ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
111-26 |
111-20 |
-0-06 |
-0.2% |
110-28 |
| High |
112-03 |
112-19 |
0-16 |
0.4% |
112-04 |
| Low |
111-13 |
111-13 |
0-00 |
0.0% |
110-20 |
| Close |
111-21 |
112-16 |
0-27 |
0.8% |
111-25 |
| Range |
0-22 |
1-06 |
0-16 |
72.7% |
1-16 |
| ATR |
0-27 |
0-27 |
0-01 |
3.1% |
0-00 |
| Volume |
128,737 |
57,037 |
-71,700 |
-55.7% |
2,194,436 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-23 |
115-10 |
113-05 |
|
| R3 |
114-17 |
114-04 |
112-26 |
|
| R2 |
113-11 |
113-11 |
112-23 |
|
| R1 |
112-30 |
112-30 |
112-19 |
113-04 |
| PP |
112-05 |
112-05 |
112-05 |
112-09 |
| S1 |
111-24 |
111-24 |
112-13 |
111-30 |
| S2 |
110-31 |
110-31 |
112-09 |
|
| S3 |
109-25 |
110-18 |
112-06 |
|
| S4 |
108-19 |
109-12 |
111-27 |
|
|
| 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 |
112-19 |
111-10 |
1-09 |
1.1% |
0-26 |
0.7% |
93% |
True |
False |
340,161 |
| 10 |
112-19 |
109-23 |
2-28 |
2.6% |
0-25 |
0.7% |
97% |
True |
False |
327,165 |
| 20 |
112-19 |
108-20 |
3-31 |
3.5% |
0-28 |
0.8% |
98% |
True |
False |
363,917 |
| 40 |
112-19 |
106-16 |
6-03 |
5.4% |
0-28 |
0.8% |
98% |
True |
False |
413,608 |
| 60 |
112-19 |
104-16 |
8-03 |
7.2% |
0-28 |
0.8% |
99% |
True |
False |
413,445 |
| 80 |
112-19 |
104-16 |
8-03 |
7.2% |
0-26 |
0.7% |
99% |
True |
False |
373,285 |
| 100 |
112-19 |
104-16 |
8-03 |
7.2% |
0-25 |
0.7% |
99% |
True |
False |
299,226 |
| 120 |
113-01 |
104-16 |
8-17 |
7.6% |
0-22 |
0.6% |
94% |
False |
False |
249,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-20 |
|
2.618 |
115-22 |
|
1.618 |
114-16 |
|
1.000 |
113-25 |
|
0.618 |
113-10 |
|
HIGH |
112-19 |
|
0.618 |
112-04 |
|
0.500 |
112-00 |
|
0.382 |
111-28 |
|
LOW |
111-13 |
|
0.618 |
110-22 |
|
1.000 |
110-07 |
|
1.618 |
109-16 |
|
2.618 |
108-10 |
|
4.250 |
106-12 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-11 |
112-11 |
| PP |
112-05 |
112-05 |
| S1 |
112-00 |
112-00 |
|