ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 04-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
107-24 |
107-10 |
-0-14 |
-0.4% |
106-25 |
High |
107-30 |
107-10 |
-0-20 |
-0.6% |
107-30 |
Low |
107-17 |
107-10 |
-0-07 |
-0.2% |
106-14 |
Close |
107-10 |
107-10 |
0-00 |
0.0% |
107-18 |
Range |
0-13 |
0-00 |
-0-13 |
-100.0% |
1-16 |
ATR |
0-22 |
0-20 |
-0-02 |
-7.1% |
0-00 |
Volume |
269 |
1,380 |
1,111 |
413.0% |
1,725 |
|
Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-10 |
107-10 |
107-10 |
|
R3 |
107-10 |
107-10 |
107-10 |
|
R2 |
107-10 |
107-10 |
107-10 |
|
R1 |
107-10 |
107-10 |
107-10 |
107-10 |
PP |
107-10 |
107-10 |
107-10 |
107-10 |
S1 |
107-10 |
107-10 |
107-10 |
107-10 |
S2 |
107-10 |
107-10 |
107-10 |
|
S3 |
107-10 |
107-10 |
107-10 |
|
S4 |
107-10 |
107-10 |
107-10 |
|
|
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 |
107-10 |
2.618 |
107-10 |
1.618 |
107-10 |
1.000 |
107-10 |
0.618 |
107-10 |
HIGH |
107-10 |
0.618 |
107-10 |
0.500 |
107-10 |
0.382 |
107-10 |
LOW |
107-10 |
0.618 |
107-10 |
1.000 |
107-10 |
1.618 |
107-10 |
2.618 |
107-10 |
4.250 |
107-10 |
|
|
Fisher Pivots for day following 04-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
107-10 |
107-18 |
PP |
107-10 |
107-15 |
S1 |
107-10 |
107-12 |
|