ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-00 |
105-28 |
-0-04 |
-0.1% |
106-28 |
| High |
106-14 |
106-17 |
0-03 |
0.1% |
106-30 |
| Low |
105-19 |
105-28 |
0-09 |
0.3% |
104-31 |
| Close |
106-01 |
106-13 |
0-12 |
0.4% |
106-13 |
| Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
1-31 |
| ATR |
0-26 |
0-26 |
0-00 |
-1.4% |
0-00 |
| Volume |
6,094 |
5,678 |
-416 |
-6.8% |
66,828 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-08 |
107-31 |
106-25 |
|
| R3 |
107-19 |
107-10 |
106-19 |
|
| R2 |
106-30 |
106-30 |
106-17 |
|
| R1 |
106-21 |
106-21 |
106-15 |
106-26 |
| PP |
106-09 |
106-09 |
106-09 |
106-11 |
| S1 |
106-00 |
106-00 |
106-11 |
106-04 |
| S2 |
105-20 |
105-20 |
106-09 |
|
| S3 |
104-31 |
105-11 |
106-07 |
|
| S4 |
104-10 |
104-22 |
106-01 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-00 |
111-06 |
107-16 |
|
| R3 |
110-01 |
109-07 |
106-30 |
|
| R2 |
108-02 |
108-02 |
106-25 |
|
| R1 |
107-08 |
107-08 |
106-19 |
106-22 |
| PP |
106-03 |
106-03 |
106-03 |
105-26 |
| S1 |
105-09 |
105-09 |
106-07 |
104-22 |
| S2 |
104-04 |
104-04 |
106-01 |
|
| S3 |
102-05 |
103-10 |
105-28 |
|
| S4 |
100-06 |
101-11 |
105-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-30 |
104-31 |
1-31 |
1.9% |
0-31 |
0.9% |
73% |
False |
False |
13,365 |
| 10 |
108-31 |
104-31 |
4-00 |
3.8% |
0-30 |
0.9% |
36% |
False |
False |
29,484 |
| 20 |
110-21 |
104-31 |
5-22 |
5.3% |
0-25 |
0.7% |
25% |
False |
False |
219,748 |
| 40 |
112-10 |
104-31 |
7-11 |
6.9% |
0-23 |
0.7% |
20% |
False |
False |
267,281 |
| 60 |
112-11 |
104-31 |
7-12 |
6.9% |
0-21 |
0.6% |
19% |
False |
False |
282,539 |
| 80 |
114-02 |
104-31 |
9-03 |
8.5% |
0-22 |
0.6% |
16% |
False |
False |
316,907 |
| 100 |
114-02 |
104-31 |
9-03 |
8.5% |
0-21 |
0.6% |
16% |
False |
False |
255,817 |
| 120 |
114-02 |
104-31 |
9-03 |
8.5% |
0-20 |
0.6% |
16% |
False |
False |
213,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-10 |
|
2.618 |
108-08 |
|
1.618 |
107-19 |
|
1.000 |
107-06 |
|
0.618 |
106-30 |
|
HIGH |
106-17 |
|
0.618 |
106-09 |
|
0.500 |
106-06 |
|
0.382 |
106-04 |
|
LOW |
105-28 |
|
0.618 |
105-15 |
|
1.000 |
105-07 |
|
1.618 |
104-26 |
|
2.618 |
104-05 |
|
4.250 |
103-03 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-11 |
106-06 |
| PP |
106-09 |
105-31 |
| S1 |
106-06 |
105-24 |
|