ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-16 |
109-00 |
-0-16 |
-0.5% |
110-18 |
| High |
109-16 |
109-13 |
-0-03 |
-0.1% |
110-18 |
| Low |
108-31 |
108-23 |
-0-08 |
-0.2% |
108-21 |
| Close |
109-06 |
109-10 |
0-04 |
0.1% |
109-06 |
| Range |
0-17 |
0-22 |
0-05 |
29.4% |
1-29 |
| ATR |
0-26 |
0-25 |
0-00 |
-1.0% |
0-00 |
| Volume |
2,301 |
999 |
-1,302 |
-56.6% |
8,389 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-07 |
110-30 |
109-22 |
|
| R3 |
110-17 |
110-08 |
109-16 |
|
| R2 |
109-27 |
109-27 |
109-14 |
|
| R1 |
109-18 |
109-18 |
109-12 |
109-22 |
| PP |
109-05 |
109-05 |
109-05 |
109-07 |
| S1 |
108-28 |
108-28 |
109-08 |
109-00 |
| S2 |
108-15 |
108-15 |
109-06 |
|
| S3 |
107-25 |
108-06 |
109-04 |
|
| S4 |
107-03 |
107-16 |
108-30 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-06 |
114-03 |
110-08 |
|
| R3 |
113-09 |
112-06 |
109-23 |
|
| R2 |
111-12 |
111-12 |
109-17 |
|
| R1 |
110-09 |
110-09 |
109-12 |
109-28 |
| PP |
109-15 |
109-15 |
109-15 |
109-08 |
| S1 |
108-12 |
108-12 |
109-00 |
107-31 |
| S2 |
107-18 |
107-18 |
108-27 |
|
| S3 |
105-21 |
106-15 |
108-21 |
|
| S4 |
103-24 |
104-18 |
108-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-10 |
|
2.618 |
111-07 |
|
1.618 |
110-17 |
|
1.000 |
110-03 |
|
0.618 |
109-27 |
|
HIGH |
109-13 |
|
0.618 |
109-05 |
|
0.500 |
109-02 |
|
0.382 |
108-31 |
|
LOW |
108-23 |
|
0.618 |
108-09 |
|
1.000 |
108-01 |
|
1.618 |
107-19 |
|
2.618 |
106-29 |
|
4.250 |
105-26 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-07 |
109-09 |
| PP |
109-05 |
109-08 |
| S1 |
109-02 |
109-06 |
|