ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 27-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
108-28 |
109-17 |
0-21 |
0.6% |
108-09 |
High |
110-00 |
110-05 |
0-05 |
0.1% |
110-05 |
Low |
108-14 |
109-15 |
1-01 |
1.0% |
108-03 |
Close |
109-26 |
109-22 |
-0-04 |
-0.1% |
109-22 |
Range |
1-18 |
0-22 |
-0-28 |
-56.0% |
2-02 |
ATR |
0-25 |
0-25 |
0-00 |
-1.0% |
0-00 |
Volume |
1,108 |
1,804 |
696 |
62.8% |
5,019 |
|
Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-27 |
111-14 |
110-02 |
|
R3 |
111-05 |
110-24 |
109-28 |
|
R2 |
110-15 |
110-15 |
109-26 |
|
R1 |
110-02 |
110-02 |
109-24 |
110-08 |
PP |
109-25 |
109-25 |
109-25 |
109-28 |
S1 |
109-12 |
109-12 |
109-20 |
109-18 |
S2 |
109-03 |
109-03 |
109-18 |
|
S3 |
108-13 |
108-22 |
109-16 |
|
S4 |
107-23 |
108-00 |
109-10 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-16 |
114-21 |
110-26 |
|
R3 |
113-14 |
112-19 |
110-08 |
|
R2 |
111-12 |
111-12 |
110-02 |
|
R1 |
110-17 |
110-17 |
109-28 |
110-30 |
PP |
109-10 |
109-10 |
109-10 |
109-17 |
S1 |
108-15 |
108-15 |
109-16 |
108-28 |
S2 |
107-08 |
107-08 |
109-10 |
|
S3 |
105-06 |
106-13 |
109-04 |
|
S4 |
103-04 |
104-11 |
108-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-02 |
2.618 |
111-31 |
1.618 |
111-09 |
1.000 |
110-27 |
0.618 |
110-19 |
HIGH |
110-05 |
0.618 |
109-29 |
0.500 |
109-26 |
0.382 |
109-23 |
LOW |
109-15 |
0.618 |
109-01 |
1.000 |
108-25 |
1.618 |
108-11 |
2.618 |
107-21 |
4.250 |
106-18 |
|
|
Fisher Pivots for day following 27-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
109-26 |
109-16 |
PP |
109-25 |
109-10 |
S1 |
109-23 |
109-04 |
|