ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
111-13 |
112-01 |
0-20 |
0.6% |
110-28 |
| High |
112-04 |
112-04 |
0-00 |
0.0% |
112-04 |
| Low |
111-11 |
111-16 |
0-05 |
0.1% |
110-20 |
| Close |
112-03 |
111-25 |
-0-10 |
-0.3% |
111-25 |
| Range |
0-25 |
0-20 |
-0-05 |
-20.0% |
1-16 |
| ATR |
0-27 |
0-27 |
-0-01 |
-1.9% |
0-00 |
| Volume |
491,487 |
506,439 |
14,952 |
3.0% |
2,194,436 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-22 |
113-11 |
112-04 |
|
| R3 |
113-02 |
112-23 |
111-30 |
|
| R2 |
112-14 |
112-14 |
111-29 |
|
| R1 |
112-03 |
112-03 |
111-27 |
111-30 |
| PP |
111-26 |
111-26 |
111-26 |
111-23 |
| S1 |
111-15 |
111-15 |
111-23 |
111-10 |
| S2 |
111-06 |
111-06 |
111-21 |
|
| S3 |
110-18 |
110-27 |
111-20 |
|
| S4 |
109-30 |
110-07 |
111-14 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-00 |
115-13 |
112-19 |
|
| R3 |
114-16 |
113-29 |
112-06 |
|
| R2 |
113-00 |
113-00 |
112-02 |
|
| R1 |
112-13 |
112-13 |
111-29 |
112-22 |
| PP |
111-16 |
111-16 |
111-16 |
111-21 |
| S1 |
110-29 |
110-29 |
111-21 |
111-06 |
| S2 |
110-00 |
110-00 |
111-16 |
|
| S3 |
108-16 |
109-13 |
111-12 |
|
| S4 |
107-00 |
107-29 |
110-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-04 |
110-20 |
1-16 |
1.3% |
0-23 |
0.6% |
77% |
True |
False |
438,887 |
| 10 |
112-04 |
109-18 |
2-18 |
2.3% |
0-24 |
0.7% |
87% |
True |
False |
376,035 |
| 20 |
112-04 |
108-20 |
3-16 |
3.1% |
0-28 |
0.8% |
90% |
True |
False |
392,928 |
| 40 |
112-04 |
106-01 |
6-03 |
5.5% |
0-28 |
0.8% |
94% |
True |
False |
424,216 |
| 60 |
112-04 |
104-16 |
7-20 |
6.8% |
0-28 |
0.8% |
95% |
True |
False |
436,887 |
| 80 |
112-04 |
104-16 |
7-20 |
6.8% |
0-26 |
0.7% |
95% |
True |
False |
371,321 |
| 100 |
112-11 |
104-16 |
7-27 |
7.0% |
0-24 |
0.7% |
93% |
False |
False |
297,377 |
| 120 |
113-01 |
104-16 |
8-17 |
7.6% |
0-22 |
0.6% |
85% |
False |
False |
247,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-25 |
|
2.618 |
113-24 |
|
1.618 |
113-04 |
|
1.000 |
112-24 |
|
0.618 |
112-16 |
|
HIGH |
112-04 |
|
0.618 |
111-28 |
|
0.500 |
111-26 |
|
0.382 |
111-24 |
|
LOW |
111-16 |
|
0.618 |
111-04 |
|
1.000 |
110-28 |
|
1.618 |
110-16 |
|
2.618 |
109-28 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-26 |
111-24 |
| PP |
111-26 |
111-24 |
| S1 |
111-25 |
111-23 |
|