ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-28 |
106-16 |
-0-12 |
-0.4% |
108-18 |
| High |
106-30 |
106-17 |
-0-13 |
-0.4% |
108-31 |
| Low |
106-14 |
105-01 |
-1-13 |
-1.3% |
105-22 |
| Close |
106-23 |
105-18 |
-1-05 |
-1.1% |
106-28 |
| Range |
0-16 |
1-16 |
1-00 |
200.0% |
3-09 |
| ATR |
0-23 |
0-25 |
0-02 |
9.9% |
0-00 |
| Volume |
32,592 |
12,900 |
-19,692 |
-60.4% |
228,021 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-07 |
109-12 |
106-12 |
|
| R3 |
108-23 |
107-28 |
105-31 |
|
| R2 |
107-07 |
107-07 |
105-27 |
|
| R1 |
106-12 |
106-12 |
105-22 |
106-02 |
| PP |
105-23 |
105-23 |
105-23 |
105-17 |
| S1 |
104-28 |
104-28 |
105-14 |
104-18 |
| S2 |
104-07 |
104-07 |
105-09 |
|
| S3 |
102-23 |
103-12 |
105-05 |
|
| S4 |
101-07 |
101-28 |
104-24 |
|
|
| 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 |
108-16 |
105-01 |
3-15 |
3.3% |
1-02 |
1.0% |
15% |
False |
True |
30,714 |
| 10 |
109-16 |
105-01 |
4-15 |
4.2% |
0-27 |
0.8% |
12% |
False |
True |
148,997 |
| 20 |
111-11 |
105-01 |
6-10 |
6.0% |
0-23 |
0.7% |
8% |
False |
True |
264,747 |
| 40 |
112-10 |
105-01 |
7-09 |
6.9% |
0-22 |
0.6% |
7% |
False |
True |
290,275 |
| 60 |
113-03 |
105-01 |
8-02 |
7.6% |
0-21 |
0.6% |
7% |
False |
True |
298,970 |
| 80 |
114-02 |
105-01 |
9-01 |
8.6% |
0-22 |
0.6% |
6% |
False |
True |
318,957 |
| 100 |
114-02 |
105-01 |
9-01 |
8.6% |
0-21 |
0.6% |
6% |
False |
True |
255,614 |
| 120 |
114-02 |
105-01 |
9-01 |
8.6% |
0-20 |
0.6% |
6% |
False |
True |
213,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-29 |
|
2.618 |
110-15 |
|
1.618 |
108-31 |
|
1.000 |
108-01 |
|
0.618 |
107-15 |
|
HIGH |
106-17 |
|
0.618 |
105-31 |
|
0.500 |
105-25 |
|
0.382 |
105-19 |
|
LOW |
105-01 |
|
0.618 |
104-03 |
|
1.000 |
103-17 |
|
1.618 |
102-19 |
|
2.618 |
101-03 |
|
4.250 |
98-21 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
105-25 |
106-02 |
| PP |
105-23 |
105-28 |
| S1 |
105-20 |
105-23 |
|