ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
106-18 |
107-08 |
0-22 |
0.6% |
105-30 |
| High |
107-19 |
107-13 |
-0-06 |
-0.2% |
108-20 |
| Low |
106-18 |
106-30 |
0-12 |
0.4% |
105-30 |
| Close |
107-17 |
107-04 |
-0-13 |
-0.4% |
106-25 |
| Range |
1-01 |
0-15 |
-0-18 |
-54.5% |
2-22 |
| ATR |
0-24 |
0-24 |
0-00 |
-1.5% |
0-00 |
| Volume |
303 |
200 |
-103 |
-34.0% |
1,337 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-18 |
108-10 |
107-12 |
|
| R3 |
108-03 |
107-27 |
107-08 |
|
| R2 |
107-20 |
107-20 |
107-07 |
|
| R1 |
107-12 |
107-12 |
107-05 |
107-08 |
| PP |
107-05 |
107-05 |
107-05 |
107-03 |
| S1 |
106-29 |
106-29 |
107-03 |
106-26 |
| S2 |
106-22 |
106-22 |
107-01 |
|
| S3 |
106-07 |
106-14 |
107-00 |
|
| S4 |
105-24 |
105-31 |
106-28 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-06 |
113-21 |
108-08 |
|
| R3 |
112-16 |
110-31 |
107-17 |
|
| R2 |
109-26 |
109-26 |
107-09 |
|
| R1 |
108-09 |
108-09 |
107-01 |
109-02 |
| PP |
107-04 |
107-04 |
107-04 |
107-16 |
| S1 |
105-19 |
105-19 |
106-17 |
106-12 |
| S2 |
104-14 |
104-14 |
106-09 |
|
| S3 |
101-24 |
102-29 |
106-01 |
|
| S4 |
99-02 |
100-07 |
105-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-13 |
|
2.618 |
108-20 |
|
1.618 |
108-05 |
|
1.000 |
107-28 |
|
0.618 |
107-22 |
|
HIGH |
107-13 |
|
0.618 |
107-07 |
|
0.500 |
107-06 |
|
0.382 |
107-04 |
|
LOW |
106-30 |
|
0.618 |
106-21 |
|
1.000 |
106-15 |
|
1.618 |
106-06 |
|
2.618 |
105-23 |
|
4.250 |
104-30 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-06 |
107-04 |
| PP |
107-05 |
107-03 |
| S1 |
107-04 |
107-02 |
|