ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
109-30 |
109-20 |
-0-10 |
-0.3% |
108-16 |
| High |
110-04 |
110-11 |
0-07 |
0.2% |
110-10 |
| Low |
109-16 |
109-06 |
-0-10 |
-0.3% |
108-05 |
| Close |
109-20 |
110-02 |
0-14 |
0.4% |
109-25 |
| Range |
0-20 |
1-05 |
0-17 |
85.0% |
2-05 |
| ATR |
0-27 |
0-27 |
0-01 |
2.8% |
0-00 |
| Volume |
628,385 |
386,402 |
-241,983 |
-38.5% |
2,315,421 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-11 |
112-27 |
110-22 |
|
| R3 |
112-06 |
111-22 |
110-12 |
|
| R2 |
111-01 |
111-01 |
110-09 |
|
| R1 |
110-17 |
110-17 |
110-05 |
110-25 |
| PP |
109-28 |
109-28 |
109-28 |
110-00 |
| S1 |
109-12 |
109-12 |
109-31 |
109-20 |
| S2 |
108-23 |
108-23 |
109-27 |
|
| S3 |
107-18 |
108-07 |
109-24 |
|
| S4 |
106-13 |
107-02 |
109-14 |
|
|
| 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 |
110-11 |
108-12 |
1-31 |
1.8% |
0-30 |
0.9% |
86% |
True |
False |
535,591 |
| 10 |
110-11 |
107-10 |
3-01 |
2.8% |
0-26 |
0.7% |
91% |
True |
False |
465,176 |
| 20 |
110-11 |
105-31 |
4-12 |
4.0% |
0-27 |
0.8% |
94% |
True |
False |
417,057 |
| 40 |
110-11 |
104-16 |
5-27 |
5.3% |
0-29 |
0.8% |
95% |
True |
False |
452,170 |
| 60 |
112-11 |
104-16 |
7-27 |
7.1% |
0-25 |
0.7% |
71% |
False |
False |
338,057 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-23 |
0.6% |
71% |
False |
False |
253,922 |
| 100 |
113-10 |
104-16 |
8-26 |
8.0% |
0-20 |
0.6% |
63% |
False |
False |
203,191 |
| 120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-18 |
0.5% |
60% |
False |
False |
169,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-08 |
|
2.618 |
113-12 |
|
1.618 |
112-07 |
|
1.000 |
111-16 |
|
0.618 |
111-02 |
|
HIGH |
110-11 |
|
0.618 |
109-29 |
|
0.500 |
109-24 |
|
0.382 |
109-20 |
|
LOW |
109-06 |
|
0.618 |
108-15 |
|
1.000 |
108-01 |
|
1.618 |
107-10 |
|
2.618 |
106-05 |
|
4.250 |
104-09 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-31 |
109-31 |
| PP |
109-28 |
109-28 |
| S1 |
109-24 |
109-24 |
|