ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
111-21 |
111-09 |
-0-12 |
-0.3% |
111-27 |
| High |
112-02 |
111-11 |
-0-23 |
-0.6% |
112-11 |
| Low |
111-08 |
111-03 |
-0-05 |
-0.1% |
111-07 |
| Close |
111-11 |
111-05 |
-0-06 |
-0.2% |
111-11 |
| Range |
0-26 |
0-08 |
-0-18 |
-69.2% |
1-04 |
| ATR |
0-18 |
0-18 |
-0-01 |
-4.0% |
0-00 |
| Volume |
27,093 |
3,424 |
-23,669 |
-87.4% |
33,678 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-30 |
111-26 |
111-09 |
|
| R3 |
111-22 |
111-18 |
111-07 |
|
| R2 |
111-14 |
111-14 |
111-06 |
|
| R1 |
111-10 |
111-10 |
111-06 |
111-08 |
| PP |
111-06 |
111-06 |
111-06 |
111-06 |
| S1 |
111-02 |
111-02 |
111-04 |
111-00 |
| S2 |
110-30 |
110-30 |
111-04 |
|
| S3 |
110-22 |
110-26 |
111-03 |
|
| S4 |
110-14 |
110-18 |
111-01 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-00 |
114-10 |
111-31 |
|
| R3 |
113-28 |
113-06 |
111-21 |
|
| R2 |
112-24 |
112-24 |
111-18 |
|
| R1 |
112-02 |
112-02 |
111-14 |
111-27 |
| PP |
111-20 |
111-20 |
111-20 |
111-17 |
| S1 |
110-30 |
110-30 |
111-08 |
110-23 |
| S2 |
110-16 |
110-16 |
111-04 |
|
| S3 |
109-12 |
109-26 |
111-01 |
|
| S4 |
108-08 |
108-22 |
110-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-11 |
111-03 |
1-08 |
1.1% |
0-16 |
0.5% |
5% |
False |
True |
7,161 |
| 10 |
112-11 |
110-04 |
2-07 |
2.0% |
0-20 |
0.6% |
46% |
False |
False |
4,022 |
| 20 |
112-11 |
110-04 |
2-07 |
2.0% |
0-18 |
0.5% |
46% |
False |
False |
3,131 |
| 40 |
113-01 |
110-03 |
2-30 |
2.6% |
0-15 |
0.4% |
36% |
False |
False |
1,812 |
| 60 |
113-26 |
110-03 |
3-23 |
3.3% |
0-12 |
0.3% |
29% |
False |
False |
1,218 |
| 80 |
113-26 |
109-10 |
4-16 |
4.0% |
0-09 |
0.2% |
41% |
False |
False |
914 |
| 100 |
113-27 |
109-10 |
4-17 |
4.1% |
0-08 |
0.2% |
41% |
False |
False |
731 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-08 |
0.2% |
35% |
False |
False |
610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-13 |
|
2.618 |
112-00 |
|
1.618 |
111-24 |
|
1.000 |
111-19 |
|
0.618 |
111-16 |
|
HIGH |
111-11 |
|
0.618 |
111-08 |
|
0.500 |
111-07 |
|
0.382 |
111-06 |
|
LOW |
111-03 |
|
0.618 |
110-30 |
|
1.000 |
110-27 |
|
1.618 |
110-22 |
|
2.618 |
110-14 |
|
4.250 |
110-01 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-07 |
111-18 |
| PP |
111-06 |
111-14 |
| S1 |
111-06 |
111-10 |
|