ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-17 |
108-27 |
0-10 |
0.3% |
109-09 |
| High |
108-30 |
108-29 |
-0-01 |
0.0% |
109-16 |
| Low |
108-14 |
108-05 |
-0-09 |
-0.3% |
108-13 |
| Close |
108-29 |
108-12 |
-0-17 |
-0.5% |
108-16 |
| Range |
0-16 |
0-24 |
0-08 |
50.0% |
1-03 |
| ATR |
0-18 |
0-19 |
0-00 |
2.1% |
0-00 |
| Volume |
567,217 |
379,425 |
-187,792 |
-33.1% |
1,196,890 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-23 |
110-10 |
108-25 |
|
| R3 |
109-31 |
109-18 |
108-19 |
|
| R2 |
109-07 |
109-07 |
108-16 |
|
| R1 |
108-26 |
108-26 |
108-14 |
108-20 |
| PP |
108-15 |
108-15 |
108-15 |
108-13 |
| S1 |
108-02 |
108-02 |
108-10 |
107-28 |
| S2 |
107-23 |
107-23 |
108-08 |
|
| S3 |
106-31 |
107-10 |
108-05 |
|
| S4 |
106-07 |
106-18 |
107-31 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-03 |
111-12 |
109-03 |
|
| R3 |
111-00 |
110-09 |
108-26 |
|
| R2 |
109-29 |
109-29 |
108-22 |
|
| R1 |
109-06 |
109-06 |
108-19 |
109-00 |
| PP |
108-26 |
108-26 |
108-26 |
108-22 |
| S1 |
108-03 |
108-03 |
108-13 |
107-29 |
| S2 |
107-23 |
107-23 |
108-10 |
|
| S3 |
106-20 |
107-00 |
108-06 |
|
| S4 |
105-17 |
105-29 |
107-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-16 |
108-05 |
1-11 |
1.2% |
0-21 |
0.6% |
16% |
False |
True |
408,877 |
| 10 |
110-05 |
108-05 |
2-00 |
1.8% |
0-20 |
0.6% |
11% |
False |
True |
246,867 |
| 20 |
112-11 |
108-05 |
4-06 |
3.9% |
0-18 |
0.5% |
5% |
False |
True |
128,738 |
| 40 |
112-11 |
108-05 |
4-06 |
3.9% |
0-17 |
0.5% |
5% |
False |
True |
65,117 |
| 60 |
113-10 |
108-05 |
5-05 |
4.8% |
0-15 |
0.4% |
4% |
False |
True |
43,528 |
| 80 |
113-26 |
108-05 |
5-21 |
5.2% |
0-12 |
0.4% |
4% |
False |
True |
32,651 |
| 100 |
113-26 |
108-05 |
5-21 |
5.2% |
0-10 |
0.3% |
4% |
False |
True |
26,121 |
| 120 |
114-00 |
108-05 |
5-27 |
5.4% |
0-10 |
0.3% |
4% |
False |
True |
21,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-03 |
|
2.618 |
110-28 |
|
1.618 |
110-04 |
|
1.000 |
109-21 |
|
0.618 |
109-12 |
|
HIGH |
108-29 |
|
0.618 |
108-20 |
|
0.500 |
108-17 |
|
0.382 |
108-14 |
|
LOW |
108-05 |
|
0.618 |
107-22 |
|
1.000 |
107-13 |
|
1.618 |
106-30 |
|
2.618 |
106-06 |
|
4.250 |
104-31 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-17 |
108-24 |
| PP |
108-15 |
108-20 |
| S1 |
108-14 |
108-16 |
|