ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-20 |
110-11 |
0-23 |
0.7% |
108-16 |
| High |
110-11 |
110-25 |
0-14 |
0.4% |
110-10 |
| Low |
109-06 |
109-26 |
0-20 |
0.6% |
108-05 |
| Close |
110-02 |
110-02 |
0-00 |
0.0% |
109-25 |
| Range |
1-05 |
0-31 |
-0-06 |
-16.2% |
2-05 |
| ATR |
0-27 |
0-28 |
0-00 |
1.0% |
0-00 |
| Volume |
386,402 |
571,831 |
185,429 |
48.0% |
2,315,421 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-04 |
112-18 |
110-19 |
|
| R3 |
112-05 |
111-19 |
110-11 |
|
| R2 |
111-06 |
111-06 |
110-08 |
|
| R1 |
110-20 |
110-20 |
110-05 |
110-14 |
| PP |
110-07 |
110-07 |
110-07 |
110-04 |
| S1 |
109-21 |
109-21 |
109-31 |
109-14 |
| S2 |
109-08 |
109-08 |
109-28 |
|
| S3 |
108-09 |
108-22 |
109-25 |
|
| S4 |
107-10 |
107-23 |
109-17 |
|
|
| 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 |
110-25 |
108-22 |
2-03 |
1.9% |
1-00 |
0.9% |
66% |
True |
False |
555,116 |
| 10 |
110-25 |
107-10 |
3-15 |
3.2% |
0-27 |
0.8% |
79% |
True |
False |
475,325 |
| 20 |
110-25 |
105-31 |
4-26 |
4.4% |
0-28 |
0.8% |
85% |
True |
False |
432,550 |
| 40 |
110-25 |
104-16 |
6-09 |
5.7% |
0-29 |
0.8% |
89% |
True |
False |
456,980 |
| 60 |
112-11 |
104-16 |
7-27 |
7.1% |
0-25 |
0.7% |
71% |
False |
False |
347,566 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-23 |
0.7% |
71% |
False |
False |
261,049 |
| 100 |
113-10 |
104-16 |
8-26 |
8.0% |
0-20 |
0.6% |
63% |
False |
False |
208,909 |
| 120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-18 |
0.5% |
60% |
False |
False |
174,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-29 |
|
2.618 |
113-10 |
|
1.618 |
112-11 |
|
1.000 |
111-24 |
|
0.618 |
111-12 |
|
HIGH |
110-25 |
|
0.618 |
110-13 |
|
0.500 |
110-10 |
|
0.382 |
110-06 |
|
LOW |
109-26 |
|
0.618 |
109-07 |
|
1.000 |
108-27 |
|
1.618 |
108-08 |
|
2.618 |
107-09 |
|
4.250 |
105-22 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-10 |
110-01 |
| PP |
110-07 |
110-00 |
| S1 |
110-04 |
110-00 |
|