ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
111-14 |
111-27 |
0-13 |
0.4% |
109-28 |
| High |
111-28 |
112-01 |
0-05 |
0.1% |
111-00 |
| Low |
111-09 |
111-10 |
0-01 |
0.0% |
109-18 |
| Close |
111-20 |
111-15 |
-0-05 |
-0.1% |
110-27 |
| Range |
0-19 |
0-23 |
0-04 |
21.1% |
1-14 |
| ATR |
0-28 |
0-28 |
0-00 |
-1.3% |
0-00 |
| Volume |
357,378 |
517,109 |
159,731 |
44.7% |
1,565,919 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-24 |
113-11 |
111-28 |
|
| R3 |
113-01 |
112-20 |
111-21 |
|
| R2 |
112-10 |
112-10 |
111-19 |
|
| R1 |
111-29 |
111-29 |
111-17 |
111-24 |
| PP |
111-19 |
111-19 |
111-19 |
111-17 |
| S1 |
111-06 |
111-06 |
111-13 |
111-01 |
| S2 |
110-28 |
110-28 |
111-11 |
|
| S3 |
110-05 |
110-15 |
111-09 |
|
| S4 |
109-14 |
109-24 |
111-02 |
|
|
| 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 |
112-01 |
109-23 |
2-10 |
2.1% |
0-24 |
0.7% |
76% |
True |
False |
353,534 |
| 10 |
112-01 |
109-08 |
2-25 |
2.5% |
0-28 |
0.8% |
80% |
True |
False |
367,645 |
| 20 |
112-01 |
108-20 |
3-13 |
3.1% |
0-28 |
0.8% |
83% |
True |
False |
392,874 |
| 40 |
112-01 |
105-31 |
6-02 |
5.4% |
0-28 |
0.8% |
91% |
True |
False |
412,712 |
| 60 |
112-01 |
104-16 |
7-17 |
6.8% |
0-29 |
0.8% |
93% |
True |
False |
435,612 |
| 80 |
112-11 |
104-16 |
7-27 |
7.0% |
0-26 |
0.7% |
89% |
False |
False |
358,893 |
| 100 |
112-11 |
104-16 |
7-27 |
7.0% |
0-24 |
0.7% |
89% |
False |
False |
287,414 |
| 120 |
113-10 |
104-16 |
8-26 |
7.9% |
0-22 |
0.6% |
79% |
False |
False |
239,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-03 |
|
2.618 |
113-29 |
|
1.618 |
113-06 |
|
1.000 |
112-24 |
|
0.618 |
112-15 |
|
HIGH |
112-01 |
|
0.618 |
111-24 |
|
0.500 |
111-22 |
|
0.382 |
111-19 |
|
LOW |
111-10 |
|
0.618 |
110-28 |
|
1.000 |
110-19 |
|
1.618 |
110-05 |
|
2.618 |
109-14 |
|
4.250 |
108-08 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-22 |
111-14 |
| PP |
111-19 |
111-12 |
| S1 |
111-17 |
111-10 |
|