ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-21 |
108-03 |
-0-18 |
-0.5% |
109-07 |
| High |
108-21 |
108-10 |
-0-11 |
-0.3% |
109-16 |
| Low |
108-03 |
108-03 |
0-00 |
0.0% |
108-16 |
| Close |
108-13 |
108-10 |
-0-03 |
-0.1% |
108-17 |
| Range |
0-18 |
0-07 |
-0-11 |
-61.1% |
1-00 |
| ATR |
|
|
|
|
|
| Volume |
8 |
19 |
11 |
137.5% |
147 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-29 |
108-26 |
108-14 |
|
| R3 |
108-22 |
108-19 |
108-12 |
|
| R2 |
108-15 |
108-15 |
108-11 |
|
| R1 |
108-12 |
108-12 |
108-11 |
108-14 |
| PP |
108-08 |
108-08 |
108-08 |
108-08 |
| S1 |
108-05 |
108-05 |
108-09 |
108-06 |
| S2 |
108-01 |
108-01 |
108-09 |
|
| S3 |
107-26 |
107-30 |
108-08 |
|
| S4 |
107-19 |
107-23 |
108-06 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-27 |
111-06 |
109-03 |
|
| R3 |
110-27 |
110-06 |
108-26 |
|
| R2 |
109-27 |
109-27 |
108-23 |
|
| R1 |
109-06 |
109-06 |
108-20 |
109-00 |
| PP |
108-27 |
108-27 |
108-27 |
108-24 |
| S1 |
108-06 |
108-06 |
108-14 |
108-00 |
| S2 |
107-27 |
107-27 |
108-11 |
|
| S3 |
106-27 |
107-06 |
108-08 |
|
| S4 |
105-27 |
106-06 |
107-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-08 |
|
2.618 |
108-28 |
|
1.618 |
108-21 |
|
1.000 |
108-17 |
|
0.618 |
108-14 |
|
HIGH |
108-10 |
|
0.618 |
108-07 |
|
0.500 |
108-06 |
|
0.382 |
108-06 |
|
LOW |
108-03 |
|
0.618 |
107-31 |
|
1.000 |
107-28 |
|
1.618 |
107-24 |
|
2.618 |
107-17 |
|
4.250 |
107-05 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-09 |
108-13 |
| PP |
108-08 |
108-12 |
| S1 |
108-06 |
108-11 |
|