ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
111-09 |
111-11 |
0-02 |
0.1% |
111-26 |
| High |
111-17 |
111-13 |
-0-04 |
-0.1% |
112-11 |
| Low |
111-07 |
111-04 |
-0-03 |
-0.1% |
111-04 |
| Close |
111-11 |
111-06 |
-0-05 |
-0.1% |
111-08 |
| Range |
0-10 |
0-09 |
-0-01 |
-10.0% |
1-07 |
| ATR |
0-22 |
0-21 |
-0-01 |
-4.2% |
0-00 |
| Volume |
599,485 |
242,298 |
-357,187 |
-59.6% |
1,836,345 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-03 |
111-29 |
111-11 |
|
| R3 |
111-26 |
111-20 |
111-08 |
|
| R2 |
111-17 |
111-17 |
111-08 |
|
| R1 |
111-11 |
111-11 |
111-07 |
111-10 |
| PP |
111-08 |
111-08 |
111-08 |
111-07 |
| S1 |
111-02 |
111-02 |
111-05 |
111-00 |
| S2 |
110-31 |
110-31 |
111-04 |
|
| S3 |
110-22 |
110-25 |
111-04 |
|
| S4 |
110-13 |
110-16 |
111-01 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-07 |
114-15 |
111-29 |
|
| R3 |
114-00 |
113-08 |
111-19 |
|
| R2 |
112-25 |
112-25 |
111-15 |
|
| R1 |
112-01 |
112-01 |
111-12 |
111-26 |
| PP |
111-18 |
111-18 |
111-18 |
111-15 |
| S1 |
110-26 |
110-26 |
111-04 |
110-18 |
| S2 |
110-11 |
110-11 |
111-01 |
|
| S3 |
109-04 |
109-19 |
110-29 |
|
| S4 |
107-29 |
108-12 |
110-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-08 |
111-04 |
1-04 |
1.0% |
0-17 |
0.5% |
6% |
False |
True |
413,160 |
| 10 |
113-03 |
111-04 |
1-31 |
1.8% |
0-20 |
0.6% |
3% |
False |
True |
398,453 |
| 20 |
113-20 |
111-04 |
2-16 |
2.2% |
0-21 |
0.6% |
3% |
False |
True |
404,130 |
| 40 |
114-02 |
109-31 |
4-03 |
3.7% |
0-22 |
0.6% |
30% |
False |
False |
295,185 |
| 60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
41% |
False |
False |
197,044 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
41% |
False |
False |
147,808 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
36% |
False |
False |
118,248 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
36% |
False |
False |
98,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-19 |
|
2.618 |
112-05 |
|
1.618 |
111-28 |
|
1.000 |
111-22 |
|
0.618 |
111-19 |
|
HIGH |
111-13 |
|
0.618 |
111-10 |
|
0.500 |
111-08 |
|
0.382 |
111-07 |
|
LOW |
111-04 |
|
0.618 |
110-30 |
|
1.000 |
110-27 |
|
1.618 |
110-21 |
|
2.618 |
110-12 |
|
4.250 |
109-30 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-08 |
111-18 |
| PP |
111-08 |
111-14 |
| S1 |
111-07 |
111-10 |
|