ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
108-02 |
107-13 |
-0-21 |
-0.6% |
106-15 |
| High |
108-05 |
107-13 |
-0-24 |
-0.7% |
107-28 |
| Low |
107-14 |
106-14 |
-1-00 |
-0.9% |
106-12 |
| Close |
107-16 |
106-18 |
-0-30 |
-0.9% |
107-24 |
| Range |
0-23 |
0-31 |
0-08 |
34.8% |
1-16 |
| ATR |
0-26 |
0-26 |
0-01 |
2.3% |
0-00 |
| Volume |
261,974 |
247,699 |
-14,275 |
-5.4% |
1,981,032 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-23 |
109-03 |
107-03 |
|
| R3 |
108-24 |
108-04 |
106-27 |
|
| R2 |
107-25 |
107-25 |
106-24 |
|
| R1 |
107-05 |
107-05 |
106-21 |
107-00 |
| PP |
106-26 |
106-26 |
106-26 |
106-23 |
| S1 |
106-06 |
106-06 |
106-15 |
106-00 |
| S2 |
105-27 |
105-27 |
106-12 |
|
| S3 |
104-28 |
105-07 |
106-09 |
|
| S4 |
103-29 |
104-08 |
106-01 |
|
|
| 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 |
108-06 |
106-14 |
1-24 |
1.6% |
0-25 |
0.7% |
7% |
False |
True |
363,804 |
| 10 |
108-06 |
105-21 |
2-17 |
2.4% |
0-24 |
0.7% |
36% |
False |
False |
387,526 |
| 20 |
108-11 |
104-16 |
3-27 |
3.6% |
0-31 |
0.9% |
54% |
False |
False |
471,243 |
| 40 |
112-02 |
104-16 |
7-18 |
7.1% |
0-24 |
0.7% |
27% |
False |
False |
311,210 |
| 60 |
112-11 |
104-16 |
7-27 |
7.4% |
0-22 |
0.6% |
26% |
False |
False |
207,985 |
| 80 |
113-09 |
104-16 |
8-25 |
8.2% |
0-19 |
0.6% |
23% |
False |
False |
156,095 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-16 |
0.5% |
22% |
False |
False |
124,880 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-13 |
0.4% |
22% |
False |
False |
104,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-17 |
|
2.618 |
109-30 |
|
1.618 |
108-31 |
|
1.000 |
108-12 |
|
0.618 |
108-00 |
|
HIGH |
107-13 |
|
0.618 |
107-01 |
|
0.500 |
106-30 |
|
0.382 |
106-26 |
|
LOW |
106-14 |
|
0.618 |
105-27 |
|
1.000 |
105-15 |
|
1.618 |
104-28 |
|
2.618 |
103-29 |
|
4.250 |
102-10 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-30 |
107-10 |
| PP |
106-26 |
107-02 |
| S1 |
106-22 |
106-26 |
|