
107-16 |
|