ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
110-31 |
110-08 |
-0-23 |
-0.6% |
111-09 |
| High |
111-01 |
110-17 |
-0-16 |
-0.5% |
111-18 |
| Low |
110-00 |
110-08 |
0-08 |
0.2% |
110-00 |
| Close |
110-10 |
110-12 |
0-02 |
0.1% |
110-10 |
| Range |
1-01 |
0-09 |
-0-24 |
-72.7% |
1-18 |
| ATR |
0-21 |
0-20 |
-0-01 |
-4.1% |
0-00 |
| Volume |
228,070 |
169,193 |
-58,877 |
-25.8% |
1,592,546 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-07 |
111-03 |
110-17 |
|
| R3 |
110-30 |
110-26 |
110-14 |
|
| R2 |
110-21 |
110-21 |
110-14 |
|
| R1 |
110-17 |
110-17 |
110-13 |
110-19 |
| PP |
110-12 |
110-12 |
110-12 |
110-14 |
| S1 |
110-08 |
110-08 |
110-11 |
110-10 |
| S2 |
110-03 |
110-03 |
110-10 |
|
| S3 |
109-26 |
109-31 |
110-10 |
|
| S4 |
109-17 |
109-22 |
110-07 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-10 |
114-12 |
111-06 |
|
| R3 |
113-24 |
112-26 |
110-24 |
|
| R2 |
112-06 |
112-06 |
110-19 |
|
| R1 |
111-08 |
111-08 |
110-15 |
110-30 |
| PP |
110-20 |
110-20 |
110-20 |
110-15 |
| S1 |
109-22 |
109-22 |
110-05 |
109-12 |
| S2 |
109-02 |
109-02 |
110-01 |
|
| S3 |
107-16 |
108-04 |
109-28 |
|
| S4 |
105-30 |
106-18 |
109-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-18 |
110-00 |
1-18 |
1.4% |
0-16 |
0.5% |
24% |
False |
False |
232,450 |
| 10 |
112-08 |
110-00 |
2-08 |
2.0% |
0-17 |
0.5% |
17% |
False |
False |
328,770 |
| 20 |
113-19 |
110-00 |
3-19 |
3.3% |
0-20 |
0.6% |
10% |
False |
False |
362,406 |
| 40 |
114-02 |
109-31 |
4-03 |
3.7% |
0-22 |
0.6% |
10% |
False |
False |
317,988 |
| 60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
24% |
False |
False |
212,369 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
24% |
False |
False |
159,307 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-16 |
0.5% |
22% |
False |
False |
127,448 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-13 |
0.4% |
22% |
False |
False |
106,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-23 |
|
2.618 |
111-09 |
|
1.618 |
111-00 |
|
1.000 |
110-26 |
|
0.618 |
110-23 |
|
HIGH |
110-17 |
|
0.618 |
110-14 |
|
0.500 |
110-12 |
|
0.382 |
110-11 |
|
LOW |
110-08 |
|
0.618 |
110-02 |
|
1.000 |
109-31 |
|
1.618 |
109-25 |
|
2.618 |
109-16 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-12 |
110-22 |
| PP |
110-12 |
110-19 |
| S1 |
110-12 |
110-16 |
|