ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-19 |
106-25 |
0-06 |
0.2% |
106-28 |
| High |
106-21 |
107-06 |
0-17 |
0.5% |
106-30 |
| Low |
106-06 |
106-21 |
0-15 |
0.4% |
104-31 |
| Close |
106-20 |
107-06 |
0-18 |
0.5% |
106-13 |
| Range |
0-15 |
0-17 |
0-02 |
13.3% |
1-31 |
| ATR |
0-25 |
0-25 |
-0-01 |
-2.0% |
0-00 |
| Volume |
5,762 |
2,989 |
-2,773 |
-48.1% |
66,828 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-19 |
108-14 |
107-15 |
|
| R3 |
108-02 |
107-29 |
107-11 |
|
| R2 |
107-17 |
107-17 |
107-09 |
|
| R1 |
107-12 |
107-12 |
107-08 |
107-14 |
| PP |
107-00 |
107-00 |
107-00 |
107-02 |
| S1 |
106-27 |
106-27 |
107-04 |
106-30 |
| S2 |
106-15 |
106-15 |
107-03 |
|
| S3 |
105-30 |
106-10 |
107-01 |
|
| S4 |
105-13 |
105-25 |
106-29 |
|
|
| 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 |
107-06 |
104-31 |
2-07 |
2.1% |
0-24 |
0.7% |
100% |
True |
False |
6,017 |
| 10 |
108-16 |
104-31 |
3-17 |
3.3% |
0-29 |
0.9% |
63% |
False |
False |
18,366 |
| 20 |
110-05 |
104-31 |
5-06 |
4.8% |
0-24 |
0.7% |
43% |
False |
False |
184,634 |
| 40 |
112-10 |
104-31 |
7-11 |
6.9% |
0-22 |
0.7% |
30% |
False |
False |
253,836 |
| 60 |
112-10 |
104-31 |
7-11 |
6.9% |
0-21 |
0.6% |
30% |
False |
False |
269,004 |
| 80 |
114-02 |
104-31 |
9-03 |
8.5% |
0-22 |
0.6% |
24% |
False |
False |
313,149 |
| 100 |
114-02 |
104-31 |
9-03 |
8.5% |
0-21 |
0.6% |
24% |
False |
False |
255,877 |
| 120 |
114-02 |
104-31 |
9-03 |
8.5% |
0-20 |
0.6% |
24% |
False |
False |
213,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-14 |
|
2.618 |
108-19 |
|
1.618 |
108-02 |
|
1.000 |
107-23 |
|
0.618 |
107-17 |
|
HIGH |
107-06 |
|
0.618 |
107-00 |
|
0.500 |
106-30 |
|
0.382 |
106-27 |
|
LOW |
106-21 |
|
0.618 |
106-10 |
|
1.000 |
106-04 |
|
1.618 |
105-25 |
|
2.618 |
105-08 |
|
4.250 |
104-13 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-03 |
106-31 |
| PP |
107-00 |
106-24 |
| S1 |
106-30 |
106-17 |
|