ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
110-16 |
109-30 |
-0-18 |
-0.5% |
111-08 |
| High |
110-21 |
110-05 |
-0-16 |
-0.5% |
111-12 |
| Low |
109-25 |
109-23 |
-0-02 |
-0.1% |
109-25 |
| Close |
109-30 |
110-03 |
0-05 |
0.1% |
109-30 |
| Range |
0-28 |
0-14 |
-0-14 |
-50.0% |
1-19 |
| ATR |
0-20 |
0-20 |
0-00 |
-2.3% |
0-00 |
| Volume |
359,054 |
351,980 |
-7,074 |
-2.0% |
1,716,911 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-10 |
111-04 |
110-11 |
|
| R3 |
110-28 |
110-22 |
110-07 |
|
| R2 |
110-14 |
110-14 |
110-06 |
|
| R1 |
110-08 |
110-08 |
110-04 |
110-11 |
| PP |
110-00 |
110-00 |
110-00 |
110-01 |
| S1 |
109-26 |
109-26 |
110-02 |
109-29 |
| S2 |
109-18 |
109-18 |
110-00 |
|
| S3 |
109-04 |
109-12 |
109-31 |
|
| S4 |
108-22 |
108-30 |
109-27 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-05 |
114-04 |
110-26 |
|
| R3 |
113-18 |
112-17 |
110-12 |
|
| R2 |
111-31 |
111-31 |
110-07 |
|
| R1 |
110-30 |
110-30 |
110-03 |
110-21 |
| PP |
110-12 |
110-12 |
110-12 |
110-07 |
| S1 |
109-11 |
109-11 |
109-25 |
109-02 |
| S2 |
108-25 |
108-25 |
109-21 |
|
| S3 |
107-06 |
107-24 |
109-16 |
|
| S4 |
105-19 |
106-05 |
109-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-11 |
109-23 |
1-20 |
1.5% |
0-20 |
0.6% |
23% |
False |
True |
326,468 |
| 10 |
112-10 |
109-23 |
2-19 |
2.4% |
0-19 |
0.5% |
14% |
False |
True |
316,116 |
| 20 |
112-10 |
109-23 |
2-19 |
2.4% |
0-21 |
0.6% |
14% |
False |
True |
323,038 |
| 40 |
112-10 |
109-23 |
2-19 |
2.4% |
0-19 |
0.5% |
14% |
False |
True |
311,189 |
| 60 |
114-02 |
109-23 |
4-11 |
3.9% |
0-21 |
0.6% |
9% |
False |
True |
355,988 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
19% |
False |
False |
273,687 |
| 100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
19% |
False |
False |
219,040 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-18 |
0.5% |
16% |
False |
False |
182,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-00 |
|
2.618 |
111-10 |
|
1.618 |
110-28 |
|
1.000 |
110-19 |
|
0.618 |
110-14 |
|
HIGH |
110-05 |
|
0.618 |
110-00 |
|
0.500 |
109-30 |
|
0.382 |
109-28 |
|
LOW |
109-23 |
|
0.618 |
109-14 |
|
1.000 |
109-09 |
|
1.618 |
109-00 |
|
2.618 |
108-18 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-01 |
110-12 |
| PP |
110-00 |
110-09 |
| S1 |
109-30 |
110-06 |
|