ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
108-04 |
108-28 |
0-24 |
0.7% |
106-18 |
| High |
108-28 |
110-00 |
1-04 |
1.0% |
108-18 |
| Low |
108-04 |
108-14 |
0-10 |
0.3% |
106-18 |
| Close |
108-25 |
109-26 |
1-01 |
0.9% |
108-09 |
| Range |
0-24 |
1-18 |
0-26 |
108.3% |
2-00 |
| ATR |
0-24 |
0-25 |
0-02 |
8.0% |
0-00 |
| Volume |
684 |
1,108 |
424 |
62.0% |
698 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-03 |
113-17 |
110-22 |
|
| R3 |
112-17 |
111-31 |
110-08 |
|
| R2 |
110-31 |
110-31 |
110-03 |
|
| R1 |
110-13 |
110-13 |
109-31 |
110-22 |
| PP |
109-13 |
109-13 |
109-13 |
109-18 |
| S1 |
108-27 |
108-27 |
109-21 |
109-04 |
| S2 |
107-27 |
107-27 |
109-17 |
|
| S3 |
106-09 |
107-09 |
109-12 |
|
| S4 |
104-23 |
105-23 |
108-30 |
|
|
| 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 |
116-20 |
|
2.618 |
114-03 |
|
1.618 |
112-17 |
|
1.000 |
111-18 |
|
0.618 |
110-31 |
|
HIGH |
110-00 |
|
0.618 |
109-13 |
|
0.500 |
109-07 |
|
0.382 |
109-01 |
|
LOW |
108-14 |
|
0.618 |
107-15 |
|
1.000 |
106-28 |
|
1.618 |
105-29 |
|
2.618 |
104-11 |
|
4.250 |
101-26 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-20 |
109-18 |
| PP |
109-13 |
109-10 |
| S1 |
109-07 |
109-02 |
|