ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
107-00 |
106-17 |
-0-15 |
-0.4% |
106-18 |
| High |
107-11 |
106-20 |
-0-23 |
-0.7% |
106-25 |
| Low |
106-10 |
105-25 |
-0-17 |
-0.5% |
104-16 |
| Close |
106-19 |
106-04 |
-0-15 |
-0.4% |
106-08 |
| Range |
1-01 |
0-27 |
-0-06 |
-18.2% |
2-09 |
| ATR |
0-28 |
0-28 |
0-00 |
-0.2% |
0-00 |
| Volume |
351,620 |
411,979 |
60,359 |
17.2% |
3,120,899 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-23 |
108-08 |
106-19 |
|
| R3 |
107-28 |
107-13 |
106-11 |
|
| R2 |
107-01 |
107-01 |
106-09 |
|
| R1 |
106-18 |
106-18 |
106-06 |
106-12 |
| PP |
106-06 |
106-06 |
106-06 |
106-02 |
| S1 |
105-23 |
105-23 |
106-02 |
105-17 |
| S2 |
105-11 |
105-11 |
105-31 |
|
| S3 |
104-16 |
104-28 |
105-29 |
|
| S4 |
103-21 |
104-01 |
105-21 |
|
|
| 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 |
107-11 |
105-17 |
1-26 |
1.7% |
0-28 |
0.8% |
33% |
False |
False |
422,815 |
| 10 |
107-11 |
104-16 |
2-27 |
2.7% |
1-02 |
1.0% |
57% |
False |
False |
549,125 |
| 20 |
109-19 |
104-16 |
5-03 |
4.8% |
0-29 |
0.8% |
32% |
False |
False |
438,771 |
| 40 |
112-11 |
104-16 |
7-27 |
7.4% |
0-24 |
0.7% |
21% |
False |
False |
225,017 |
| 60 |
112-11 |
104-16 |
7-27 |
7.4% |
0-20 |
0.6% |
21% |
False |
False |
150,381 |
| 80 |
113-25 |
104-16 |
9-09 |
8.7% |
0-17 |
0.5% |
18% |
False |
False |
112,807 |
| 100 |
113-26 |
104-16 |
9-10 |
8.8% |
0-14 |
0.4% |
17% |
False |
False |
90,247 |
| 120 |
113-26 |
104-16 |
9-10 |
8.8% |
0-12 |
0.3% |
17% |
False |
False |
75,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-07 |
|
2.618 |
108-27 |
|
1.618 |
108-00 |
|
1.000 |
107-15 |
|
0.618 |
107-05 |
|
HIGH |
106-20 |
|
0.618 |
106-10 |
|
0.500 |
106-06 |
|
0.382 |
106-03 |
|
LOW |
105-25 |
|
0.618 |
105-08 |
|
1.000 |
104-30 |
|
1.618 |
104-13 |
|
2.618 |
103-18 |
|
4.250 |
102-06 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-06 |
106-18 |
| PP |
106-06 |
106-13 |
| S1 |
106-05 |
106-09 |
|