ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-11 |
107-14 |
0-03 |
0.1% |
105-30 |
| High |
108-00 |
107-30 |
-0-02 |
-0.1% |
108-20 |
| Low |
107-11 |
107-06 |
-0-05 |
-0.1% |
105-30 |
| Close |
107-26 |
107-20 |
-0-06 |
-0.2% |
106-25 |
| Range |
0-21 |
0-24 |
0-03 |
14.3% |
2-22 |
| ATR |
0-24 |
0-24 |
0-00 |
0.0% |
0-00 |
| Volume |
28 |
73 |
45 |
160.7% |
1,337 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-27 |
109-15 |
108-01 |
|
| R3 |
109-03 |
108-23 |
107-27 |
|
| R2 |
108-11 |
108-11 |
107-24 |
|
| R1 |
107-31 |
107-31 |
107-22 |
108-05 |
| PP |
107-19 |
107-19 |
107-19 |
107-22 |
| S1 |
107-07 |
107-07 |
107-18 |
107-13 |
| S2 |
106-27 |
106-27 |
107-16 |
|
| S3 |
106-03 |
106-15 |
107-13 |
|
| S4 |
105-11 |
105-23 |
107-07 |
|
|
| 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 |
111-04 |
|
2.618 |
109-29 |
|
1.618 |
109-05 |
|
1.000 |
108-22 |
|
0.618 |
108-13 |
|
HIGH |
107-30 |
|
0.618 |
107-21 |
|
0.500 |
107-18 |
|
0.382 |
107-15 |
|
LOW |
107-06 |
|
0.618 |
106-23 |
|
1.000 |
106-14 |
|
1.618 |
105-31 |
|
2.618 |
105-07 |
|
4.250 |
104-00 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-19 |
107-18 |
| PP |
107-19 |
107-17 |
| S1 |
107-18 |
107-15 |
|