ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
111-20 |
112-15 |
0-27 |
0.8% |
110-28 |
| High |
112-19 |
112-21 |
0-02 |
0.1% |
112-04 |
| Low |
111-13 |
112-04 |
0-23 |
0.6% |
110-20 |
| Close |
112-16 |
112-09 |
-0-07 |
-0.2% |
111-25 |
| Range |
1-06 |
0-17 |
-0-21 |
-55.3% |
1-16 |
| ATR |
0-27 |
0-27 |
-0-01 |
-2.7% |
0-00 |
| Volume |
57,037 |
67,667 |
10,630 |
18.6% |
2,194,436 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-30 |
113-21 |
112-18 |
|
| R3 |
113-13 |
113-04 |
112-14 |
|
| R2 |
112-28 |
112-28 |
112-12 |
|
| R1 |
112-19 |
112-19 |
112-11 |
112-15 |
| PP |
112-11 |
112-11 |
112-11 |
112-10 |
| S1 |
112-02 |
112-02 |
112-07 |
111-30 |
| S2 |
111-26 |
111-26 |
112-06 |
|
| S3 |
111-09 |
111-17 |
112-04 |
|
| S4 |
110-24 |
111-00 |
112-00 |
|
|
| 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 |
112-21 |
111-11 |
1-10 |
1.2% |
0-24 |
0.7% |
71% |
True |
False |
250,273 |
| 10 |
112-21 |
109-23 |
2-30 |
2.6% |
0-24 |
0.7% |
87% |
True |
False |
301,903 |
| 20 |
112-21 |
108-21 |
4-00 |
3.6% |
0-27 |
0.8% |
91% |
True |
False |
349,438 |
| 40 |
112-21 |
106-16 |
6-05 |
5.5% |
0-27 |
0.8% |
94% |
True |
False |
401,662 |
| 60 |
112-21 |
104-16 |
8-05 |
7.3% |
0-27 |
0.8% |
95% |
True |
False |
407,892 |
| 80 |
112-21 |
104-16 |
8-05 |
7.3% |
0-27 |
0.7% |
95% |
True |
False |
374,088 |
| 100 |
112-21 |
104-16 |
8-05 |
7.3% |
0-25 |
0.7% |
95% |
True |
False |
299,896 |
| 120 |
113-01 |
104-16 |
8-17 |
7.6% |
0-23 |
0.6% |
91% |
False |
False |
249,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-29 |
|
2.618 |
114-02 |
|
1.618 |
113-17 |
|
1.000 |
113-06 |
|
0.618 |
113-00 |
|
HIGH |
112-21 |
|
0.618 |
112-15 |
|
0.500 |
112-12 |
|
0.382 |
112-10 |
|
LOW |
112-04 |
|
0.618 |
111-25 |
|
1.000 |
111-19 |
|
1.618 |
111-08 |
|
2.618 |
110-23 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-12 |
112-06 |
| PP |
112-11 |
112-04 |
| S1 |
112-10 |
112-01 |
|