ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-16 |
105-02 |
-1-14 |
-1.3% |
108-18 |
| High |
106-17 |
106-08 |
-0-09 |
-0.3% |
108-31 |
| Low |
105-01 |
104-31 |
-0-02 |
-0.1% |
105-22 |
| Close |
105-18 |
106-06 |
0-20 |
0.6% |
106-28 |
| Range |
1-16 |
1-09 |
-0-07 |
-14.6% |
3-09 |
| ATR |
0-25 |
0-26 |
0-01 |
4.6% |
0-00 |
| Volume |
12,900 |
9,564 |
-3,336 |
-25.9% |
228,021 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-21 |
109-06 |
106-29 |
|
| R3 |
108-12 |
107-29 |
106-17 |
|
| R2 |
107-03 |
107-03 |
106-14 |
|
| R1 |
106-20 |
106-20 |
106-10 |
106-28 |
| PP |
105-26 |
105-26 |
105-26 |
105-29 |
| S1 |
105-11 |
105-11 |
106-02 |
105-18 |
| S2 |
104-17 |
104-17 |
105-30 |
|
| S3 |
103-08 |
104-02 |
105-27 |
|
| S4 |
101-31 |
102-25 |
105-15 |
|
|
| 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 |
108-13 |
104-31 |
3-14 |
3.2% |
1-09 |
1.2% |
35% |
False |
True |
22,175 |
| 10 |
109-12 |
104-31 |
4-13 |
4.1% |
0-30 |
0.9% |
28% |
False |
True |
98,545 |
| 20 |
111-06 |
104-31 |
6-07 |
5.9% |
0-24 |
0.7% |
20% |
False |
True |
254,868 |
| 40 |
112-10 |
104-31 |
7-11 |
6.9% |
0-22 |
0.7% |
17% |
False |
True |
282,400 |
| 60 |
113-03 |
104-31 |
8-04 |
7.7% |
0-21 |
0.6% |
15% |
False |
True |
295,609 |
| 80 |
114-02 |
104-31 |
9-03 |
8.6% |
0-22 |
0.6% |
13% |
False |
True |
318,742 |
| 100 |
114-02 |
104-31 |
9-03 |
8.6% |
0-21 |
0.6% |
13% |
False |
True |
255,708 |
| 120 |
114-02 |
104-31 |
9-03 |
8.6% |
0-20 |
0.6% |
13% |
False |
True |
213,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-22 |
|
2.618 |
109-19 |
|
1.618 |
108-10 |
|
1.000 |
107-17 |
|
0.618 |
107-01 |
|
HIGH |
106-08 |
|
0.618 |
105-24 |
|
0.500 |
105-20 |
|
0.382 |
105-15 |
|
LOW |
104-31 |
|
0.618 |
104-06 |
|
1.000 |
103-22 |
|
1.618 |
102-29 |
|
2.618 |
101-20 |
|
4.250 |
99-17 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-00 |
106-04 |
| PP |
105-26 |
106-01 |
| S1 |
105-20 |
105-30 |
|