ECBOT 30 Year Treasury Bond Future December 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 |
106-22 |
107-02 |
0-12 |
0.4% |
106-25 |
| High |
106-28 |
107-15 |
0-19 |
0.6% |
107-30 |
| Low |
106-22 |
106-26 |
0-04 |
0.1% |
106-14 |
| Close |
106-19 |
107-18 |
0-31 |
0.9% |
107-18 |
| Range |
0-06 |
0-21 |
0-15 |
250.0% |
1-16 |
| ATR |
0-22 |
0-22 |
0-00 |
2.0% |
0-00 |
| Volume |
894 |
120 |
-774 |
-86.6% |
1,725 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-08 |
109-02 |
107-30 |
|
| R3 |
108-19 |
108-13 |
107-24 |
|
| R2 |
107-30 |
107-30 |
107-22 |
|
| R1 |
107-24 |
107-24 |
107-20 |
107-27 |
| PP |
107-09 |
107-09 |
107-09 |
107-10 |
| S1 |
107-03 |
107-03 |
107-16 |
107-06 |
| S2 |
106-20 |
106-20 |
107-14 |
|
| S3 |
105-31 |
106-14 |
107-12 |
|
| S4 |
105-10 |
105-25 |
107-06 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-26 |
111-06 |
108-12 |
|
| R3 |
110-10 |
109-22 |
107-31 |
|
| R2 |
108-26 |
108-26 |
107-27 |
|
| R1 |
108-06 |
108-06 |
107-22 |
108-16 |
| PP |
107-10 |
107-10 |
107-10 |
107-15 |
| S1 |
106-22 |
106-22 |
107-14 |
107-00 |
| S2 |
105-26 |
105-26 |
107-09 |
|
| S3 |
104-10 |
105-06 |
107-05 |
|
| S4 |
102-26 |
103-22 |
106-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-08 |
|
2.618 |
109-06 |
|
1.618 |
108-17 |
|
1.000 |
108-04 |
|
0.618 |
107-28 |
|
HIGH |
107-15 |
|
0.618 |
107-07 |
|
0.500 |
107-04 |
|
0.382 |
107-02 |
|
LOW |
106-26 |
|
0.618 |
106-13 |
|
1.000 |
106-05 |
|
1.618 |
105-24 |
|
2.618 |
105-03 |
|
4.250 |
104-01 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-14 |
107-15 |
| PP |
107-09 |
107-13 |
| S1 |
107-04 |
107-10 |
|