ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-04 |
113-16 |
1-12 |
1.2% |
111-26 |
| High |
113-28 |
114-13 |
0-17 |
0.5% |
113-28 |
| Low |
112-04 |
113-14 |
1-10 |
1.2% |
111-13 |
| Close |
113-17 |
114-06 |
0-21 |
0.6% |
113-17 |
| Range |
1-24 |
0-31 |
-0-25 |
-44.6% |
2-15 |
| ATR |
0-29 |
0-29 |
0-00 |
0.6% |
0-00 |
| Volume |
37,374 |
20,803 |
-16,571 |
-44.3% |
290,815 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-29 |
116-17 |
114-23 |
|
| R3 |
115-30 |
115-18 |
114-15 |
|
| R2 |
114-31 |
114-31 |
114-12 |
|
| R1 |
114-19 |
114-19 |
114-09 |
114-25 |
| PP |
114-00 |
114-00 |
114-00 |
114-04 |
| S1 |
113-20 |
113-20 |
114-03 |
113-26 |
| S2 |
113-01 |
113-01 |
114-00 |
|
| S3 |
112-02 |
112-21 |
113-29 |
|
| S4 |
111-03 |
111-22 |
113-21 |
|
|
| 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 |
114-13 |
111-13 |
3-00 |
2.6% |
1-01 |
0.9% |
93% |
True |
False |
62,323 |
| 10 |
114-13 |
110-20 |
3-25 |
3.3% |
0-28 |
0.8% |
94% |
True |
False |
250,605 |
| 20 |
114-13 |
108-27 |
5-18 |
4.9% |
0-28 |
0.8% |
96% |
True |
False |
301,241 |
| 40 |
114-13 |
107-01 |
7-12 |
6.5% |
0-28 |
0.8% |
97% |
True |
False |
376,749 |
| 60 |
114-13 |
105-17 |
8-28 |
7.8% |
0-28 |
0.8% |
98% |
True |
False |
385,794 |
| 80 |
114-13 |
104-16 |
9-29 |
8.7% |
0-27 |
0.7% |
98% |
True |
False |
374,422 |
| 100 |
114-13 |
104-16 |
9-29 |
8.7% |
0-25 |
0.7% |
98% |
True |
False |
300,461 |
| 120 |
114-13 |
104-16 |
9-29 |
8.7% |
0-23 |
0.6% |
98% |
True |
False |
250,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-17 |
|
2.618 |
116-30 |
|
1.618 |
115-31 |
|
1.000 |
115-12 |
|
0.618 |
115-00 |
|
HIGH |
114-13 |
|
0.618 |
114-01 |
|
0.500 |
113-30 |
|
0.382 |
113-26 |
|
LOW |
113-14 |
|
0.618 |
112-27 |
|
1.000 |
112-15 |
|
1.618 |
111-28 |
|
2.618 |
110-29 |
|
4.250 |
109-10 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-03 |
113-28 |
| PP |
114-00 |
113-18 |
| S1 |
113-30 |
113-08 |
|