ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-31 |
113-02 |
0-03 |
0.1% |
113-16 |
| High |
113-05 |
113-23 |
0-18 |
0.5% |
114-23 |
| Low |
112-19 |
112-05 |
-0-14 |
-0.4% |
112-20 |
| Close |
113-00 |
112-25 |
-0-07 |
-0.2% |
112-31 |
| Range |
0-18 |
1-18 |
1-00 |
177.8% |
2-03 |
| ATR |
0-28 |
0-30 |
0-02 |
5.5% |
0-00 |
| Volume |
10,466 |
13,142 |
2,676 |
25.6% |
54,125 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-18 |
116-24 |
113-20 |
|
| R3 |
116-00 |
115-06 |
113-07 |
|
| R2 |
114-14 |
114-14 |
113-02 |
|
| R1 |
113-20 |
113-20 |
112-30 |
113-08 |
| PP |
112-28 |
112-28 |
112-28 |
112-22 |
| S1 |
112-02 |
112-02 |
112-20 |
111-22 |
| S2 |
111-10 |
111-10 |
112-16 |
|
| S3 |
109-24 |
110-16 |
112-11 |
|
| S4 |
108-06 |
108-30 |
111-30 |
|
|
| 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 |
114-08 |
112-05 |
2-03 |
1.9% |
0-31 |
0.9% |
30% |
False |
True |
9,287 |
| 10 |
114-23 |
111-13 |
3-10 |
2.9% |
1-01 |
0.9% |
42% |
False |
False |
23,981 |
| 20 |
114-23 |
109-23 |
5-00 |
4.4% |
0-28 |
0.8% |
61% |
False |
False |
185,794 |
| 40 |
114-23 |
108-08 |
6-15 |
5.7% |
0-29 |
0.8% |
70% |
False |
False |
317,562 |
| 60 |
114-23 |
105-31 |
8-24 |
7.8% |
0-28 |
0.8% |
78% |
False |
False |
343,824 |
| 80 |
114-23 |
104-16 |
10-07 |
9.1% |
0-28 |
0.8% |
81% |
False |
False |
371,700 |
| 100 |
114-23 |
104-16 |
10-07 |
9.1% |
0-26 |
0.7% |
81% |
False |
False |
300,877 |
| 120 |
114-23 |
104-16 |
10-07 |
9.1% |
0-24 |
0.7% |
81% |
False |
False |
250,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-12 |
|
2.618 |
117-26 |
|
1.618 |
116-08 |
|
1.000 |
115-09 |
|
0.618 |
114-22 |
|
HIGH |
113-23 |
|
0.618 |
113-04 |
|
0.500 |
112-30 |
|
0.382 |
112-24 |
|
LOW |
112-05 |
|
0.618 |
111-06 |
|
1.000 |
110-19 |
|
1.618 |
109-20 |
|
2.618 |
108-02 |
|
4.250 |
105-16 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-30 |
112-30 |
| PP |
112-28 |
112-28 |
| S1 |
112-27 |
112-27 |
|