ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-05 |
109-26 |
-0-11 |
-0.3% |
109-30 |
| High |
110-18 |
109-26 |
-0-24 |
-0.7% |
110-27 |
| Low |
109-22 |
108-20 |
-1-02 |
-1.0% |
109-06 |
| Close |
110-06 |
108-30 |
-1-08 |
-1.1% |
110-20 |
| Range |
0-28 |
1-06 |
0-10 |
35.7% |
1-21 |
| ATR |
0-27 |
0-29 |
0-02 |
5.9% |
0-00 |
| Volume |
349,523 |
357,257 |
7,734 |
2.2% |
2,583,465 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-22 |
112-00 |
109-19 |
|
| R3 |
111-16 |
110-26 |
109-08 |
|
| R2 |
110-10 |
110-10 |
109-05 |
|
| R1 |
109-20 |
109-20 |
109-01 |
109-12 |
| PP |
109-04 |
109-04 |
109-04 |
109-00 |
| S1 |
108-14 |
108-14 |
108-27 |
108-06 |
| S2 |
107-30 |
107-30 |
108-23 |
|
| S3 |
106-24 |
107-08 |
108-20 |
|
| S4 |
105-18 |
106-02 |
108-09 |
|
|
| 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 |
108-20 |
2-08 |
2.1% |
0-29 |
0.8% |
14% |
False |
True |
424,018 |
| 10 |
110-28 |
108-20 |
2-08 |
2.1% |
0-30 |
0.9% |
14% |
False |
True |
489,567 |
| 20 |
110-28 |
106-16 |
4-12 |
4.0% |
0-27 |
0.8% |
56% |
False |
False |
453,887 |
| 40 |
110-28 |
104-16 |
6-12 |
5.9% |
0-28 |
0.8% |
70% |
False |
False |
437,119 |
| 60 |
111-09 |
104-16 |
6-25 |
6.2% |
0-26 |
0.8% |
65% |
False |
False |
382,304 |
| 80 |
112-11 |
104-16 |
7-27 |
7.2% |
0-24 |
0.7% |
57% |
False |
False |
287,511 |
| 100 |
113-01 |
104-16 |
8-17 |
7.8% |
0-22 |
0.6% |
52% |
False |
False |
230,108 |
| 120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-19 |
0.5% |
48% |
False |
False |
191,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-28 |
|
2.618 |
112-29 |
|
1.618 |
111-23 |
|
1.000 |
111-00 |
|
0.618 |
110-17 |
|
HIGH |
109-26 |
|
0.618 |
109-11 |
|
0.500 |
109-07 |
|
0.382 |
109-03 |
|
LOW |
108-20 |
|
0.618 |
107-29 |
|
1.000 |
107-14 |
|
1.618 |
106-23 |
|
2.618 |
105-17 |
|
4.250 |
103-18 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-07 |
109-24 |
| PP |
109-04 |
109-15 |
| S1 |
109-01 |
109-07 |
|