ECBOT 30 Year Treasury Bond Future September 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 |
105-30 |
105-26 |
-0-04 |
-0.1% |
106-18 |
| High |
106-11 |
106-16 |
0-05 |
0.1% |
106-25 |
| Low |
105-13 |
105-17 |
0-04 |
0.1% |
104-16 |
| Close |
105-27 |
106-08 |
0-13 |
0.4% |
106-08 |
| Range |
0-30 |
0-31 |
0-01 |
3.3% |
2-09 |
| ATR |
0-28 |
0-28 |
0-00 |
0.9% |
0-00 |
| Volume |
789,102 |
538,621 |
-250,481 |
-31.7% |
3,120,899 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-00 |
108-19 |
106-25 |
|
| R3 |
108-01 |
107-20 |
106-17 |
|
| R2 |
107-02 |
107-02 |
106-14 |
|
| R1 |
106-21 |
106-21 |
106-11 |
106-28 |
| PP |
106-03 |
106-03 |
106-03 |
106-06 |
| S1 |
105-22 |
105-22 |
106-05 |
105-28 |
| S2 |
105-04 |
105-04 |
106-02 |
|
| S3 |
104-05 |
104-23 |
105-31 |
|
| S4 |
103-06 |
103-24 |
105-23 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-22 |
111-24 |
107-16 |
|
| R3 |
110-13 |
109-15 |
106-28 |
|
| R2 |
108-04 |
108-04 |
106-21 |
|
| R1 |
107-06 |
107-06 |
106-15 |
106-16 |
| PP |
105-27 |
105-27 |
105-27 |
105-16 |
| S1 |
104-29 |
104-29 |
106-01 |
104-08 |
| S2 |
103-18 |
103-18 |
105-27 |
|
| S3 |
101-09 |
102-20 |
105-20 |
|
| S4 |
99-00 |
100-11 |
105-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-25 |
104-16 |
2-09 |
2.1% |
1-05 |
1.1% |
77% |
False |
False |
624,179 |
| 10 |
108-30 |
104-16 |
4-14 |
4.2% |
1-02 |
1.0% |
39% |
False |
False |
578,383 |
| 20 |
110-19 |
104-16 |
6-03 |
5.7% |
0-27 |
0.8% |
29% |
False |
False |
366,368 |
| 40 |
112-11 |
104-16 |
7-27 |
7.4% |
0-23 |
0.7% |
22% |
False |
False |
185,920 |
| 60 |
112-11 |
104-16 |
7-27 |
7.4% |
0-19 |
0.6% |
22% |
False |
False |
124,140 |
| 80 |
113-26 |
104-16 |
9-10 |
8.8% |
0-16 |
0.5% |
19% |
False |
False |
93,115 |
| 100 |
113-26 |
104-16 |
9-10 |
8.8% |
0-13 |
0.4% |
19% |
False |
False |
74,492 |
| 120 |
113-26 |
104-16 |
9-10 |
8.8% |
0-11 |
0.3% |
19% |
False |
False |
62,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-20 |
|
2.618 |
109-01 |
|
1.618 |
108-02 |
|
1.000 |
107-15 |
|
0.618 |
107-03 |
|
HIGH |
106-16 |
|
0.618 |
106-04 |
|
0.500 |
106-00 |
|
0.382 |
105-29 |
|
LOW |
105-17 |
|
0.618 |
104-30 |
|
1.000 |
104-18 |
|
1.618 |
103-31 |
|
2.618 |
103-00 |
|
4.250 |
101-13 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-06 |
106-00 |
| PP |
106-03 |
105-24 |
| S1 |
106-00 |
105-16 |
|