ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-15 |
113-02 |
-0-13 |
-0.4% |
113-16 |
| High |
113-20 |
113-20 |
0-00 |
0.0% |
114-23 |
| Low |
112-21 |
112-20 |
-0-01 |
0.0% |
112-20 |
| Close |
112-26 |
112-31 |
0-05 |
0.1% |
112-31 |
| Range |
0-31 |
1-00 |
0-01 |
3.2% |
2-03 |
| ATR |
0-29 |
0-29 |
0-00 |
0.8% |
0-00 |
| Volume |
3,418 |
8,151 |
4,733 |
138.5% |
54,125 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-02 |
115-17 |
113-17 |
|
| R3 |
115-02 |
114-17 |
113-08 |
|
| R2 |
114-02 |
114-02 |
113-05 |
|
| R1 |
113-17 |
113-17 |
113-02 |
113-10 |
| PP |
113-02 |
113-02 |
113-02 |
112-31 |
| S1 |
112-17 |
112-17 |
112-28 |
112-10 |
| S2 |
112-02 |
112-02 |
112-25 |
|
| S3 |
111-02 |
111-17 |
112-22 |
|
| S4 |
110-02 |
110-17 |
112-13 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-23 |
118-14 |
114-04 |
|
| R3 |
117-20 |
116-11 |
113-17 |
|
| R2 |
115-17 |
115-17 |
113-11 |
|
| R1 |
114-08 |
114-08 |
113-05 |
113-27 |
| PP |
113-14 |
113-14 |
113-14 |
113-08 |
| S1 |
112-05 |
112-05 |
112-25 |
111-24 |
| S2 |
111-11 |
111-11 |
112-19 |
|
| S3 |
109-08 |
110-02 |
112-13 |
|
| S4 |
107-05 |
107-31 |
111-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-23 |
112-20 |
2-03 |
1.9% |
0-29 |
0.8% |
16% |
False |
True |
10,825 |
| 10 |
114-23 |
111-13 |
3-10 |
2.9% |
0-30 |
0.8% |
47% |
False |
False |
85,137 |
| 20 |
114-23 |
109-08 |
5-15 |
4.8% |
0-28 |
0.8% |
68% |
False |
False |
231,644 |
| 40 |
114-23 |
107-23 |
7-00 |
6.2% |
0-28 |
0.8% |
75% |
False |
False |
335,638 |
| 60 |
114-23 |
105-21 |
9-02 |
8.0% |
0-28 |
0.8% |
81% |
False |
False |
357,982 |
| 80 |
114-23 |
104-16 |
10-07 |
9.0% |
0-28 |
0.8% |
83% |
False |
False |
374,188 |
| 100 |
114-23 |
104-16 |
10-07 |
9.0% |
0-26 |
0.7% |
83% |
False |
False |
300,759 |
| 120 |
114-23 |
104-16 |
10-07 |
9.0% |
0-24 |
0.7% |
83% |
False |
False |
250,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-28 |
|
2.618 |
116-08 |
|
1.618 |
115-08 |
|
1.000 |
114-20 |
|
0.618 |
114-08 |
|
HIGH |
113-20 |
|
0.618 |
113-08 |
|
0.500 |
113-04 |
|
0.382 |
113-00 |
|
LOW |
112-20 |
|
0.618 |
112-00 |
|
1.000 |
111-20 |
|
1.618 |
111-00 |
|
2.618 |
110-00 |
|
4.250 |
108-12 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-04 |
113-14 |
| PP |
113-02 |
113-09 |
| S1 |
113-01 |
113-04 |
|