ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-15 |
112-04 |
-0-11 |
-0.3% |
111-26 |
| High |
112-21 |
113-28 |
1-07 |
1.1% |
113-28 |
| Low |
112-04 |
112-04 |
0-00 |
0.0% |
111-13 |
| Close |
112-09 |
113-17 |
1-08 |
1.1% |
113-17 |
| Range |
0-17 |
1-24 |
1-07 |
229.4% |
2-15 |
| ATR |
0-27 |
0-29 |
0-02 |
7.9% |
0-00 |
| Volume |
67,667 |
37,374 |
-30,293 |
-44.8% |
290,815 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-14 |
117-23 |
114-16 |
|
| R3 |
116-22 |
115-31 |
114-00 |
|
| R2 |
114-30 |
114-30 |
113-27 |
|
| R1 |
114-07 |
114-07 |
113-22 |
114-18 |
| PP |
113-06 |
113-06 |
113-06 |
113-11 |
| S1 |
112-15 |
112-15 |
113-12 |
112-26 |
| S2 |
111-14 |
111-14 |
113-07 |
|
| S3 |
109-22 |
110-23 |
113-02 |
|
| S4 |
107-30 |
108-31 |
112-18 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-11 |
119-13 |
114-28 |
|
| R3 |
117-28 |
116-30 |
114-07 |
|
| R2 |
115-13 |
115-13 |
113-31 |
|
| R1 |
114-15 |
114-15 |
113-24 |
114-30 |
| PP |
112-30 |
112-30 |
112-30 |
113-06 |
| S1 |
112-00 |
112-00 |
113-10 |
112-15 |
| S2 |
110-15 |
110-15 |
113-03 |
|
| S3 |
108-00 |
109-17 |
112-27 |
|
| S4 |
105-17 |
107-02 |
112-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-28 |
111-13 |
2-15 |
2.2% |
0-31 |
0.8% |
86% |
True |
False |
159,450 |
| 10 |
113-28 |
110-14 |
3-14 |
3.0% |
0-27 |
0.7% |
90% |
True |
False |
276,043 |
| 20 |
113-28 |
108-27 |
5-01 |
4.4% |
0-28 |
0.8% |
93% |
True |
False |
330,450 |
| 40 |
113-28 |
106-17 |
7-11 |
6.5% |
0-28 |
0.8% |
95% |
True |
False |
387,472 |
| 60 |
113-28 |
105-13 |
8-15 |
7.5% |
0-28 |
0.8% |
96% |
True |
False |
398,599 |
| 80 |
113-28 |
104-16 |
9-12 |
8.3% |
0-27 |
0.7% |
96% |
True |
False |
374,468 |
| 100 |
113-28 |
104-16 |
9-12 |
8.3% |
0-25 |
0.7% |
96% |
True |
False |
300,260 |
| 120 |
113-28 |
104-16 |
9-12 |
8.3% |
0-23 |
0.6% |
96% |
True |
False |
250,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-10 |
|
2.618 |
118-15 |
|
1.618 |
116-23 |
|
1.000 |
115-20 |
|
0.618 |
114-31 |
|
HIGH |
113-28 |
|
0.618 |
113-07 |
|
0.500 |
113-00 |
|
0.382 |
112-25 |
|
LOW |
112-04 |
|
0.618 |
111-01 |
|
1.000 |
110-12 |
|
1.618 |
109-09 |
|
2.618 |
107-17 |
|
4.250 |
104-22 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-11 |
113-08 |
| PP |
113-06 |
112-30 |
| S1 |
113-00 |
112-20 |
|