ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-02 |
112-18 |
-0-16 |
-0.4% |
113-16 |
| High |
113-23 |
112-23 |
-1-00 |
-0.9% |
114-23 |
| Low |
112-05 |
111-21 |
-0-16 |
-0.4% |
112-20 |
| Close |
112-25 |
111-25 |
-1-00 |
-0.9% |
112-31 |
| Range |
1-18 |
1-02 |
-0-16 |
-32.0% |
2-03 |
| ATR |
0-30 |
0-30 |
0-00 |
1.5% |
0-00 |
| Volume |
13,142 |
10,182 |
-2,960 |
-22.5% |
54,125 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-08 |
114-18 |
112-12 |
|
| R3 |
114-06 |
113-16 |
112-02 |
|
| R2 |
113-04 |
113-04 |
111-31 |
|
| R1 |
112-14 |
112-14 |
111-28 |
112-08 |
| PP |
112-02 |
112-02 |
112-02 |
111-30 |
| S1 |
111-12 |
111-12 |
111-22 |
111-06 |
| S2 |
111-00 |
111-00 |
111-19 |
|
| S3 |
109-30 |
110-10 |
111-16 |
|
| S4 |
108-28 |
109-08 |
111-06 |
|
|
| 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 |
113-23 |
111-21 |
2-02 |
1.8% |
1-01 |
0.9% |
6% |
False |
True |
9,071 |
| 10 |
114-23 |
111-21 |
3-02 |
2.7% |
1-00 |
0.9% |
4% |
False |
True |
19,295 |
| 20 |
114-23 |
109-23 |
5-00 |
4.5% |
0-28 |
0.8% |
41% |
False |
False |
173,230 |
| 40 |
114-23 |
108-12 |
6-11 |
5.7% |
0-29 |
0.8% |
54% |
False |
False |
312,098 |
| 60 |
114-23 |
105-31 |
8-24 |
7.8% |
0-28 |
0.8% |
66% |
False |
False |
337,013 |
| 80 |
114-23 |
104-16 |
10-07 |
9.1% |
0-28 |
0.8% |
71% |
False |
False |
370,711 |
| 100 |
114-23 |
104-16 |
10-07 |
9.1% |
0-27 |
0.7% |
71% |
False |
False |
300,942 |
| 120 |
114-23 |
104-16 |
10-07 |
9.1% |
0-24 |
0.7% |
71% |
False |
False |
251,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-08 |
|
2.618 |
115-16 |
|
1.618 |
114-14 |
|
1.000 |
113-25 |
|
0.618 |
113-12 |
|
HIGH |
112-23 |
|
0.618 |
112-10 |
|
0.500 |
112-06 |
|
0.382 |
112-02 |
|
LOW |
111-21 |
|
0.618 |
111-00 |
|
1.000 |
110-19 |
|
1.618 |
109-30 |
|
2.618 |
108-28 |
|
4.250 |
107-04 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-06 |
112-22 |
| PP |
112-02 |
112-12 |
| S1 |
111-29 |
112-03 |
|