ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
111-06 |
111-10 |
0-04 |
0.1% |
111-26 |
| High |
111-18 |
111-13 |
-0-05 |
-0.1% |
112-11 |
| Low |
111-03 |
110-30 |
-0-05 |
-0.1% |
111-04 |
| Close |
111-09 |
111-01 |
-0-08 |
-0.2% |
111-08 |
| Range |
0-15 |
0-15 |
0-00 |
0.0% |
1-07 |
| ATR |
0-20 |
0-20 |
0-00 |
-1.8% |
0-00 |
| Volume |
241,328 |
281,365 |
40,037 |
16.6% |
1,836,345 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-17 |
112-08 |
111-09 |
|
| R3 |
112-02 |
111-25 |
111-05 |
|
| R2 |
111-19 |
111-19 |
111-04 |
|
| R1 |
111-10 |
111-10 |
111-02 |
111-07 |
| PP |
111-04 |
111-04 |
111-04 |
111-02 |
| S1 |
110-27 |
110-27 |
111-00 |
110-24 |
| S2 |
110-21 |
110-21 |
110-30 |
|
| S3 |
110-06 |
110-12 |
110-29 |
|
| S4 |
109-23 |
109-29 |
110-25 |
|
|
| 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 |
112-00 |
110-30 |
1-02 |
1.0% |
0-15 |
0.4% |
9% |
False |
True |
338,797 |
| 10 |
112-11 |
110-30 |
1-13 |
1.3% |
0-17 |
0.5% |
7% |
False |
True |
371,127 |
| 20 |
113-19 |
110-30 |
2-21 |
2.4% |
0-21 |
0.6% |
4% |
False |
True |
384,369 |
| 40 |
114-02 |
109-31 |
4-03 |
3.7% |
0-21 |
0.6% |
26% |
False |
False |
308,171 |
| 60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
38% |
False |
False |
205,749 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
38% |
False |
False |
154,341 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-16 |
0.4% |
34% |
False |
False |
123,475 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-13 |
0.4% |
34% |
False |
False |
102,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-13 |
|
2.618 |
112-20 |
|
1.618 |
112-05 |
|
1.000 |
111-28 |
|
0.618 |
111-22 |
|
HIGH |
111-13 |
|
0.618 |
111-07 |
|
0.500 |
111-06 |
|
0.382 |
111-04 |
|
LOW |
110-30 |
|
0.618 |
110-21 |
|
1.000 |
110-15 |
|
1.618 |
110-06 |
|
2.618 |
109-23 |
|
4.250 |
108-30 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-06 |
111-08 |
| PP |
111-04 |
111-06 |
| S1 |
111-02 |
111-03 |
|