ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
108-25 |
108-27 |
0-02 |
0.1% |
107-03 |
| High |
109-00 |
110-05 |
1-05 |
1.1% |
108-22 |
| Low |
108-12 |
108-22 |
0-10 |
0.3% |
107-01 |
| Close |
108-28 |
109-29 |
1-01 |
0.9% |
108-13 |
| Range |
0-20 |
1-15 |
0-27 |
135.0% |
1-21 |
| ATR |
0-26 |
0-27 |
0-02 |
6.0% |
0-00 |
| Volume |
474,206 |
426,685 |
-47,521 |
-10.0% |
2,000,901 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-00 |
113-13 |
110-23 |
|
| R3 |
112-17 |
111-30 |
110-10 |
|
| R2 |
111-02 |
111-02 |
110-06 |
|
| R1 |
110-15 |
110-15 |
110-01 |
110-24 |
| PP |
109-19 |
109-19 |
109-19 |
109-23 |
| S1 |
109-00 |
109-00 |
109-25 |
109-10 |
| S2 |
108-04 |
108-04 |
109-20 |
|
| S3 |
106-21 |
107-17 |
109-16 |
|
| S4 |
105-06 |
106-02 |
109-03 |
|
|
| 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 |
110-05 |
107-23 |
2-14 |
2.2% |
0-27 |
0.8% |
90% |
True |
False |
375,253 |
| 10 |
110-05 |
106-17 |
3-20 |
3.3% |
0-25 |
0.7% |
93% |
True |
False |
400,375 |
| 20 |
110-05 |
105-31 |
4-06 |
3.8% |
0-27 |
0.8% |
94% |
True |
False |
393,671 |
| 40 |
110-05 |
104-16 |
5-21 |
5.1% |
0-28 |
0.8% |
96% |
True |
False |
442,331 |
| 60 |
112-11 |
104-16 |
7-27 |
7.1% |
0-25 |
0.7% |
69% |
False |
False |
308,484 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-22 |
0.6% |
69% |
False |
False |
231,724 |
| 100 |
113-10 |
104-16 |
8-26 |
8.0% |
0-20 |
0.6% |
61% |
False |
False |
185,421 |
| 120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-17 |
0.5% |
58% |
False |
False |
154,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-13 |
|
2.618 |
114-00 |
|
1.618 |
112-17 |
|
1.000 |
111-20 |
|
0.618 |
111-02 |
|
HIGH |
110-05 |
|
0.618 |
109-19 |
|
0.500 |
109-14 |
|
0.382 |
109-08 |
|
LOW |
108-22 |
|
0.618 |
107-25 |
|
1.000 |
107-07 |
|
1.618 |
106-10 |
|
2.618 |
104-27 |
|
4.250 |
102-14 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-24 |
109-22 |
| PP |
109-19 |
109-14 |
| S1 |
109-14 |
109-06 |
|