ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-26 |
107-01 |
-0-25 |
-0.7% |
107-21 |
| High |
108-07 |
107-16 |
-0-23 |
-0.7% |
108-06 |
| Low |
106-31 |
106-16 |
-0-15 |
-0.4% |
105-31 |
| Close |
107-06 |
106-27 |
-0-11 |
-0.3% |
106-03 |
| Range |
1-08 |
1-00 |
-0-08 |
-20.0% |
2-07 |
| ATR |
0-28 |
0-28 |
0-00 |
1.0% |
0-00 |
| Volume |
545,503 |
605,009 |
59,506 |
10.9% |
1,311,229 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-30 |
109-13 |
107-13 |
|
| R3 |
108-30 |
108-13 |
107-04 |
|
| R2 |
107-30 |
107-30 |
107-01 |
|
| R1 |
107-13 |
107-13 |
106-30 |
107-06 |
| PP |
106-30 |
106-30 |
106-30 |
106-27 |
| S1 |
106-13 |
106-13 |
106-24 |
106-06 |
| S2 |
105-30 |
105-30 |
106-21 |
|
| S3 |
104-30 |
105-13 |
106-18 |
|
| S4 |
103-30 |
104-13 |
106-09 |
|
|
| 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 |
108-07 |
105-31 |
2-08 |
2.1% |
1-01 |
1.0% |
39% |
False |
False |
410,130 |
| 10 |
108-07 |
105-31 |
2-08 |
2.1% |
0-29 |
0.8% |
39% |
False |
False |
386,967 |
| 20 |
108-07 |
105-13 |
2-26 |
2.6% |
0-27 |
0.8% |
51% |
False |
False |
420,855 |
| 40 |
111-06 |
104-16 |
6-22 |
6.3% |
0-26 |
0.8% |
35% |
False |
False |
361,465 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
30% |
False |
False |
242,120 |
| 80 |
113-01 |
104-16 |
8-17 |
8.0% |
0-21 |
0.6% |
27% |
False |
False |
181,725 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-18 |
0.5% |
25% |
False |
False |
145,386 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-15 |
0.4% |
25% |
False |
False |
121,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-24 |
|
2.618 |
110-04 |
|
1.618 |
109-04 |
|
1.000 |
108-16 |
|
0.618 |
108-04 |
|
HIGH |
107-16 |
|
0.618 |
107-04 |
|
0.500 |
107-00 |
|
0.382 |
106-28 |
|
LOW |
106-16 |
|
0.618 |
105-28 |
|
1.000 |
105-16 |
|
1.618 |
104-28 |
|
2.618 |
103-28 |
|
4.250 |
102-08 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-00 |
107-11 |
| PP |
106-30 |
107-06 |
| S1 |
106-29 |
107-00 |
|