ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 06-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-01 |
106-00 |
-1-01 |
-1.0% |
107-14 |
| High |
107-01 |
106-03 |
-0-30 |
-0.9% |
107-30 |
| Low |
106-08 |
105-31 |
-0-09 |
-0.3% |
105-31 |
| Close |
106-12 |
105-29 |
-0-15 |
-0.4% |
105-29 |
| Range |
0-25 |
0-04 |
-0-21 |
-84.0% |
1-31 |
| ATR |
0-21 |
0-21 |
-0-01 |
-2.8% |
0-00 |
| Volume |
1,380 |
40 |
-1,340 |
-97.1% |
3,414 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-12 |
106-08 |
105-31 |
|
| R3 |
106-08 |
106-04 |
105-30 |
|
| R2 |
106-04 |
106-04 |
105-30 |
|
| R1 |
106-00 |
106-00 |
105-29 |
106-00 |
| PP |
106-00 |
106-00 |
106-00 |
106-00 |
| S1 |
105-28 |
105-28 |
105-29 |
105-28 |
| S2 |
105-28 |
105-28 |
105-28 |
|
| S3 |
105-24 |
105-24 |
105-28 |
|
| S4 |
105-20 |
105-20 |
105-27 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-16 |
111-06 |
107-00 |
|
| R3 |
110-17 |
109-07 |
106-14 |
|
| R2 |
108-18 |
108-18 |
106-09 |
|
| R1 |
107-08 |
107-08 |
106-03 |
106-30 |
| PP |
106-19 |
106-19 |
106-19 |
106-14 |
| S1 |
105-09 |
105-09 |
105-23 |
104-30 |
| S2 |
104-20 |
104-20 |
105-17 |
|
| S3 |
102-21 |
103-10 |
105-12 |
|
| S4 |
100-22 |
101-11 |
104-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-20 |
|
2.618 |
106-13 |
|
1.618 |
106-09 |
|
1.000 |
106-07 |
|
0.618 |
106-05 |
|
HIGH |
106-03 |
|
0.618 |
106-01 |
|
0.500 |
106-01 |
|
0.382 |
106-01 |
|
LOW |
105-31 |
|
0.618 |
105-29 |
|
1.000 |
105-27 |
|
1.618 |
105-25 |
|
2.618 |
105-21 |
|
4.250 |
105-14 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-01 |
106-20 |
| PP |
106-00 |
106-13 |
| S1 |
105-30 |
106-05 |
|