ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
106-07 |
106-19 |
0-12 |
0.4% |
107-21 |
| High |
106-21 |
107-29 |
1-08 |
1.2% |
108-06 |
| Low |
106-01 |
106-15 |
0-14 |
0.4% |
105-31 |
| Close |
106-15 |
107-21 |
1-06 |
1.1% |
106-03 |
| Range |
0-20 |
1-14 |
0-26 |
130.0% |
2-07 |
| ATR |
0-26 |
0-27 |
0-01 |
5.6% |
0-00 |
| Volume |
396,651 |
213,450 |
-183,201 |
-46.2% |
1,311,229 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-21 |
111-03 |
108-14 |
|
| R3 |
110-07 |
109-21 |
108-02 |
|
| R2 |
108-25 |
108-25 |
107-29 |
|
| R1 |
108-07 |
108-07 |
107-25 |
108-16 |
| PP |
107-11 |
107-11 |
107-11 |
107-16 |
| S1 |
106-25 |
106-25 |
107-17 |
107-02 |
| S2 |
105-29 |
105-29 |
107-13 |
|
| S3 |
104-15 |
105-11 |
107-08 |
|
| S4 |
103-01 |
103-29 |
106-28 |
|
|
| 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 |
108-05 |
105-31 |
2-06 |
2.0% |
0-29 |
0.8% |
77% |
False |
False |
281,962 |
| 10 |
108-06 |
105-31 |
2-07 |
2.1% |
0-26 |
0.7% |
76% |
False |
False |
348,347 |
| 20 |
108-06 |
104-16 |
3-22 |
3.4% |
0-29 |
0.8% |
86% |
False |
False |
413,118 |
| 40 |
111-11 |
104-16 |
6-27 |
6.4% |
0-25 |
0.7% |
46% |
False |
False |
332,961 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-23 |
0.7% |
40% |
False |
False |
222,970 |
| 80 |
113-01 |
104-16 |
8-17 |
7.9% |
0-20 |
0.6% |
37% |
False |
False |
167,346 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-17 |
0.5% |
34% |
False |
False |
133,881 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-14 |
0.4% |
34% |
False |
False |
111,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-00 |
|
2.618 |
111-21 |
|
1.618 |
110-07 |
|
1.000 |
109-11 |
|
0.618 |
108-25 |
|
HIGH |
107-29 |
|
0.618 |
107-11 |
|
0.500 |
107-06 |
|
0.382 |
107-01 |
|
LOW |
106-15 |
|
0.618 |
105-19 |
|
1.000 |
105-01 |
|
1.618 |
104-05 |
|
2.618 |
102-23 |
|
4.250 |
100-12 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-16 |
107-13 |
| PP |
107-11 |
107-06 |
| S1 |
107-06 |
106-30 |
|