ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-03 |
107-22 |
0-19 |
0.6% |
106-07 |
| High |
107-25 |
107-25 |
0-00 |
0.0% |
108-07 |
| Low |
107-01 |
107-02 |
0-01 |
0.0% |
106-01 |
| Close |
107-23 |
107-09 |
-0-14 |
-0.4% |
106-31 |
| Range |
0-24 |
0-23 |
-0-01 |
-4.2% |
2-06 |
| ATR |
0-28 |
0-28 |
0-00 |
-1.3% |
0-00 |
| Volume |
380,491 |
298,854 |
-81,637 |
-21.5% |
2,210,322 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-17 |
109-04 |
107-22 |
|
| R3 |
108-26 |
108-13 |
107-15 |
|
| R2 |
108-03 |
108-03 |
107-13 |
|
| R1 |
107-22 |
107-22 |
107-11 |
107-17 |
| PP |
107-12 |
107-12 |
107-12 |
107-10 |
| S1 |
106-31 |
106-31 |
107-07 |
106-26 |
| S2 |
106-21 |
106-21 |
107-05 |
|
| S3 |
105-30 |
106-08 |
107-03 |
|
| S4 |
105-07 |
105-17 |
106-28 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-20 |
112-16 |
108-06 |
|
| R3 |
111-14 |
110-10 |
107-18 |
|
| R2 |
109-08 |
109-08 |
107-12 |
|
| R1 |
108-04 |
108-04 |
107-05 |
108-22 |
| PP |
107-02 |
107-02 |
107-02 |
107-12 |
| S1 |
105-30 |
105-30 |
106-25 |
106-16 |
| S2 |
104-28 |
104-28 |
106-18 |
|
| S3 |
102-22 |
103-24 |
106-12 |
|
| S4 |
100-16 |
101-18 |
105-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-07 |
106-16 |
1-23 |
1.6% |
0-29 |
0.8% |
45% |
False |
False |
455,913 |
| 10 |
108-07 |
105-31 |
2-08 |
2.1% |
0-29 |
0.8% |
58% |
False |
False |
368,938 |
| 20 |
108-07 |
105-21 |
2-18 |
2.4% |
0-27 |
0.8% |
63% |
False |
False |
387,242 |
| 40 |
110-05 |
104-16 |
5-21 |
5.3% |
0-27 |
0.8% |
49% |
False |
False |
388,244 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
35% |
False |
False |
260,899 |
| 80 |
112-11 |
104-16 |
7-27 |
7.3% |
0-21 |
0.6% |
35% |
False |
False |
195,832 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-18 |
0.5% |
30% |
False |
False |
156,676 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-15 |
0.4% |
30% |
False |
False |
130,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-27 |
|
2.618 |
109-21 |
|
1.618 |
108-30 |
|
1.000 |
108-16 |
|
0.618 |
108-07 |
|
HIGH |
107-25 |
|
0.618 |
107-16 |
|
0.500 |
107-14 |
|
0.382 |
107-11 |
|
LOW |
107-02 |
|
0.618 |
106-20 |
|
1.000 |
106-11 |
|
1.618 |
105-29 |
|
2.618 |
105-06 |
|
4.250 |
104-00 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-14 |
107-08 |
| PP |
107-12 |
107-06 |
| S1 |
107-10 |
107-05 |
|