ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
105-27 |
106-10 |
0-15 |
0.4% |
105-27 |
| High |
106-05 |
106-10 |
0-05 |
0.1% |
106-06 |
| Low |
105-27 |
105-26 |
-0-01 |
0.0% |
104-18 |
| Close |
106-00 |
106-06 |
0-06 |
0.2% |
106-00 |
| Range |
0-10 |
0-16 |
0-06 |
60.0% |
1-20 |
| ATR |
0-22 |
0-21 |
0-00 |
-1.9% |
0-00 |
| Volume |
25 |
12 |
-13 |
-52.0% |
645 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-19 |
107-13 |
106-15 |
|
| R3 |
107-03 |
106-29 |
106-10 |
|
| R2 |
106-19 |
106-19 |
106-09 |
|
| R1 |
106-13 |
106-13 |
106-07 |
106-08 |
| PP |
106-03 |
106-03 |
106-03 |
106-01 |
| S1 |
105-29 |
105-29 |
106-05 |
105-24 |
| S2 |
105-19 |
105-19 |
106-03 |
|
| S3 |
105-03 |
105-13 |
106-02 |
|
| S4 |
104-19 |
104-29 |
105-29 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-15 |
109-27 |
106-29 |
|
| R3 |
108-27 |
108-07 |
106-14 |
|
| R2 |
107-07 |
107-07 |
106-10 |
|
| R1 |
106-19 |
106-19 |
106-05 |
106-29 |
| PP |
105-19 |
105-19 |
105-19 |
105-24 |
| S1 |
104-31 |
104-31 |
105-27 |
105-09 |
| S2 |
103-31 |
103-31 |
105-22 |
|
| S3 |
102-11 |
103-11 |
105-18 |
|
| S4 |
100-23 |
101-23 |
105-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-14 |
|
2.618 |
107-20 |
|
1.618 |
107-04 |
|
1.000 |
106-26 |
|
0.618 |
106-20 |
|
HIGH |
106-10 |
|
0.618 |
106-04 |
|
0.500 |
106-02 |
|
0.382 |
106-00 |
|
LOW |
105-26 |
|
0.618 |
105-16 |
|
1.000 |
105-10 |
|
1.618 |
105-00 |
|
2.618 |
104-16 |
|
4.250 |
103-22 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-05 |
106-02 |
| PP |
106-03 |
105-31 |
| S1 |
106-02 |
105-27 |
|