ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
106-19 |
106-07 |
-0-12 |
-0.4% |
107-21 |
| High |
106-24 |
106-21 |
-0-03 |
-0.1% |
108-06 |
| Low |
105-31 |
106-01 |
0-02 |
0.1% |
105-31 |
| Close |
106-03 |
106-15 |
0-12 |
0.4% |
106-03 |
| Range |
0-25 |
0-20 |
-0-05 |
-20.0% |
2-07 |
| ATR |
0-26 |
0-26 |
0-00 |
-1.7% |
0-00 |
| Volume |
290,040 |
396,651 |
106,611 |
36.8% |
1,311,229 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-08 |
108-00 |
106-26 |
|
| R3 |
107-20 |
107-12 |
106-20 |
|
| R2 |
107-00 |
107-00 |
106-19 |
|
| R1 |
106-24 |
106-24 |
106-17 |
106-28 |
| PP |
106-12 |
106-12 |
106-12 |
106-14 |
| S1 |
106-04 |
106-04 |
106-13 |
106-08 |
| S2 |
105-24 |
105-24 |
106-11 |
|
| S3 |
105-04 |
105-16 |
106-10 |
|
| S4 |
104-16 |
104-28 |
106-04 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-13 |
111-31 |
107-10 |
|
| R3 |
111-06 |
109-24 |
106-23 |
|
| R2 |
108-31 |
108-31 |
106-16 |
|
| R1 |
107-17 |
107-17 |
106-10 |
107-04 |
| PP |
106-24 |
106-24 |
106-24 |
106-18 |
| S1 |
105-10 |
105-10 |
105-28 |
104-30 |
| S2 |
104-17 |
104-17 |
105-22 |
|
| S3 |
102-10 |
103-03 |
105-15 |
|
| S4 |
100-03 |
100-28 |
104-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-06 |
105-31 |
2-07 |
2.1% |
0-24 |
0.7% |
23% |
False |
False |
341,576 |
| 10 |
108-06 |
105-31 |
2-07 |
2.1% |
0-23 |
0.7% |
23% |
False |
False |
368,891 |
| 20 |
108-06 |
104-16 |
3-22 |
3.5% |
0-28 |
0.8% |
53% |
False |
False |
442,316 |
| 40 |
112-02 |
104-16 |
7-18 |
7.1% |
0-25 |
0.7% |
26% |
False |
False |
328,302 |
| 60 |
112-11 |
104-16 |
7-27 |
7.4% |
0-23 |
0.7% |
25% |
False |
False |
219,428 |
| 80 |
113-01 |
104-16 |
8-17 |
8.0% |
0-19 |
0.6% |
23% |
False |
False |
164,678 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-17 |
0.5% |
21% |
False |
False |
131,747 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-14 |
0.4% |
21% |
False |
False |
109,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-10 |
|
2.618 |
108-09 |
|
1.618 |
107-21 |
|
1.000 |
107-09 |
|
0.618 |
107-01 |
|
HIGH |
106-21 |
|
0.618 |
106-13 |
|
0.500 |
106-11 |
|
0.382 |
106-09 |
|
LOW |
106-01 |
|
0.618 |
105-21 |
|
1.000 |
105-13 |
|
1.618 |
105-01 |
|
2.618 |
104-13 |
|
4.250 |
103-12 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-14 |
106-22 |
| PP |
106-12 |
106-20 |
| S1 |
106-11 |
106-17 |
|