ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
109-01 |
109-07 |
0-06 |
0.2% |
109-30 |
| High |
109-16 |
109-12 |
-0-04 |
-0.1% |
110-05 |
| Low |
109-01 |
108-22 |
-0-11 |
-0.3% |
108-25 |
| Close |
109-05 |
109-05 |
0-00 |
0.0% |
109-08 |
| Range |
0-15 |
0-22 |
0-07 |
46.7% |
1-12 |
| ATR |
0-19 |
0-19 |
0-00 |
1.0% |
0-00 |
| Volume |
514,084 |
503,867 |
-10,217 |
-2.0% |
2,214,527 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-04 |
110-27 |
109-17 |
|
| R3 |
110-14 |
110-05 |
109-11 |
|
| R2 |
109-24 |
109-24 |
109-09 |
|
| R1 |
109-15 |
109-15 |
109-07 |
109-08 |
| PP |
109-02 |
109-02 |
109-02 |
108-31 |
| S1 |
108-25 |
108-25 |
109-03 |
108-18 |
| S2 |
108-12 |
108-12 |
109-01 |
|
| S3 |
107-22 |
108-03 |
108-31 |
|
| S4 |
107-00 |
107-13 |
108-25 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-17 |
112-24 |
110-00 |
|
| R3 |
112-05 |
111-12 |
109-20 |
|
| R2 |
110-25 |
110-25 |
109-16 |
|
| R1 |
110-00 |
110-00 |
109-12 |
109-22 |
| PP |
109-13 |
109-13 |
109-13 |
109-08 |
| S1 |
108-20 |
108-20 |
109-04 |
108-10 |
| S2 |
108-01 |
108-01 |
109-00 |
|
| S3 |
106-21 |
107-08 |
108-28 |
|
| S4 |
105-09 |
105-28 |
108-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-19 |
108-22 |
0-29 |
0.8% |
0-18 |
0.5% |
52% |
False |
True |
500,565 |
| 10 |
111-01 |
108-22 |
2-11 |
2.1% |
0-19 |
0.6% |
20% |
False |
True |
415,605 |
| 20 |
112-10 |
108-22 |
3-20 |
3.3% |
0-20 |
0.6% |
13% |
False |
True |
369,974 |
| 40 |
112-10 |
108-22 |
3-20 |
3.3% |
0-19 |
0.6% |
13% |
False |
True |
325,727 |
| 60 |
113-19 |
108-22 |
4-29 |
4.5% |
0-20 |
0.6% |
10% |
False |
True |
347,575 |
| 80 |
114-02 |
108-22 |
5-12 |
4.9% |
0-20 |
0.6% |
9% |
False |
True |
313,460 |
| 100 |
114-02 |
108-22 |
5-12 |
4.9% |
0-19 |
0.6% |
9% |
False |
True |
250,929 |
| 120 |
114-02 |
108-22 |
5-12 |
4.9% |
0-19 |
0.5% |
9% |
False |
True |
209,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-10 |
|
2.618 |
111-06 |
|
1.618 |
110-16 |
|
1.000 |
110-02 |
|
0.618 |
109-26 |
|
HIGH |
109-12 |
|
0.618 |
109-04 |
|
0.500 |
109-01 |
|
0.382 |
108-30 |
|
LOW |
108-22 |
|
0.618 |
108-08 |
|
1.000 |
108-00 |
|
1.618 |
107-18 |
|
2.618 |
106-28 |
|
4.250 |
105-24 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-04 |
109-04 |
| PP |
109-02 |
109-04 |
| S1 |
109-01 |
109-03 |
|