ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-04 |
105-24 |
-0-12 |
-0.4% |
106-10 |
| High |
106-07 |
106-02 |
-0-05 |
-0.1% |
107-01 |
| Low |
105-20 |
105-17 |
-0-03 |
-0.1% |
105-17 |
| Close |
105-28 |
106-04 |
0-08 |
0.2% |
106-04 |
| Range |
0-19 |
0-17 |
-0-02 |
-10.5% |
1-16 |
| ATR |
0-22 |
0-22 |
0-00 |
-1.6% |
0-00 |
| Volume |
414 |
314 |
-100 |
-24.2% |
1,145 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-16 |
107-11 |
106-13 |
|
| R3 |
106-31 |
106-26 |
106-09 |
|
| R2 |
106-14 |
106-14 |
106-07 |
|
| R1 |
106-09 |
106-09 |
106-06 |
106-12 |
| PP |
105-29 |
105-29 |
105-29 |
105-30 |
| S1 |
105-24 |
105-24 |
106-02 |
105-26 |
| S2 |
105-12 |
105-12 |
106-01 |
|
| S3 |
104-27 |
105-07 |
105-31 |
|
| S4 |
104-10 |
104-22 |
105-27 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-23 |
109-30 |
106-30 |
|
| R3 |
109-07 |
108-14 |
106-17 |
|
| R2 |
107-23 |
107-23 |
106-13 |
|
| R1 |
106-30 |
106-30 |
106-08 |
106-18 |
| PP |
106-07 |
106-07 |
106-07 |
106-02 |
| S1 |
105-14 |
105-14 |
106-00 |
105-02 |
| S2 |
104-23 |
104-23 |
105-27 |
|
| S3 |
103-07 |
103-30 |
105-23 |
|
| S4 |
101-23 |
102-14 |
105-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-10 |
|
2.618 |
107-15 |
|
1.618 |
106-30 |
|
1.000 |
106-19 |
|
0.618 |
106-13 |
|
HIGH |
106-02 |
|
0.618 |
105-28 |
|
0.500 |
105-26 |
|
0.382 |
105-23 |
|
LOW |
105-17 |
|
0.618 |
105-06 |
|
1.000 |
105-00 |
|
1.618 |
104-21 |
|
2.618 |
104-04 |
|
4.250 |
103-09 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-00 |
106-09 |
| PP |
105-29 |
106-07 |
| S1 |
105-26 |
106-06 |
|