ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-08 |
111-01 |
-0-07 |
-0.2% |
111-26 |
| High |
111-12 |
111-11 |
-0-01 |
0.0% |
112-10 |
| Low |
111-01 |
110-21 |
-0-12 |
-0.3% |
111-06 |
| Close |
111-04 |
110-28 |
-0-08 |
-0.2% |
111-10 |
| Range |
0-11 |
0-22 |
0-11 |
100.0% |
1-04 |
| ATR |
0-20 |
0-20 |
0-00 |
0.6% |
0-00 |
| Volume |
436,548 |
207,139 |
-229,409 |
-52.6% |
1,494,772 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-01 |
112-20 |
111-08 |
|
| R3 |
112-11 |
111-30 |
111-02 |
|
| R2 |
111-21 |
111-21 |
111-00 |
|
| R1 |
111-08 |
111-08 |
110-30 |
111-04 |
| PP |
110-31 |
110-31 |
110-31 |
110-28 |
| S1 |
110-18 |
110-18 |
110-26 |
110-14 |
| S2 |
110-09 |
110-09 |
110-24 |
|
| S3 |
109-19 |
109-28 |
110-22 |
|
| S4 |
108-29 |
109-06 |
110-16 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-31 |
114-09 |
111-30 |
|
| R3 |
113-27 |
113-05 |
111-20 |
|
| R2 |
112-23 |
112-23 |
111-17 |
|
| R1 |
112-01 |
112-01 |
111-13 |
111-26 |
| PP |
111-19 |
111-19 |
111-19 |
111-16 |
| S1 |
110-29 |
110-29 |
111-07 |
110-22 |
| S2 |
110-15 |
110-15 |
111-03 |
|
| S3 |
109-11 |
109-25 |
111-00 |
|
| S4 |
108-07 |
108-21 |
110-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-01 |
110-21 |
1-12 |
1.2% |
0-19 |
0.5% |
16% |
False |
True |
314,967 |
| 10 |
112-10 |
110-15 |
1-27 |
1.7% |
0-21 |
0.6% |
22% |
False |
False |
316,875 |
| 20 |
112-10 |
110-15 |
1-27 |
1.7% |
0-20 |
0.6% |
22% |
False |
False |
309,932 |
| 40 |
113-03 |
110-00 |
3-03 |
2.8% |
0-20 |
0.6% |
28% |
False |
False |
315,979 |
| 60 |
114-02 |
110-00 |
4-02 |
3.7% |
0-21 |
0.6% |
22% |
False |
False |
340,034 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
35% |
False |
False |
255,918 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
35% |
False |
False |
204,790 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-17 |
0.5% |
31% |
False |
False |
170,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-08 |
|
2.618 |
113-05 |
|
1.618 |
112-15 |
|
1.000 |
112-01 |
|
0.618 |
111-25 |
|
HIGH |
111-11 |
|
0.618 |
111-03 |
|
0.500 |
111-00 |
|
0.382 |
110-29 |
|
LOW |
110-21 |
|
0.618 |
110-07 |
|
1.000 |
109-31 |
|
1.618 |
109-17 |
|
2.618 |
108-27 |
|
4.250 |
107-24 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-00 |
111-11 |
| PP |
110-31 |
111-06 |
| S1 |
110-29 |
111-01 |
|