ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-30 |
110-18 |
0-20 |
0.6% |
109-22 |
| High |
110-23 |
110-18 |
-0-05 |
-0.1% |
110-23 |
| Low |
109-29 |
110-00 |
0-03 |
0.1% |
109-06 |
| Close |
110-18 |
110-04 |
-0-14 |
-0.4% |
110-18 |
| Range |
0-26 |
0-18 |
-0-08 |
-30.8% |
1-17 |
| ATR |
0-25 |
0-25 |
-0-01 |
-2.0% |
0-00 |
| Volume |
946 |
1,023 |
77 |
8.1% |
5,267 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-29 |
111-19 |
110-14 |
|
| R3 |
111-11 |
111-01 |
110-09 |
|
| R2 |
110-25 |
110-25 |
110-07 |
|
| R1 |
110-15 |
110-15 |
110-06 |
110-11 |
| PP |
110-07 |
110-07 |
110-07 |
110-06 |
| S1 |
109-29 |
109-29 |
110-02 |
109-25 |
| S2 |
109-21 |
109-21 |
110-01 |
|
| S3 |
109-03 |
109-11 |
109-31 |
|
| S4 |
108-17 |
108-25 |
109-26 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-24 |
114-06 |
111-13 |
|
| R3 |
113-07 |
112-21 |
110-31 |
|
| R2 |
111-22 |
111-22 |
110-27 |
|
| R1 |
111-04 |
111-04 |
110-22 |
111-13 |
| PP |
110-05 |
110-05 |
110-05 |
110-10 |
| S1 |
109-19 |
109-19 |
110-14 |
109-28 |
| S2 |
108-20 |
108-20 |
110-09 |
|
| S3 |
107-03 |
108-02 |
110-05 |
|
| S4 |
105-18 |
106-17 |
109-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-30 |
|
2.618 |
112-01 |
|
1.618 |
111-15 |
|
1.000 |
111-04 |
|
0.618 |
110-29 |
|
HIGH |
110-18 |
|
0.618 |
110-11 |
|
0.500 |
110-09 |
|
0.382 |
110-07 |
|
LOW |
110-00 |
|
0.618 |
109-21 |
|
1.000 |
109-14 |
|
1.618 |
109-03 |
|
2.618 |
108-17 |
|
4.250 |
107-20 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-09 |
110-05 |
| PP |
110-07 |
110-05 |
| S1 |
110-06 |
110-04 |
|