ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 28-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-28 |
111-14 |
0-18 |
0.5% |
109-28 |
| High |
111-17 |
111-28 |
0-11 |
0.3% |
111-00 |
| Low |
110-20 |
111-09 |
0-21 |
0.6% |
109-18 |
| Close |
111-11 |
111-20 |
0-09 |
0.3% |
110-27 |
| Range |
0-29 |
0-19 |
-0-10 |
-34.5% |
1-14 |
| ATR |
0-29 |
0-28 |
-0-01 |
-2.4% |
0-00 |
| Volume |
322,023 |
357,378 |
35,355 |
11.0% |
1,565,919 |
|
| Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-12 |
113-03 |
111-30 |
|
| R3 |
112-25 |
112-16 |
111-25 |
|
| R2 |
112-06 |
112-06 |
111-23 |
|
| R1 |
111-29 |
111-29 |
111-22 |
112-02 |
| PP |
111-19 |
111-19 |
111-19 |
111-21 |
| S1 |
111-10 |
111-10 |
111-18 |
111-14 |
| S2 |
111-00 |
111-00 |
111-17 |
|
| S3 |
110-13 |
110-23 |
111-15 |
|
| S4 |
109-26 |
110-04 |
111-10 |
|
|
| 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 |
111-28 |
109-23 |
2-05 |
1.9% |
0-24 |
0.7% |
88% |
True |
False |
314,169 |
| 10 |
111-28 |
109-08 |
2-20 |
2.4% |
0-28 |
0.8% |
90% |
True |
False |
353,751 |
| 20 |
111-28 |
108-20 |
3-08 |
2.9% |
0-29 |
0.8% |
92% |
True |
False |
395,610 |
| 40 |
111-28 |
105-31 |
5-29 |
5.3% |
0-28 |
0.8% |
96% |
True |
False |
406,333 |
| 60 |
111-28 |
104-16 |
7-12 |
6.6% |
0-29 |
0.8% |
97% |
True |
False |
433,317 |
| 80 |
112-11 |
104-16 |
7-27 |
7.0% |
0-26 |
0.7% |
91% |
False |
False |
352,446 |
| 100 |
112-11 |
104-16 |
7-27 |
7.0% |
0-24 |
0.7% |
91% |
False |
False |
282,259 |
| 120 |
113-10 |
104-16 |
8-26 |
7.9% |
0-22 |
0.6% |
81% |
False |
False |
235,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-13 |
|
2.618 |
113-14 |
|
1.618 |
112-27 |
|
1.000 |
112-15 |
|
0.618 |
112-08 |
|
HIGH |
111-28 |
|
0.618 |
111-21 |
|
0.500 |
111-18 |
|
0.382 |
111-16 |
|
LOW |
111-09 |
|
0.618 |
110-29 |
|
1.000 |
110-22 |
|
1.618 |
110-10 |
|
2.618 |
109-23 |
|
4.250 |
108-24 |
|
|
| Fisher Pivots for day following 28-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-20 |
111-15 |
| PP |
111-19 |
111-10 |
| S1 |
111-18 |
111-05 |
|