ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-22 |
107-27 |
0-05 |
0.1% |
107-03 |
| High |
107-29 |
108-22 |
0-25 |
0.7% |
108-22 |
| Low |
107-10 |
107-23 |
0-13 |
0.4% |
107-01 |
| Close |
107-25 |
108-13 |
0-20 |
0.6% |
108-13 |
| Range |
0-19 |
0-31 |
0-12 |
63.2% |
1-21 |
| ATR |
0-27 |
0-27 |
0-00 |
1.0% |
0-00 |
| Volume |
528,084 |
323,128 |
-204,956 |
-38.8% |
2,000,901 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-06 |
110-24 |
108-30 |
|
| R3 |
110-07 |
109-25 |
108-22 |
|
| R2 |
109-08 |
109-08 |
108-19 |
|
| R1 |
108-26 |
108-26 |
108-16 |
109-01 |
| PP |
108-09 |
108-09 |
108-09 |
108-12 |
| S1 |
107-27 |
107-27 |
108-10 |
108-02 |
| S2 |
107-10 |
107-10 |
108-07 |
|
| S3 |
106-11 |
106-28 |
108-04 |
|
| S4 |
105-12 |
105-29 |
107-28 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-00 |
112-12 |
109-10 |
|
| R3 |
111-11 |
110-23 |
108-28 |
|
| R2 |
109-22 |
109-22 |
108-23 |
|
| R1 |
109-02 |
109-02 |
108-18 |
109-12 |
| PP |
108-01 |
108-01 |
108-01 |
108-06 |
| S1 |
107-13 |
107-13 |
108-08 |
107-23 |
| S2 |
106-12 |
106-12 |
108-03 |
|
| S3 |
104-23 |
105-24 |
107-30 |
|
| S4 |
103-02 |
104-03 |
107-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-22 |
107-01 |
1-21 |
1.5% |
0-24 |
0.7% |
83% |
True |
False |
400,180 |
| 10 |
108-22 |
106-01 |
2-21 |
2.5% |
0-28 |
0.8% |
89% |
True |
False |
421,122 |
| 20 |
108-22 |
105-21 |
3-01 |
2.8% |
0-26 |
0.8% |
91% |
True |
False |
398,227 |
| 40 |
109-19 |
104-16 |
5-03 |
4.7% |
0-27 |
0.8% |
77% |
False |
False |
418,499 |
| 60 |
112-11 |
104-16 |
7-27 |
7.2% |
0-25 |
0.7% |
50% |
False |
False |
282,753 |
| 80 |
112-11 |
104-16 |
7-27 |
7.2% |
0-21 |
0.6% |
50% |
False |
False |
212,342 |
| 100 |
113-25 |
104-16 |
9-09 |
8.6% |
0-19 |
0.5% |
42% |
False |
False |
169,891 |
| 120 |
113-26 |
104-16 |
9-10 |
8.6% |
0-16 |
0.5% |
42% |
False |
False |
141,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-26 |
|
2.618 |
111-07 |
|
1.618 |
110-08 |
|
1.000 |
109-21 |
|
0.618 |
109-09 |
|
HIGH |
108-22 |
|
0.618 |
108-10 |
|
0.500 |
108-06 |
|
0.382 |
108-03 |
|
LOW |
107-23 |
|
0.618 |
107-04 |
|
1.000 |
106-24 |
|
1.618 |
106-05 |
|
2.618 |
105-06 |
|
4.250 |
103-19 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-11 |
108-09 |
| PP |
108-09 |
108-04 |
| S1 |
108-06 |
108-00 |
|