ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
111-09 |
111-15 |
0-06 |
0.2% |
110-03 |
| High |
111-18 |
111-28 |
0-10 |
0.3% |
111-31 |
| Low |
111-02 |
111-15 |
0-13 |
0.4% |
110-03 |
| Close |
111-15 |
111-23 |
0-08 |
0.2% |
111-09 |
| Range |
0-16 |
0-13 |
-0-03 |
-18.8% |
1-28 |
| ATR |
0-14 |
0-14 |
0-00 |
-0.5% |
0-00 |
| Volume |
1,724 |
291 |
-1,433 |
-83.1% |
3,833 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-29 |
112-23 |
111-30 |
|
| R3 |
112-16 |
112-10 |
111-27 |
|
| R2 |
112-03 |
112-03 |
111-25 |
|
| R1 |
111-29 |
111-29 |
111-24 |
112-00 |
| PP |
111-22 |
111-22 |
111-22 |
111-24 |
| S1 |
111-16 |
111-16 |
111-22 |
111-19 |
| S2 |
111-09 |
111-09 |
111-21 |
|
| S3 |
110-28 |
111-03 |
111-19 |
|
| S4 |
110-15 |
110-22 |
111-16 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
115-28 |
112-10 |
|
| R3 |
114-28 |
114-00 |
111-26 |
|
| R2 |
113-00 |
113-00 |
111-20 |
|
| R1 |
112-04 |
112-04 |
111-14 |
112-18 |
| PP |
111-04 |
111-04 |
111-04 |
111-10 |
| S1 |
110-08 |
110-08 |
111-04 |
110-22 |
| S2 |
109-08 |
109-08 |
110-30 |
|
| S3 |
107-12 |
108-12 |
110-24 |
|
| S4 |
105-16 |
106-16 |
110-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-31 |
111-01 |
0-30 |
0.8% |
0-15 |
0.4% |
73% |
False |
False |
857 |
| 10 |
111-31 |
110-03 |
1-28 |
1.7% |
0-14 |
0.4% |
87% |
False |
False |
688 |
| 20 |
111-31 |
110-03 |
1-28 |
1.7% |
0-11 |
0.3% |
87% |
False |
False |
717 |
| 40 |
113-25 |
110-03 |
3-22 |
3.3% |
0-09 |
0.3% |
44% |
False |
False |
391 |
| 60 |
113-26 |
109-13 |
4-13 |
3.9% |
0-07 |
0.2% |
52% |
False |
False |
262 |
| 80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-05 |
0.1% |
53% |
False |
False |
197 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-06 |
0.2% |
46% |
False |
False |
158 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.1% |
46% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-19 |
|
2.618 |
112-30 |
|
1.618 |
112-17 |
|
1.000 |
112-09 |
|
0.618 |
112-04 |
|
HIGH |
111-28 |
|
0.618 |
111-23 |
|
0.500 |
111-22 |
|
0.382 |
111-20 |
|
LOW |
111-15 |
|
0.618 |
111-07 |
|
1.000 |
111-02 |
|
1.618 |
110-26 |
|
2.618 |
110-13 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-22 |
111-20 |
| PP |
111-22 |
111-17 |
| S1 |
111-22 |
111-14 |
|