ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-10 |
109-01 |
-0-09 |
-0.3% |
110-24 |
| High |
109-22 |
109-18 |
-0-04 |
-0.1% |
110-28 |
| Low |
108-31 |
108-27 |
-0-04 |
-0.1% |
108-20 |
| Close |
109-10 |
109-15 |
0-05 |
0.1% |
109-10 |
| Range |
0-23 |
0-23 |
0-00 |
0.0% |
2-08 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.5% |
0-00 |
| Volume |
604,977 |
396,734 |
-208,243 |
-34.4% |
2,145,355 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-14 |
111-06 |
109-28 |
|
| R3 |
110-23 |
110-15 |
109-21 |
|
| R2 |
110-00 |
110-00 |
109-19 |
|
| R1 |
109-24 |
109-24 |
109-17 |
109-28 |
| PP |
109-09 |
109-09 |
109-09 |
109-12 |
| S1 |
109-01 |
109-01 |
109-13 |
109-05 |
| S2 |
108-18 |
108-18 |
109-11 |
|
| S3 |
107-27 |
108-10 |
109-09 |
|
| S4 |
107-04 |
107-19 |
109-02 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-11 |
115-03 |
110-18 |
|
| R3 |
114-03 |
112-27 |
109-30 |
|
| R2 |
111-27 |
111-27 |
109-23 |
|
| R1 |
110-19 |
110-19 |
109-17 |
110-03 |
| PP |
109-19 |
109-19 |
109-19 |
109-12 |
| S1 |
108-11 |
108-11 |
109-03 |
107-27 |
| S2 |
107-11 |
107-11 |
108-29 |
|
| S3 |
105-03 |
106-03 |
108-22 |
|
| S4 |
102-27 |
103-27 |
108-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-18 |
108-20 |
1-30 |
1.8% |
0-30 |
0.9% |
44% |
False |
False |
425,124 |
| 10 |
110-28 |
108-20 |
2-08 |
2.1% |
0-30 |
0.8% |
38% |
False |
False |
449,716 |
| 20 |
110-28 |
107-02 |
3-26 |
3.5% |
0-27 |
0.8% |
63% |
False |
False |
453,069 |
| 40 |
110-28 |
105-21 |
5-07 |
4.8% |
0-27 |
0.8% |
73% |
False |
False |
424,524 |
| 60 |
110-28 |
104-16 |
6-12 |
5.8% |
0-27 |
0.8% |
78% |
False |
False |
405,139 |
| 80 |
112-11 |
104-16 |
7-27 |
7.2% |
0-25 |
0.7% |
63% |
False |
False |
305,222 |
| 100 |
112-11 |
104-16 |
7-27 |
7.2% |
0-22 |
0.6% |
63% |
False |
False |
244,294 |
| 120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-20 |
0.6% |
53% |
False |
False |
203,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-20 |
|
2.618 |
111-14 |
|
1.618 |
110-23 |
|
1.000 |
110-09 |
|
0.618 |
110-00 |
|
HIGH |
109-18 |
|
0.618 |
109-09 |
|
0.500 |
109-06 |
|
0.382 |
109-04 |
|
LOW |
108-27 |
|
0.618 |
108-13 |
|
1.000 |
108-04 |
|
1.618 |
107-22 |
|
2.618 |
106-31 |
|
4.250 |
105-25 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-12 |
109-13 |
| PP |
109-09 |
109-10 |
| S1 |
109-06 |
109-08 |
|