ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-26 |
112-01 |
0-07 |
0.2% |
110-30 |
| High |
112-02 |
112-10 |
0-08 |
0.2% |
112-02 |
| Low |
111-20 |
111-25 |
0-05 |
0.1% |
110-15 |
| Close |
111-30 |
111-27 |
-0-03 |
-0.1% |
111-27 |
| Range |
0-14 |
0-17 |
0-03 |
21.4% |
1-19 |
| ATR |
0-21 |
0-21 |
0-00 |
-1.4% |
0-00 |
| Volume |
402,497 |
161,123 |
-241,374 |
-60.0% |
1,724,022 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-18 |
113-08 |
112-04 |
|
| R3 |
113-01 |
112-23 |
112-00 |
|
| R2 |
112-16 |
112-16 |
111-30 |
|
| R1 |
112-06 |
112-06 |
111-29 |
112-02 |
| PP |
111-31 |
111-31 |
111-31 |
111-30 |
| S1 |
111-21 |
111-21 |
111-25 |
111-18 |
| S2 |
111-14 |
111-14 |
111-24 |
|
| S3 |
110-29 |
111-04 |
111-22 |
|
| S4 |
110-12 |
110-19 |
111-18 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-08 |
115-20 |
112-23 |
|
| R3 |
114-21 |
114-01 |
112-09 |
|
| R2 |
113-02 |
113-02 |
112-04 |
|
| R1 |
112-14 |
112-14 |
112-00 |
112-24 |
| PP |
111-15 |
111-15 |
111-15 |
111-20 |
| S1 |
110-27 |
110-27 |
111-22 |
111-05 |
| S2 |
109-28 |
109-28 |
111-18 |
|
| S3 |
108-09 |
109-08 |
111-13 |
|
| S4 |
106-22 |
107-21 |
110-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-10 |
110-15 |
1-27 |
1.6% |
0-23 |
0.7% |
75% |
True |
False |
318,784 |
| 10 |
112-10 |
110-15 |
1-27 |
1.6% |
0-22 |
0.6% |
75% |
True |
False |
319,697 |
| 20 |
112-10 |
110-02 |
2-08 |
2.0% |
0-20 |
0.6% |
79% |
True |
False |
300,904 |
| 40 |
113-19 |
110-00 |
3-19 |
3.2% |
0-20 |
0.5% |
51% |
False |
False |
327,277 |
| 60 |
114-02 |
109-31 |
4-03 |
3.7% |
0-21 |
0.6% |
46% |
False |
False |
314,621 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
54% |
False |
False |
236,275 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
54% |
False |
False |
189,043 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
48% |
False |
False |
157,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-18 |
|
2.618 |
113-23 |
|
1.618 |
113-06 |
|
1.000 |
112-27 |
|
0.618 |
112-21 |
|
HIGH |
112-10 |
|
0.618 |
112-04 |
|
0.500 |
112-02 |
|
0.382 |
111-31 |
|
LOW |
111-25 |
|
0.618 |
111-14 |
|
1.000 |
111-08 |
|
1.618 |
110-29 |
|
2.618 |
110-12 |
|
4.250 |
109-17 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-02 |
111-22 |
| PP |
111-31 |
111-17 |
| S1 |
111-29 |
111-12 |
|