ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-18 |
110-05 |
0-19 |
0.5% |
109-01 |
| High |
110-30 |
110-19 |
-0-11 |
-0.3% |
110-30 |
| Low |
109-17 |
109-08 |
-0-09 |
-0.3% |
108-27 |
| Close |
110-19 |
109-27 |
-0-24 |
-0.7% |
109-27 |
| Range |
1-13 |
1-11 |
-0-02 |
-4.4% |
2-03 |
| ATR |
0-30 |
0-31 |
0-01 |
3.2% |
0-00 |
| Volume |
386,424 |
527,600 |
141,176 |
36.5% |
1,952,860 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-30 |
113-07 |
110-19 |
|
| R3 |
112-19 |
111-28 |
110-07 |
|
| R2 |
111-08 |
111-08 |
110-03 |
|
| R1 |
110-17 |
110-17 |
109-31 |
110-07 |
| PP |
109-29 |
109-29 |
109-29 |
109-24 |
| S1 |
109-06 |
109-06 |
109-23 |
108-28 |
| S2 |
108-18 |
108-18 |
109-19 |
|
| S3 |
107-07 |
107-27 |
109-15 |
|
| S4 |
105-28 |
106-16 |
109-03 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-05 |
115-03 |
111-00 |
|
| R3 |
114-02 |
113-00 |
110-13 |
|
| R2 |
111-31 |
111-31 |
110-07 |
|
| R1 |
110-29 |
110-29 |
110-01 |
111-14 |
| PP |
109-28 |
109-28 |
109-28 |
110-04 |
| S1 |
108-26 |
108-26 |
109-21 |
109-11 |
| S2 |
107-25 |
107-25 |
109-15 |
|
| S3 |
105-22 |
106-23 |
109-09 |
|
| S4 |
103-19 |
104-20 |
108-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-30 |
108-27 |
2-03 |
1.9% |
1-01 |
0.9% |
48% |
False |
False |
390,572 |
| 10 |
110-30 |
108-20 |
2-10 |
2.1% |
1-00 |
0.9% |
53% |
False |
False |
409,821 |
| 20 |
110-30 |
108-05 |
2-25 |
2.5% |
0-29 |
0.8% |
61% |
False |
False |
449,855 |
| 40 |
110-30 |
105-21 |
5-09 |
4.8% |
0-28 |
0.8% |
79% |
False |
False |
424,041 |
| 60 |
110-30 |
104-16 |
6-14 |
5.9% |
0-28 |
0.8% |
83% |
False |
False |
428,951 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-26 |
0.7% |
68% |
False |
False |
324,529 |
| 100 |
112-11 |
104-16 |
7-27 |
7.1% |
0-23 |
0.7% |
68% |
False |
False |
259,845 |
| 120 |
113-25 |
104-16 |
9-09 |
8.4% |
0-20 |
0.6% |
58% |
False |
False |
216,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-10 |
|
2.618 |
114-04 |
|
1.618 |
112-25 |
|
1.000 |
111-30 |
|
0.618 |
111-14 |
|
HIGH |
110-19 |
|
0.618 |
110-03 |
|
0.500 |
109-30 |
|
0.382 |
109-24 |
|
LOW |
109-08 |
|
0.618 |
108-13 |
|
1.000 |
107-29 |
|
1.618 |
107-02 |
|
2.618 |
105-23 |
|
4.250 |
103-17 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-30 |
110-03 |
| PP |
109-29 |
110-00 |
| S1 |
109-28 |
109-30 |
|