ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-14 |
107-11 |
-0-03 |
-0.1% |
106-18 |
| High |
107-30 |
108-18 |
0-20 |
0.6% |
108-18 |
| Low |
107-06 |
107-11 |
0-05 |
0.1% |
106-18 |
| Close |
107-20 |
108-09 |
0-21 |
0.6% |
108-09 |
| Range |
0-24 |
1-07 |
0-15 |
62.5% |
2-00 |
| ATR |
0-24 |
0-25 |
0-01 |
4.5% |
0-00 |
| Volume |
73 |
94 |
21 |
28.8% |
698 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-23 |
111-07 |
108-30 |
|
| R3 |
110-16 |
110-00 |
108-20 |
|
| R2 |
109-09 |
109-09 |
108-16 |
|
| R1 |
108-25 |
108-25 |
108-13 |
109-01 |
| PP |
108-02 |
108-02 |
108-02 |
108-06 |
| S1 |
107-18 |
107-18 |
108-05 |
107-26 |
| S2 |
106-27 |
106-27 |
108-02 |
|
| S3 |
105-20 |
106-11 |
107-30 |
|
| S4 |
104-13 |
105-04 |
107-20 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-26 |
113-01 |
109-12 |
|
| R3 |
111-26 |
111-01 |
108-27 |
|
| R2 |
109-26 |
109-26 |
108-21 |
|
| R1 |
109-01 |
109-01 |
108-15 |
109-14 |
| PP |
107-26 |
107-26 |
107-26 |
108-00 |
| S1 |
107-01 |
107-01 |
108-03 |
107-14 |
| S2 |
105-26 |
105-26 |
107-29 |
|
| S3 |
103-26 |
105-01 |
107-23 |
|
| S4 |
101-26 |
103-01 |
107-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-24 |
|
2.618 |
111-24 |
|
1.618 |
110-17 |
|
1.000 |
109-25 |
|
0.618 |
109-10 |
|
HIGH |
108-18 |
|
0.618 |
108-03 |
|
0.500 |
107-30 |
|
0.382 |
107-26 |
|
LOW |
107-11 |
|
0.618 |
106-19 |
|
1.000 |
106-04 |
|
1.618 |
105-12 |
|
2.618 |
104-05 |
|
4.250 |
102-05 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
108-06 |
108-05 |
| PP |
108-02 |
108-00 |
| S1 |
107-30 |
107-28 |
|