ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 06-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-13 |
106-19 |
-0-26 |
-0.8% |
107-21 |
| High |
107-13 |
106-24 |
-0-21 |
-0.6% |
108-06 |
| Low |
106-14 |
105-31 |
-0-15 |
-0.4% |
105-31 |
| Close |
106-18 |
106-03 |
-0-15 |
-0.4% |
106-03 |
| Range |
0-31 |
0-25 |
-0-06 |
-19.4% |
2-07 |
| ATR |
0-26 |
0-26 |
0-00 |
-0.4% |
0-00 |
| Volume |
247,699 |
290,040 |
42,341 |
17.1% |
1,311,229 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-20 |
108-04 |
106-17 |
|
| R3 |
107-27 |
107-11 |
106-10 |
|
| R2 |
107-02 |
107-02 |
106-08 |
|
| R1 |
106-18 |
106-18 |
106-05 |
106-14 |
| PP |
106-09 |
106-09 |
106-09 |
106-06 |
| S1 |
105-25 |
105-25 |
106-01 |
105-20 |
| S2 |
105-16 |
105-16 |
105-30 |
|
| S3 |
104-23 |
105-00 |
105-28 |
|
| S4 |
103-30 |
104-07 |
105-21 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-13 |
111-31 |
107-10 |
|
| R3 |
111-06 |
109-24 |
106-23 |
|
| R2 |
108-31 |
108-31 |
106-16 |
|
| R1 |
107-17 |
107-17 |
106-10 |
107-04 |
| PP |
106-24 |
106-24 |
106-24 |
106-18 |
| S1 |
105-10 |
105-10 |
105-28 |
104-30 |
| S2 |
104-17 |
104-17 |
105-22 |
|
| S3 |
102-10 |
103-03 |
105-15 |
|
| S4 |
100-03 |
100-28 |
104-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-06 |
105-31 |
2-07 |
2.1% |
0-27 |
0.8% |
6% |
False |
True |
340,964 |
| 10 |
108-06 |
105-21 |
2-17 |
2.4% |
0-24 |
0.7% |
17% |
False |
False |
375,332 |
| 20 |
108-06 |
104-16 |
3-22 |
3.5% |
0-29 |
0.9% |
43% |
False |
False |
462,228 |
| 40 |
112-02 |
104-16 |
7-18 |
7.1% |
0-25 |
0.7% |
21% |
False |
False |
318,426 |
| 60 |
112-11 |
104-16 |
7-27 |
7.4% |
0-22 |
0.7% |
20% |
False |
False |
212,817 |
| 80 |
113-01 |
104-16 |
8-17 |
8.0% |
0-19 |
0.6% |
19% |
False |
False |
159,720 |
| 100 |
113-26 |
104-16 |
9-10 |
8.8% |
0-16 |
0.5% |
17% |
False |
False |
127,780 |
| 120 |
113-26 |
104-16 |
9-10 |
8.8% |
0-14 |
0.4% |
17% |
False |
False |
106,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-02 |
|
2.618 |
108-25 |
|
1.618 |
108-00 |
|
1.000 |
107-17 |
|
0.618 |
107-07 |
|
HIGH |
106-24 |
|
0.618 |
106-14 |
|
0.500 |
106-12 |
|
0.382 |
106-09 |
|
LOW |
105-31 |
|
0.618 |
105-16 |
|
1.000 |
105-06 |
|
1.618 |
104-23 |
|
2.618 |
103-30 |
|
4.250 |
102-21 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-12 |
107-02 |
| PP |
106-09 |
106-24 |
| S1 |
106-06 |
106-13 |
|