ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-02 |
112-31 |
-0-03 |
-0.1% |
113-16 |
| High |
113-20 |
113-05 |
-0-15 |
-0.4% |
114-23 |
| Low |
112-20 |
112-19 |
-0-01 |
0.0% |
112-20 |
| Close |
112-31 |
113-00 |
0-01 |
0.0% |
112-31 |
| Range |
1-00 |
0-18 |
-0-14 |
-43.8% |
2-03 |
| ATR |
0-29 |
0-28 |
-0-01 |
-2.7% |
0-00 |
| Volume |
8,151 |
10,466 |
2,315 |
28.4% |
54,125 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-19 |
114-12 |
113-10 |
|
| R3 |
114-01 |
113-26 |
113-05 |
|
| R2 |
113-15 |
113-15 |
113-03 |
|
| R1 |
113-08 |
113-08 |
113-02 |
113-12 |
| PP |
112-29 |
112-29 |
112-29 |
112-31 |
| S1 |
112-22 |
112-22 |
112-30 |
112-26 |
| S2 |
112-11 |
112-11 |
112-29 |
|
| S3 |
111-25 |
112-04 |
112-27 |
|
| S4 |
111-07 |
111-18 |
112-22 |
|
|
| 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 |
112-19 |
2-04 |
1.9% |
0-27 |
0.7% |
19% |
False |
True |
8,757 |
| 10 |
114-23 |
111-13 |
3-10 |
2.9% |
0-30 |
0.8% |
48% |
False |
False |
35,540 |
| 20 |
114-23 |
109-18 |
5-05 |
4.6% |
0-27 |
0.7% |
67% |
False |
False |
205,788 |
| 40 |
114-23 |
108-05 |
6-18 |
5.8% |
0-28 |
0.8% |
74% |
False |
False |
327,821 |
| 60 |
114-23 |
105-21 |
9-02 |
8.0% |
0-27 |
0.8% |
81% |
False |
False |
351,290 |
| 80 |
114-23 |
104-16 |
10-07 |
9.0% |
0-28 |
0.8% |
83% |
False |
False |
373,160 |
| 100 |
114-23 |
104-16 |
10-07 |
9.0% |
0-26 |
0.7% |
83% |
False |
False |
300,780 |
| 120 |
114-23 |
104-16 |
10-07 |
9.0% |
0-24 |
0.7% |
83% |
False |
False |
250,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-18 |
|
2.618 |
114-20 |
|
1.618 |
114-02 |
|
1.000 |
113-23 |
|
0.618 |
113-16 |
|
HIGH |
113-05 |
|
0.618 |
112-30 |
|
0.500 |
112-28 |
|
0.382 |
112-26 |
|
LOW |
112-19 |
|
0.618 |
112-08 |
|
1.000 |
112-01 |
|
1.618 |
111-22 |
|
2.618 |
111-04 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-31 |
113-04 |
| PP |
112-29 |
113-02 |
| S1 |
112-28 |
113-01 |
|