ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
108-27 |
109-27 |
1-00 |
0.9% |
108-16 |
| High |
110-05 |
110-10 |
0-05 |
0.1% |
110-10 |
| Low |
108-22 |
109-16 |
0-26 |
0.7% |
108-05 |
| Close |
109-29 |
109-25 |
-0-04 |
-0.1% |
109-25 |
| Range |
1-15 |
0-26 |
-0-21 |
-44.7% |
2-05 |
| ATR |
0-27 |
0-27 |
0-00 |
-0.3% |
0-00 |
| Volume |
426,685 |
762,280 |
335,595 |
78.7% |
2,315,421 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-10 |
111-27 |
110-07 |
|
| R3 |
111-16 |
111-01 |
110-00 |
|
| R2 |
110-22 |
110-22 |
109-30 |
|
| R1 |
110-07 |
110-07 |
109-27 |
110-02 |
| PP |
109-28 |
109-28 |
109-28 |
109-25 |
| S1 |
109-13 |
109-13 |
109-23 |
109-08 |
| S2 |
109-02 |
109-02 |
109-20 |
|
| S3 |
108-08 |
108-19 |
109-18 |
|
| S4 |
107-14 |
107-25 |
109-11 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-28 |
115-00 |
110-31 |
|
| R3 |
113-23 |
112-27 |
110-12 |
|
| R2 |
111-18 |
111-18 |
110-06 |
|
| R1 |
110-22 |
110-22 |
109-31 |
111-04 |
| PP |
109-13 |
109-13 |
109-13 |
109-20 |
| S1 |
108-17 |
108-17 |
109-19 |
108-31 |
| S2 |
107-08 |
107-08 |
109-12 |
|
| S3 |
105-03 |
106-12 |
109-06 |
|
| S4 |
102-30 |
104-07 |
108-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-10 |
108-05 |
2-05 |
2.0% |
0-26 |
0.7% |
75% |
True |
False |
463,084 |
| 10 |
110-10 |
107-01 |
3-09 |
3.0% |
0-25 |
0.7% |
84% |
True |
False |
431,632 |
| 20 |
110-10 |
105-31 |
4-11 |
4.0% |
0-27 |
0.8% |
88% |
True |
False |
411,573 |
| 40 |
110-10 |
104-16 |
5-26 |
5.3% |
0-28 |
0.8% |
91% |
True |
False |
454,402 |
| 60 |
112-11 |
104-16 |
7-27 |
7.1% |
0-25 |
0.7% |
67% |
False |
False |
321,170 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-22 |
0.6% |
67% |
False |
False |
241,252 |
| 100 |
113-10 |
104-16 |
8-26 |
8.0% |
0-20 |
0.6% |
60% |
False |
False |
193,043 |
| 120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-17 |
0.5% |
57% |
False |
False |
160,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-24 |
|
2.618 |
112-14 |
|
1.618 |
111-20 |
|
1.000 |
111-04 |
|
0.618 |
110-26 |
|
HIGH |
110-10 |
|
0.618 |
110-00 |
|
0.500 |
109-29 |
|
0.382 |
109-26 |
|
LOW |
109-16 |
|
0.618 |
109-00 |
|
1.000 |
108-22 |
|
1.618 |
108-06 |
|
2.618 |
107-12 |
|
4.250 |
106-02 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-29 |
109-20 |
| PP |
109-28 |
109-16 |
| S1 |
109-26 |
109-11 |
|