ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
106-26 |
106-26 |
0-00 |
0.0% |
106-10 |
| High |
107-03 |
107-30 |
0-27 |
0.8% |
107-01 |
| Low |
106-14 |
106-26 |
0-12 |
0.4% |
105-17 |
| Close |
106-19 |
106-30 |
0-11 |
0.3% |
106-04 |
| Range |
0-21 |
1-04 |
0-15 |
71.4% |
1-16 |
| ATR |
0-22 |
0-23 |
0-02 |
7.1% |
0-00 |
| Volume |
218 |
432 |
214 |
98.2% |
1,145 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-19 |
109-29 |
107-18 |
|
| R3 |
109-15 |
108-25 |
107-08 |
|
| R2 |
108-11 |
108-11 |
107-05 |
|
| R1 |
107-21 |
107-21 |
107-01 |
108-00 |
| PP |
107-07 |
107-07 |
107-07 |
107-13 |
| S1 |
106-17 |
106-17 |
106-27 |
106-28 |
| S2 |
106-03 |
106-03 |
106-23 |
|
| S3 |
104-31 |
105-13 |
106-20 |
|
| S4 |
103-27 |
104-09 |
106-10 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-23 |
109-30 |
106-30 |
|
| R3 |
109-07 |
108-14 |
106-17 |
|
| R2 |
107-23 |
107-23 |
106-13 |
|
| R1 |
106-30 |
106-30 |
106-08 |
106-18 |
| PP |
106-07 |
106-07 |
106-07 |
106-02 |
| S1 |
105-14 |
105-14 |
106-00 |
105-02 |
| S2 |
104-23 |
104-23 |
105-27 |
|
| S3 |
103-07 |
103-30 |
105-23 |
|
| S4 |
101-23 |
102-14 |
105-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-23 |
|
2.618 |
110-28 |
|
1.618 |
109-24 |
|
1.000 |
109-02 |
|
0.618 |
108-20 |
|
HIGH |
107-30 |
|
0.618 |
107-16 |
|
0.500 |
107-12 |
|
0.382 |
107-08 |
|
LOW |
106-26 |
|
0.618 |
106-04 |
|
1.000 |
105-22 |
|
1.618 |
105-00 |
|
2.618 |
103-28 |
|
4.250 |
102-01 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-12 |
107-06 |
| PP |
107-07 |
107-03 |
| S1 |
107-03 |
107-01 |
|