ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-14 |
107-24 |
0-10 |
0.3% |
106-25 |
| High |
107-30 |
107-30 |
0-00 |
0.0% |
107-30 |
| Low |
107-05 |
107-17 |
0-12 |
0.3% |
106-14 |
| Close |
107-27 |
107-10 |
-0-17 |
-0.5% |
107-18 |
| Range |
0-25 |
0-13 |
-0-12 |
-48.0% |
1-16 |
| ATR |
0-23 |
0-22 |
-0-01 |
-3.0% |
0-00 |
| Volume |
345 |
269 |
-76 |
-22.0% |
1,725 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-26 |
108-15 |
107-17 |
|
| R3 |
108-13 |
108-02 |
107-14 |
|
| R2 |
108-00 |
108-00 |
107-12 |
|
| R1 |
107-21 |
107-21 |
107-11 |
107-20 |
| PP |
107-19 |
107-19 |
107-19 |
107-18 |
| S1 |
107-08 |
107-08 |
107-09 |
107-07 |
| S2 |
107-06 |
107-06 |
107-08 |
|
| S3 |
106-25 |
106-27 |
107-06 |
|
| S4 |
106-12 |
106-14 |
107-03 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-26 |
111-06 |
108-12 |
|
| R3 |
110-10 |
109-22 |
107-31 |
|
| R2 |
108-26 |
108-26 |
107-27 |
|
| R1 |
108-06 |
108-06 |
107-22 |
108-16 |
| PP |
107-10 |
107-10 |
107-10 |
107-15 |
| S1 |
106-22 |
106-22 |
107-14 |
107-00 |
| S2 |
105-26 |
105-26 |
107-09 |
|
| S3 |
104-10 |
105-06 |
107-05 |
|
| S4 |
102-26 |
103-22 |
106-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-21 |
|
2.618 |
109-00 |
|
1.618 |
108-19 |
|
1.000 |
108-11 |
|
0.618 |
108-06 |
|
HIGH |
107-30 |
|
0.618 |
107-25 |
|
0.500 |
107-24 |
|
0.382 |
107-22 |
|
LOW |
107-17 |
|
0.618 |
107-09 |
|
1.000 |
107-04 |
|
1.618 |
106-28 |
|
2.618 |
106-15 |
|
4.250 |
105-26 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-24 |
107-12 |
| PP |
107-19 |
107-11 |
| S1 |
107-14 |
107-11 |
|