ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
111-27 |
111-13 |
-0-14 |
-0.4% |
109-28 |
| High |
112-01 |
112-04 |
0-03 |
0.1% |
111-00 |
| Low |
111-10 |
111-11 |
0-01 |
0.0% |
109-18 |
| Close |
111-15 |
112-03 |
0-20 |
0.6% |
110-27 |
| Range |
0-23 |
0-25 |
0-02 |
8.7% |
1-14 |
| ATR |
0-28 |
0-27 |
0-00 |
-0.7% |
0-00 |
| Volume |
517,109 |
491,487 |
-25,622 |
-5.0% |
1,565,919 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-06 |
113-30 |
112-17 |
|
| R3 |
113-13 |
113-05 |
112-10 |
|
| R2 |
112-20 |
112-20 |
112-08 |
|
| R1 |
112-12 |
112-12 |
112-05 |
112-16 |
| PP |
111-27 |
111-27 |
111-27 |
111-30 |
| S1 |
111-19 |
111-19 |
112-01 |
111-23 |
| S2 |
111-02 |
111-02 |
111-30 |
|
| S3 |
110-09 |
110-26 |
111-28 |
|
| S4 |
109-16 |
110-01 |
111-21 |
|
|
| 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 |
112-04 |
110-14 |
1-22 |
1.5% |
0-23 |
0.6% |
98% |
True |
False |
392,635 |
| 10 |
112-04 |
109-08 |
2-28 |
2.6% |
0-26 |
0.7% |
99% |
True |
False |
378,151 |
| 20 |
112-04 |
108-20 |
3-16 |
3.1% |
0-28 |
0.8% |
99% |
True |
False |
387,240 |
| 40 |
112-04 |
105-31 |
6-05 |
5.5% |
0-28 |
0.8% |
99% |
True |
False |
418,807 |
| 60 |
112-04 |
104-16 |
7-20 |
6.8% |
0-29 |
0.8% |
100% |
True |
False |
436,285 |
| 80 |
112-04 |
104-16 |
7-20 |
6.8% |
0-26 |
0.7% |
100% |
True |
False |
365,008 |
| 100 |
112-11 |
104-16 |
7-27 |
7.0% |
0-24 |
0.7% |
97% |
False |
False |
292,314 |
| 120 |
113-09 |
104-16 |
8-25 |
7.8% |
0-22 |
0.6% |
86% |
False |
False |
243,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-14 |
|
2.618 |
114-05 |
|
1.618 |
113-12 |
|
1.000 |
112-29 |
|
0.618 |
112-19 |
|
HIGH |
112-04 |
|
0.618 |
111-26 |
|
0.500 |
111-24 |
|
0.382 |
111-21 |
|
LOW |
111-11 |
|
0.618 |
110-28 |
|
1.000 |
110-18 |
|
1.618 |
110-03 |
|
2.618 |
109-10 |
|
4.250 |
108-01 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-31 |
111-31 |
| PP |
111-27 |
111-27 |
| S1 |
111-24 |
111-22 |
|