ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
107-00 |
106-28 |
-0-04 |
-0.1% |
106-15 |
| High |
107-07 |
107-28 |
0-21 |
0.6% |
107-28 |
| Low |
106-23 |
106-26 |
0-03 |
0.1% |
106-12 |
| Close |
106-25 |
107-24 |
0-31 |
0.9% |
107-24 |
| Range |
0-16 |
1-02 |
0-18 |
112.5% |
1-16 |
| ATR |
0-26 |
0-26 |
0-01 |
2.5% |
0-00 |
| Volume |
404,237 |
393,595 |
-10,642 |
-2.6% |
1,981,032 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-21 |
110-09 |
108-11 |
|
| R3 |
109-19 |
109-07 |
108-01 |
|
| R2 |
108-17 |
108-17 |
107-30 |
|
| R1 |
108-05 |
108-05 |
107-27 |
108-11 |
| PP |
107-15 |
107-15 |
107-15 |
107-18 |
| S1 |
107-03 |
107-03 |
107-21 |
107-09 |
| S2 |
106-13 |
106-13 |
107-18 |
|
| S3 |
105-11 |
106-01 |
107-15 |
|
| S4 |
104-09 |
104-31 |
107-05 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-27 |
111-09 |
108-18 |
|
| R3 |
110-11 |
109-25 |
108-05 |
|
| R2 |
108-27 |
108-27 |
108-01 |
|
| R1 |
108-09 |
108-09 |
107-28 |
108-18 |
| PP |
107-11 |
107-11 |
107-11 |
107-15 |
| S1 |
106-25 |
106-25 |
107-20 |
107-02 |
| S2 |
105-27 |
105-27 |
107-15 |
|
| S3 |
104-11 |
105-09 |
107-11 |
|
| S4 |
102-27 |
103-25 |
106-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-28 |
106-12 |
1-16 |
1.4% |
0-23 |
0.7% |
92% |
True |
False |
396,206 |
| 10 |
107-28 |
105-21 |
2-07 |
2.1% |
0-25 |
0.7% |
94% |
True |
False |
401,755 |
| 20 |
108-30 |
104-16 |
4-14 |
4.1% |
0-30 |
0.9% |
73% |
False |
False |
490,069 |
| 40 |
112-11 |
104-16 |
7-27 |
7.3% |
0-25 |
0.7% |
41% |
False |
False |
285,800 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-21 |
0.6% |
41% |
False |
False |
191,035 |
| 80 |
113-10 |
104-16 |
8-26 |
8.2% |
0-18 |
0.5% |
37% |
False |
False |
143,331 |
| 100 |
113-26 |
104-16 |
9-10 |
8.6% |
0-15 |
0.4% |
35% |
False |
False |
114,668 |
| 120 |
113-26 |
104-16 |
9-10 |
8.6% |
0-13 |
0.4% |
35% |
False |
False |
95,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-12 |
|
2.618 |
110-21 |
|
1.618 |
109-19 |
|
1.000 |
108-30 |
|
0.618 |
108-17 |
|
HIGH |
107-28 |
|
0.618 |
107-15 |
|
0.500 |
107-11 |
|
0.382 |
107-07 |
|
LOW |
106-26 |
|
0.618 |
106-05 |
|
1.000 |
105-24 |
|
1.618 |
105-03 |
|
2.618 |
104-01 |
|
4.250 |
102-10 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-20 |
107-19 |
| PP |
107-15 |
107-14 |
| S1 |
107-11 |
107-10 |
|