ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
108-13 |
106-23 |
-1-22 |
-1.6% |
108-18 |
| High |
108-13 |
107-02 |
-1-11 |
-1.2% |
108-31 |
| Low |
106-22 |
105-22 |
-1-00 |
-0.9% |
105-22 |
| Close |
107-01 |
106-28 |
-0-05 |
-0.1% |
106-28 |
| Range |
1-23 |
1-12 |
-0-11 |
-20.0% |
3-09 |
| ATR |
0-22 |
0-23 |
0-02 |
7.4% |
0-00 |
| Volume |
37,133 |
18,688 |
-18,445 |
-49.7% |
228,021 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-21 |
110-05 |
107-20 |
|
| R3 |
109-09 |
108-25 |
107-08 |
|
| R2 |
107-29 |
107-29 |
107-04 |
|
| R1 |
107-13 |
107-13 |
107-00 |
107-21 |
| PP |
106-17 |
106-17 |
106-17 |
106-22 |
| S1 |
106-01 |
106-01 |
106-24 |
106-09 |
| S2 |
105-05 |
105-05 |
106-20 |
|
| S3 |
103-25 |
104-21 |
106-16 |
|
| S4 |
102-13 |
103-09 |
106-04 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-01 |
115-07 |
108-22 |
|
| R3 |
113-24 |
111-30 |
107-25 |
|
| R2 |
110-15 |
110-15 |
107-15 |
|
| R1 |
108-21 |
108-21 |
107-06 |
107-30 |
| PP |
107-06 |
107-06 |
107-06 |
106-26 |
| S1 |
105-12 |
105-12 |
106-18 |
104-20 |
| S2 |
103-29 |
103-29 |
106-09 |
|
| S3 |
100-20 |
102-03 |
105-31 |
|
| S4 |
97-11 |
98-26 |
105-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-31 |
105-22 |
3-09 |
3.1% |
0-29 |
0.8% |
36% |
False |
True |
45,604 |
| 10 |
109-19 |
105-22 |
3-29 |
3.7% |
0-24 |
0.7% |
30% |
False |
True |
233,552 |
| 20 |
112-01 |
105-22 |
6-11 |
5.9% |
0-22 |
0.6% |
19% |
False |
True |
304,307 |
| 40 |
112-10 |
105-22 |
6-20 |
6.2% |
0-21 |
0.6% |
18% |
False |
True |
303,792 |
| 60 |
113-03 |
105-22 |
7-13 |
6.9% |
0-20 |
0.6% |
16% |
False |
True |
310,185 |
| 80 |
114-02 |
105-22 |
8-12 |
7.8% |
0-21 |
0.6% |
14% |
False |
True |
318,462 |
| 100 |
114-02 |
105-22 |
8-12 |
7.8% |
0-21 |
0.6% |
14% |
False |
True |
255,182 |
| 120 |
114-02 |
105-22 |
8-12 |
7.8% |
0-19 |
0.6% |
14% |
False |
True |
212,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-29 |
|
2.618 |
110-21 |
|
1.618 |
109-09 |
|
1.000 |
108-14 |
|
0.618 |
107-29 |
|
HIGH |
107-02 |
|
0.618 |
106-17 |
|
0.500 |
106-12 |
|
0.382 |
106-07 |
|
LOW |
105-22 |
|
0.618 |
104-27 |
|
1.000 |
104-10 |
|
1.618 |
103-15 |
|
2.618 |
102-03 |
|
4.250 |
99-27 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-23 |
107-03 |
| PP |
106-17 |
107-01 |
| S1 |
106-12 |
106-30 |
|