ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
105-27 |
105-22 |
-0-05 |
-0.1% |
108-19 |
| High |
106-06 |
105-22 |
-0-16 |
-0.5% |
108-23 |
| Low |
105-27 |
105-00 |
-0-27 |
-0.8% |
105-00 |
| Close |
106-12 |
105-04 |
-1-08 |
-1.2% |
106-16 |
| Range |
0-11 |
0-22 |
0-11 |
100.0% |
3-23 |
| ATR |
0-19 |
0-21 |
0-02 |
9.3% |
0-00 |
| Volume |
536 |
3 |
-533 |
-99.4% |
204 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-11 |
106-29 |
105-16 |
|
| R3 |
106-21 |
106-07 |
105-10 |
|
| R2 |
105-31 |
105-31 |
105-08 |
|
| R1 |
105-17 |
105-17 |
105-06 |
105-13 |
| PP |
105-09 |
105-09 |
105-09 |
105-06 |
| S1 |
104-27 |
104-27 |
105-02 |
104-23 |
| S2 |
104-19 |
104-19 |
105-00 |
|
| S3 |
103-29 |
104-05 |
104-30 |
|
| S4 |
103-07 |
103-15 |
104-24 |
|
|
| 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 |
108-20 |
|
2.618 |
107-16 |
|
1.618 |
106-26 |
|
1.000 |
106-12 |
|
0.618 |
106-04 |
|
HIGH |
105-22 |
|
0.618 |
105-14 |
|
0.500 |
105-11 |
|
0.382 |
105-08 |
|
LOW |
105-00 |
|
0.618 |
104-18 |
|
1.000 |
104-10 |
|
1.618 |
103-28 |
|
2.618 |
103-06 |
|
4.250 |
102-02 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
105-11 |
105-26 |
| PP |
105-09 |
105-19 |
| S1 |
105-06 |
105-11 |
|