ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-14 |
110-28 |
0-14 |
0.4% |
109-28 |
| High |
111-00 |
111-17 |
0-17 |
0.5% |
111-00 |
| Low |
110-14 |
110-20 |
0-06 |
0.2% |
109-18 |
| Close |
110-27 |
111-11 |
0-16 |
0.5% |
110-27 |
| Range |
0-18 |
0-29 |
0-11 |
61.1% |
1-14 |
| ATR |
0-29 |
0-29 |
0-00 |
0.1% |
0-00 |
| Volume |
275,181 |
322,023 |
46,842 |
17.0% |
1,565,919 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-28 |
113-17 |
111-27 |
|
| R3 |
112-31 |
112-20 |
111-19 |
|
| R2 |
112-02 |
112-02 |
111-16 |
|
| R1 |
111-23 |
111-23 |
111-14 |
111-28 |
| PP |
111-05 |
111-05 |
111-05 |
111-08 |
| S1 |
110-26 |
110-26 |
111-08 |
111-00 |
| S2 |
110-08 |
110-08 |
111-06 |
|
| S3 |
109-11 |
109-29 |
111-03 |
|
| S4 |
108-14 |
109-00 |
110-27 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-25 |
114-08 |
111-20 |
|
| R3 |
113-11 |
112-26 |
111-08 |
|
| R2 |
111-29 |
111-29 |
111-03 |
|
| R1 |
111-12 |
111-12 |
110-31 |
111-20 |
| PP |
110-15 |
110-15 |
110-15 |
110-19 |
| S1 |
109-30 |
109-30 |
110-23 |
110-06 |
| S2 |
109-01 |
109-01 |
110-19 |
|
| S3 |
107-19 |
108-16 |
110-14 |
|
| S4 |
106-05 |
107-02 |
110-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-17 |
109-23 |
1-26 |
1.6% |
0-24 |
0.7% |
90% |
True |
False |
294,985 |
| 10 |
111-17 |
109-00 |
2-17 |
2.3% |
0-29 |
0.8% |
93% |
True |
False |
344,406 |
| 20 |
111-17 |
108-20 |
2-29 |
2.6% |
0-29 |
0.8% |
94% |
True |
False |
397,061 |
| 40 |
111-17 |
105-31 |
5-18 |
5.0% |
0-28 |
0.8% |
97% |
True |
False |
410,187 |
| 60 |
111-17 |
104-16 |
7-01 |
6.3% |
0-29 |
0.8% |
97% |
True |
False |
436,814 |
| 80 |
112-11 |
104-16 |
7-27 |
7.0% |
0-26 |
0.7% |
87% |
False |
False |
347,993 |
| 100 |
112-11 |
104-16 |
7-27 |
7.0% |
0-24 |
0.7% |
87% |
False |
False |
278,696 |
| 120 |
113-10 |
104-16 |
8-26 |
7.9% |
0-22 |
0.6% |
78% |
False |
False |
232,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-12 |
|
2.618 |
113-29 |
|
1.618 |
113-00 |
|
1.000 |
112-14 |
|
0.618 |
112-03 |
|
HIGH |
111-17 |
|
0.618 |
111-06 |
|
0.500 |
111-02 |
|
0.382 |
110-31 |
|
LOW |
110-20 |
|
0.618 |
110-02 |
|
1.000 |
109-23 |
|
1.618 |
109-05 |
|
2.618 |
108-08 |
|
4.250 |
106-25 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-08 |
111-03 |
| PP |
111-05 |
110-28 |
| S1 |
111-02 |
110-20 |
|