ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 30-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
109-17 |
109-22 |
0-05 |
0.1% |
108-09 |
High |
110-05 |
110-00 |
-0-05 |
-0.1% |
110-05 |
Low |
109-15 |
109-14 |
-0-01 |
0.0% |
108-03 |
Close |
109-22 |
109-17 |
-0-05 |
-0.1% |
109-22 |
Range |
0-22 |
0-18 |
-0-04 |
-18.2% |
2-02 |
ATR |
0-25 |
0-25 |
-0-01 |
-2.0% |
0-00 |
Volume |
1,804 |
1,288 |
-516 |
-28.6% |
5,019 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-11 |
111-00 |
109-27 |
|
R3 |
110-25 |
110-14 |
109-22 |
|
R2 |
110-07 |
110-07 |
109-20 |
|
R1 |
109-28 |
109-28 |
109-19 |
109-24 |
PP |
109-21 |
109-21 |
109-21 |
109-19 |
S1 |
109-10 |
109-10 |
109-15 |
109-06 |
S2 |
109-03 |
109-03 |
109-14 |
|
S3 |
108-17 |
108-24 |
109-12 |
|
S4 |
107-31 |
108-06 |
109-07 |
|
|
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 |
112-12 |
2.618 |
111-15 |
1.618 |
110-29 |
1.000 |
110-18 |
0.618 |
110-11 |
HIGH |
110-00 |
0.618 |
109-25 |
0.500 |
109-23 |
0.382 |
109-21 |
LOW |
109-14 |
0.618 |
109-03 |
1.000 |
108-28 |
1.618 |
108-17 |
2.618 |
107-31 |
4.250 |
107-02 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
109-23 |
109-14 |
PP |
109-21 |
109-12 |
S1 |
109-19 |
109-10 |
|