ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-31 |
106-04 |
-0-27 |
-0.8% |
105-27 |
| High |
107-01 |
106-07 |
-0-26 |
-0.8% |
106-06 |
| Low |
106-06 |
105-20 |
-0-18 |
-0.5% |
104-18 |
| Close |
106-12 |
105-28 |
-0-16 |
-0.5% |
106-00 |
| Range |
0-27 |
0-19 |
-0-08 |
-29.6% |
1-20 |
| ATR |
0-22 |
0-22 |
0-00 |
0.8% |
0-00 |
| Volume |
387 |
414 |
27 |
7.0% |
645 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-22 |
107-12 |
106-06 |
|
| R3 |
107-03 |
106-25 |
106-01 |
|
| R2 |
106-16 |
106-16 |
105-31 |
|
| R1 |
106-06 |
106-06 |
105-30 |
106-02 |
| PP |
105-29 |
105-29 |
105-29 |
105-27 |
| S1 |
105-19 |
105-19 |
105-26 |
105-14 |
| S2 |
105-10 |
105-10 |
105-25 |
|
| S3 |
104-23 |
105-00 |
105-23 |
|
| S4 |
104-04 |
104-13 |
105-18 |
|
|
| 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 |
108-24 |
|
2.618 |
107-25 |
|
1.618 |
107-06 |
|
1.000 |
106-26 |
|
0.618 |
106-19 |
|
HIGH |
106-07 |
|
0.618 |
106-00 |
|
0.500 |
105-30 |
|
0.382 |
105-27 |
|
LOW |
105-20 |
|
0.618 |
105-08 |
|
1.000 |
105-01 |
|
1.618 |
104-21 |
|
2.618 |
104-02 |
|
4.250 |
103-03 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
105-30 |
106-10 |
| PP |
105-29 |
106-06 |
| S1 |
105-28 |
106-01 |
|