ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
111-10 |
111-00 |
-0-10 |
-0.3% |
111-09 |
| High |
111-10 |
111-18 |
0-08 |
0.2% |
111-28 |
| Low |
110-31 |
110-28 |
-0-03 |
-0.1% |
110-28 |
| Close |
111-02 |
110-30 |
-0-04 |
-0.1% |
110-30 |
| Range |
0-11 |
0-22 |
0-11 |
100.0% |
1-00 |
| ATR |
0-14 |
0-15 |
0-01 |
4.1% |
0-00 |
| Volume |
3,509 |
3,691 |
182 |
5.2% |
17,513 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-06 |
112-24 |
111-10 |
|
| R3 |
112-16 |
112-02 |
111-04 |
|
| R2 |
111-26 |
111-26 |
111-02 |
|
| R1 |
111-12 |
111-12 |
111-00 |
111-08 |
| PP |
111-04 |
111-04 |
111-04 |
111-02 |
| S1 |
110-22 |
110-22 |
110-28 |
110-18 |
| S2 |
110-14 |
110-14 |
110-26 |
|
| S3 |
109-24 |
110-00 |
110-24 |
|
| S4 |
109-02 |
109-10 |
110-18 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-07 |
113-19 |
111-16 |
|
| R3 |
113-07 |
112-19 |
111-07 |
|
| R2 |
112-07 |
112-07 |
111-04 |
|
| R1 |
111-19 |
111-19 |
111-01 |
111-13 |
| PP |
111-07 |
111-07 |
111-07 |
111-04 |
| S1 |
110-19 |
110-19 |
110-27 |
110-13 |
| S2 |
110-07 |
110-07 |
110-24 |
|
| S3 |
109-07 |
109-19 |
110-21 |
|
| S4 |
108-07 |
108-19 |
110-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-28 |
110-28 |
1-00 |
0.9% |
0-15 |
0.4% |
6% |
False |
True |
3,502 |
| 10 |
111-31 |
110-03 |
1-28 |
1.7% |
0-16 |
0.4% |
45% |
False |
False |
2,134 |
| 20 |
111-31 |
110-03 |
1-28 |
1.7% |
0-11 |
0.3% |
45% |
False |
False |
1,450 |
| 40 |
113-25 |
110-03 |
3-22 |
3.3% |
0-10 |
0.3% |
23% |
False |
False |
776 |
| 60 |
113-26 |
110-00 |
3-26 |
3.4% |
0-08 |
0.2% |
25% |
False |
False |
520 |
| 80 |
113-26 |
109-10 |
4-16 |
4.1% |
0-06 |
0.2% |
36% |
False |
False |
391 |
| 100 |
114-14 |
109-10 |
5-04 |
4.6% |
0-07 |
0.2% |
32% |
False |
False |
313 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-06 |
0.2% |
31% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-16 |
|
2.618 |
113-12 |
|
1.618 |
112-22 |
|
1.000 |
112-08 |
|
0.618 |
112-00 |
|
HIGH |
111-18 |
|
0.618 |
111-10 |
|
0.500 |
111-07 |
|
0.382 |
111-04 |
|
LOW |
110-28 |
|
0.618 |
110-14 |
|
1.000 |
110-06 |
|
1.618 |
109-24 |
|
2.618 |
109-02 |
|
4.250 |
107-30 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-07 |
111-10 |
| PP |
111-04 |
111-06 |
| S1 |
111-01 |
111-02 |
|