ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-04 |
106-20 |
-1-16 |
-1.4% |
108-19 |
| High |
108-04 |
106-20 |
-1-16 |
-1.4% |
108-23 |
| Low |
106-17 |
105-00 |
-1-17 |
-1.4% |
105-00 |
| Close |
106-27 |
106-16 |
-0-11 |
-0.3% |
106-16 |
| Range |
1-19 |
1-20 |
0-01 |
2.0% |
3-23 |
| ATR |
|
|
|
|
|
| Volume |
9 |
135 |
126 |
1,400.0% |
204 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-29 |
110-11 |
107-13 |
|
| R3 |
109-09 |
108-23 |
106-30 |
|
| R2 |
107-21 |
107-21 |
106-26 |
|
| R1 |
107-03 |
107-03 |
106-21 |
106-18 |
| PP |
106-01 |
106-01 |
106-01 |
105-25 |
| S1 |
105-15 |
105-15 |
106-11 |
104-30 |
| S2 |
104-13 |
104-13 |
106-06 |
|
| S3 |
102-25 |
103-27 |
106-02 |
|
| S4 |
101-05 |
102-07 |
105-19 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-29 |
115-29 |
108-17 |
|
| R3 |
114-06 |
112-06 |
107-17 |
|
| R2 |
110-15 |
110-15 |
107-06 |
|
| R1 |
108-15 |
108-15 |
106-27 |
107-20 |
| PP |
106-24 |
106-24 |
106-24 |
106-10 |
| S1 |
104-24 |
104-24 |
106-05 |
103-28 |
| S2 |
103-01 |
103-01 |
105-26 |
|
| S3 |
99-10 |
101-01 |
105-15 |
|
| S4 |
95-19 |
97-10 |
104-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-17 |
|
2.618 |
110-28 |
|
1.618 |
109-08 |
|
1.000 |
108-08 |
|
0.618 |
107-20 |
|
HIGH |
106-20 |
|
0.618 |
106-00 |
|
0.500 |
105-26 |
|
0.382 |
105-20 |
|
LOW |
105-00 |
|
0.618 |
104-00 |
|
1.000 |
103-12 |
|
1.618 |
102-12 |
|
2.618 |
100-24 |
|
4.250 |
98-03 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-09 |
106-21 |
| PP |
106-01 |
106-19 |
| S1 |
105-26 |
106-18 |
|