ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
108-15 |
108-25 |
0-10 |
0.3% |
107-03 |
| High |
108-26 |
109-00 |
0-06 |
0.2% |
108-22 |
| Low |
108-08 |
108-12 |
0-04 |
0.1% |
107-01 |
| Close |
108-15 |
108-28 |
0-13 |
0.4% |
108-13 |
| Range |
0-18 |
0-20 |
0-02 |
11.1% |
1-21 |
| ATR |
0-26 |
0-26 |
0-00 |
-1.7% |
0-00 |
| Volume |
228,762 |
474,206 |
245,444 |
107.3% |
2,000,901 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-20 |
110-12 |
109-07 |
|
| R3 |
110-00 |
109-24 |
109-02 |
|
| R2 |
109-12 |
109-12 |
109-00 |
|
| R1 |
109-04 |
109-04 |
108-30 |
109-08 |
| PP |
108-24 |
108-24 |
108-24 |
108-26 |
| S1 |
108-16 |
108-16 |
108-26 |
108-20 |
| S2 |
108-04 |
108-04 |
108-24 |
|
| S3 |
107-16 |
107-28 |
108-22 |
|
| S4 |
106-28 |
107-08 |
108-17 |
|
|
| 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 |
109-00 |
107-10 |
1-22 |
1.5% |
0-21 |
0.6% |
93% |
True |
False |
395,533 |
| 10 |
109-00 |
106-16 |
2-16 |
2.3% |
0-23 |
0.7% |
95% |
True |
False |
418,207 |
| 20 |
109-00 |
105-31 |
3-01 |
2.8% |
0-26 |
0.7% |
96% |
True |
False |
392,837 |
| 40 |
109-16 |
104-16 |
5-00 |
4.6% |
0-27 |
0.8% |
88% |
False |
False |
438,700 |
| 60 |
112-11 |
104-16 |
7-27 |
7.2% |
0-25 |
0.7% |
56% |
False |
False |
301,380 |
| 80 |
112-11 |
104-16 |
7-27 |
7.2% |
0-21 |
0.6% |
56% |
False |
False |
226,393 |
| 100 |
113-10 |
104-16 |
8-26 |
8.1% |
0-19 |
0.5% |
50% |
False |
False |
181,155 |
| 120 |
113-26 |
104-16 |
9-10 |
8.6% |
0-16 |
0.5% |
47% |
False |
False |
150,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-21 |
|
2.618 |
110-20 |
|
1.618 |
110-00 |
|
1.000 |
109-20 |
|
0.618 |
109-12 |
|
HIGH |
109-00 |
|
0.618 |
108-24 |
|
0.500 |
108-22 |
|
0.382 |
108-20 |
|
LOW |
108-12 |
|
0.618 |
108-00 |
|
1.000 |
107-24 |
|
1.618 |
107-12 |
|
2.618 |
106-24 |
|
4.250 |
105-23 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-26 |
108-25 |
| PP |
108-24 |
108-22 |
| S1 |
108-22 |
108-18 |
|