ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
105-29 |
106-15 |
0-18 |
0.5% |
106-10 |
| High |
106-16 |
107-03 |
0-19 |
0.6% |
107-11 |
| Low |
105-21 |
106-12 |
0-23 |
0.7% |
105-21 |
| Close |
106-12 |
107-01 |
0-21 |
0.6% |
106-12 |
| Range |
0-27 |
0-23 |
-0-04 |
-14.8% |
1-22 |
| ATR |
0-28 |
0-27 |
0-00 |
-1.2% |
0-00 |
| Volume |
461,063 |
418,888 |
-42,175 |
-9.1% |
2,036,519 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-00 |
108-23 |
107-14 |
|
| R3 |
108-09 |
108-00 |
107-07 |
|
| R2 |
107-18 |
107-18 |
107-05 |
|
| R1 |
107-09 |
107-09 |
107-03 |
107-14 |
| PP |
106-27 |
106-27 |
106-27 |
106-29 |
| S1 |
106-18 |
106-18 |
106-31 |
106-22 |
| S2 |
106-04 |
106-04 |
106-29 |
|
| S3 |
105-13 |
105-27 |
106-27 |
|
| S4 |
104-22 |
105-04 |
106-20 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-17 |
110-20 |
107-10 |
|
| R3 |
109-27 |
108-30 |
106-27 |
|
| R2 |
108-05 |
108-05 |
106-22 |
|
| R1 |
107-08 |
107-08 |
106-17 |
107-22 |
| PP |
106-15 |
106-15 |
106-15 |
106-22 |
| S1 |
105-18 |
105-18 |
106-07 |
106-00 |
| S2 |
104-25 |
104-25 |
106-02 |
|
| S3 |
103-03 |
103-28 |
105-29 |
|
| S4 |
101-13 |
102-06 |
105-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-11 |
105-21 |
1-22 |
1.6% |
0-28 |
0.8% |
81% |
False |
False |
396,361 |
| 10 |
107-11 |
104-16 |
2-27 |
2.7% |
1-01 |
1.0% |
89% |
False |
False |
477,889 |
| 20 |
109-16 |
104-16 |
5-00 |
4.7% |
0-29 |
0.8% |
51% |
False |
False |
471,806 |
| 40 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
32% |
False |
False |
246,835 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-20 |
0.6% |
32% |
False |
False |
165,040 |
| 80 |
113-25 |
104-16 |
9-09 |
8.7% |
0-17 |
0.5% |
27% |
False |
False |
123,806 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-14 |
0.4% |
27% |
False |
False |
99,046 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-12 |
0.4% |
27% |
False |
False |
82,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-05 |
|
2.618 |
108-31 |
|
1.618 |
108-08 |
|
1.000 |
107-26 |
|
0.618 |
107-17 |
|
HIGH |
107-03 |
|
0.618 |
106-26 |
|
0.500 |
106-24 |
|
0.382 |
106-21 |
|
LOW |
106-12 |
|
0.618 |
105-30 |
|
1.000 |
105-21 |
|
1.618 |
105-07 |
|
2.618 |
104-16 |
|
4.250 |
103-10 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-30 |
106-26 |
| PP |
106-27 |
106-19 |
| S1 |
106-24 |
106-12 |
|