ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-12 |
109-29 |
-0-15 |
-0.4% |
108-09 |
| High |
110-21 |
110-03 |
-0-18 |
-0.5% |
110-05 |
| Low |
109-24 |
109-19 |
-0-05 |
-0.1% |
108-03 |
| Close |
109-31 |
110-04 |
0-05 |
0.1% |
109-22 |
| Range |
0-29 |
0-16 |
-0-13 |
-44.8% |
2-02 |
| ATR |
0-26 |
0-25 |
-0-01 |
-2.7% |
0-00 |
| Volume |
977 |
1,540 |
563 |
57.6% |
5,019 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-14 |
111-09 |
110-13 |
|
| R3 |
110-30 |
110-25 |
110-08 |
|
| R2 |
110-14 |
110-14 |
110-07 |
|
| R1 |
110-09 |
110-09 |
110-05 |
110-12 |
| PP |
109-30 |
109-30 |
109-30 |
109-31 |
| S1 |
109-25 |
109-25 |
110-03 |
109-28 |
| S2 |
109-14 |
109-14 |
110-01 |
|
| S3 |
108-30 |
109-09 |
110-00 |
|
| S4 |
108-14 |
108-25 |
109-27 |
|
|
| 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 |
112-07 |
|
2.618 |
111-13 |
|
1.618 |
110-29 |
|
1.000 |
110-19 |
|
0.618 |
110-13 |
|
HIGH |
110-03 |
|
0.618 |
109-29 |
|
0.500 |
109-27 |
|
0.382 |
109-25 |
|
LOW |
109-19 |
|
0.618 |
109-09 |
|
1.000 |
109-03 |
|
1.618 |
108-25 |
|
2.618 |
108-09 |
|
4.250 |
107-15 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-01 |
110-02 |
| PP |
109-30 |
110-00 |
| S1 |
109-27 |
109-30 |
|