ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-01 |
110-24 |
0-23 |
0.7% |
109-30 |
| High |
110-27 |
110-28 |
0-01 |
0.0% |
110-27 |
| Low |
109-29 |
109-31 |
0-02 |
0.1% |
109-06 |
| Close |
110-20 |
110-06 |
-0-14 |
-0.4% |
110-20 |
| Range |
0-30 |
0-29 |
-0-01 |
-3.3% |
1-21 |
| ATR |
0-27 |
0-27 |
0-00 |
0.5% |
0-00 |
| Volume |
392,670 |
416,467 |
23,797 |
6.1% |
2,583,465 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-02 |
112-17 |
110-22 |
|
| R3 |
112-05 |
111-20 |
110-14 |
|
| R2 |
111-08 |
111-08 |
110-11 |
|
| R1 |
110-23 |
110-23 |
110-09 |
110-17 |
| PP |
110-11 |
110-11 |
110-11 |
110-08 |
| S1 |
109-26 |
109-26 |
110-03 |
109-20 |
| S2 |
109-14 |
109-14 |
110-01 |
|
| S3 |
108-17 |
108-29 |
109-30 |
|
| S4 |
107-20 |
108-00 |
109-22 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-06 |
114-18 |
111-17 |
|
| R3 |
113-17 |
112-29 |
111-03 |
|
| R2 |
111-28 |
111-28 |
110-30 |
|
| R1 |
111-08 |
111-08 |
110-25 |
111-18 |
| PP |
110-07 |
110-07 |
110-07 |
110-12 |
| S1 |
109-19 |
109-19 |
110-15 |
109-29 |
| S2 |
108-18 |
108-18 |
110-10 |
|
| S3 |
106-29 |
107-30 |
110-05 |
|
| S4 |
105-08 |
106-09 |
109-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-28 |
109-06 |
1-22 |
1.5% |
0-29 |
0.8% |
59% |
True |
False |
474,309 |
| 10 |
110-28 |
108-08 |
2-20 |
2.4% |
0-28 |
0.8% |
74% |
True |
False |
489,186 |
| 20 |
110-28 |
106-15 |
4-13 |
4.0% |
0-28 |
0.8% |
84% |
True |
False |
456,496 |
| 40 |
110-28 |
104-16 |
6-12 |
5.8% |
0-28 |
0.8% |
89% |
True |
False |
449,406 |
| 60 |
112-02 |
104-16 |
7-18 |
6.9% |
0-26 |
0.7% |
75% |
False |
False |
371,033 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-24 |
0.7% |
73% |
False |
False |
278,695 |
| 100 |
113-01 |
104-16 |
8-17 |
7.7% |
0-21 |
0.6% |
67% |
False |
False |
223,042 |
| 120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-18 |
0.5% |
61% |
False |
False |
185,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-23 |
|
2.618 |
113-08 |
|
1.618 |
112-11 |
|
1.000 |
111-25 |
|
0.618 |
111-14 |
|
HIGH |
110-28 |
|
0.618 |
110-17 |
|
0.500 |
110-14 |
|
0.382 |
110-10 |
|
LOW |
109-31 |
|
0.618 |
109-13 |
|
1.000 |
109-02 |
|
1.618 |
108-16 |
|
2.618 |
107-19 |
|
4.250 |
106-04 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-14 |
110-09 |
| PP |
110-11 |
110-08 |
| S1 |
110-08 |
110-07 |
|