ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
112-01 |
111-26 |
-0-07 |
-0.2% |
110-28 |
High |
112-04 |
112-03 |
-0-01 |
0.0% |
112-04 |
Low |
111-16 |
111-13 |
-0-03 |
-0.1% |
110-20 |
Close |
111-25 |
111-21 |
-0-04 |
-0.1% |
111-25 |
Range |
0-20 |
0-22 |
0-02 |
10.0% |
1-16 |
ATR |
0-27 |
0-27 |
0-00 |
-1.3% |
0-00 |
Volume |
506,439 |
128,737 |
-377,702 |
-74.6% |
2,194,436 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-25 |
113-13 |
112-01 |
|
R3 |
113-03 |
112-23 |
111-27 |
|
R2 |
112-13 |
112-13 |
111-25 |
|
R1 |
112-01 |
112-01 |
111-23 |
111-28 |
PP |
111-23 |
111-23 |
111-23 |
111-20 |
S1 |
111-11 |
111-11 |
111-19 |
111-06 |
S2 |
111-01 |
111-01 |
111-17 |
|
S3 |
110-11 |
110-21 |
111-15 |
|
S4 |
109-21 |
109-31 |
111-09 |
|
|
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 |
111-09 |
0-27 |
0.8% |
0-22 |
0.6% |
44% |
False |
False |
400,230 |
10 |
112-04 |
109-23 |
2-13 |
2.2% |
0-23 |
0.6% |
81% |
False |
False |
347,607 |
20 |
112-04 |
108-20 |
3-16 |
3.1% |
0-28 |
0.8% |
87% |
False |
False |
378,542 |
40 |
112-04 |
106-15 |
5-21 |
5.1% |
0-28 |
0.8% |
92% |
False |
False |
417,519 |
60 |
112-04 |
104-16 |
7-20 |
6.8% |
0-28 |
0.8% |
94% |
False |
False |
425,784 |
80 |
112-04 |
104-16 |
7-20 |
6.8% |
0-26 |
0.7% |
94% |
False |
False |
372,910 |
100 |
112-11 |
104-16 |
7-27 |
7.0% |
0-25 |
0.7% |
91% |
False |
False |
298,664 |
120 |
113-01 |
104-16 |
8-17 |
7.6% |
0-22 |
0.6% |
84% |
False |
False |
248,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-00 |
2.618 |
113-29 |
1.618 |
113-07 |
1.000 |
112-25 |
0.618 |
112-17 |
HIGH |
112-03 |
0.618 |
111-27 |
0.500 |
111-24 |
0.382 |
111-21 |
LOW |
111-13 |
0.618 |
110-31 |
1.000 |
110-23 |
1.618 |
110-09 |
2.618 |
109-19 |
4.250 |
108-16 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
111-24 |
111-24 |
PP |
111-23 |
111-23 |
S1 |
111-22 |
111-22 |
|