ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
109-07 |
109-04 |
-0-03 |
-0.1% |
109-07 |
| High |
109-12 |
109-10 |
-0-02 |
-0.1% |
109-16 |
| Low |
108-22 |
108-14 |
-0-08 |
-0.2% |
108-14 |
| Close |
109-05 |
108-17 |
-0-20 |
-0.6% |
108-17 |
| Range |
0-22 |
0-28 |
0-06 |
27.3% |
1-02 |
| ATR |
0-19 |
0-20 |
0-01 |
3.2% |
0-00 |
| Volume |
503,867 |
198,514 |
-305,353 |
-60.6% |
1,526,544 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-12 |
110-27 |
109-00 |
|
| R3 |
110-16 |
109-31 |
108-25 |
|
| R2 |
109-20 |
109-20 |
108-22 |
|
| R1 |
109-03 |
109-03 |
108-20 |
108-30 |
| PP |
108-24 |
108-24 |
108-24 |
108-22 |
| S1 |
108-07 |
108-07 |
108-14 |
108-02 |
| S2 |
107-28 |
107-28 |
108-12 |
|
| S3 |
107-00 |
107-11 |
108-09 |
|
| S4 |
106-04 |
106-15 |
108-02 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-00 |
111-11 |
109-04 |
|
| R3 |
110-30 |
110-09 |
108-26 |
|
| R2 |
109-28 |
109-28 |
108-23 |
|
| R1 |
109-07 |
109-07 |
108-20 |
109-00 |
| PP |
108-26 |
108-26 |
108-26 |
108-23 |
| S1 |
108-05 |
108-05 |
108-14 |
107-30 |
| S2 |
107-24 |
107-24 |
108-11 |
|
| S3 |
106-22 |
107-03 |
108-08 |
|
| S4 |
105-20 |
106-01 |
107-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-19 |
108-14 |
1-05 |
1.1% |
0-19 |
0.5% |
8% |
False |
True |
421,501 |
| 10 |
110-21 |
108-14 |
2-07 |
2.0% |
0-20 |
0.6% |
4% |
False |
True |
410,012 |
| 20 |
112-10 |
108-14 |
3-28 |
3.6% |
0-20 |
0.6% |
2% |
False |
True |
366,426 |
| 40 |
112-10 |
108-14 |
3-28 |
3.6% |
0-20 |
0.6% |
2% |
False |
True |
323,656 |
| 60 |
113-19 |
108-14 |
5-05 |
4.8% |
0-20 |
0.6% |
2% |
False |
True |
343,894 |
| 80 |
114-02 |
108-14 |
5-20 |
5.2% |
0-21 |
0.6% |
2% |
False |
True |
315,913 |
| 100 |
114-02 |
108-14 |
5-20 |
5.2% |
0-20 |
0.6% |
2% |
False |
True |
252,912 |
| 120 |
114-02 |
108-14 |
5-20 |
5.2% |
0-19 |
0.5% |
2% |
False |
True |
210,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-01 |
|
2.618 |
111-19 |
|
1.618 |
110-23 |
|
1.000 |
110-06 |
|
0.618 |
109-27 |
|
HIGH |
109-10 |
|
0.618 |
108-31 |
|
0.500 |
108-28 |
|
0.382 |
108-25 |
|
LOW |
108-14 |
|
0.618 |
107-29 |
|
1.000 |
107-18 |
|
1.618 |
107-01 |
|
2.618 |
106-05 |
|
4.250 |
104-23 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-28 |
108-31 |
| PP |
108-24 |
108-26 |
| S1 |
108-21 |
108-22 |
|