ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 15-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-08 |
109-22 |
0-14 |
0.4% |
110-18 |
| High |
109-24 |
109-30 |
0-06 |
0.2% |
110-18 |
| Low |
108-30 |
109-05 |
0-07 |
0.2% |
108-21 |
| Close |
109-21 |
109-11 |
-0-10 |
-0.3% |
109-06 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
1-29 |
| ATR |
0-26 |
0-25 |
0-00 |
-0.1% |
0-00 |
| Volume |
1,230 |
2,371 |
1,141 |
92.8% |
8,389 |
|
| Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-26 |
111-12 |
109-25 |
|
| R3 |
111-01 |
110-19 |
109-18 |
|
| R2 |
110-08 |
110-08 |
109-16 |
|
| R1 |
109-26 |
109-26 |
109-13 |
109-20 |
| PP |
109-15 |
109-15 |
109-15 |
109-13 |
| S1 |
109-01 |
109-01 |
109-09 |
108-28 |
| S2 |
108-22 |
108-22 |
109-06 |
|
| S3 |
107-29 |
108-08 |
109-04 |
|
| S4 |
107-04 |
107-15 |
108-29 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-30 |
108-23 |
1-07 |
1.1% |
0-24 |
0.7% |
51% |
True |
False |
1,603 |
| 10 |
110-23 |
108-21 |
2-02 |
1.9% |
0-24 |
0.7% |
33% |
False |
False |
1,547 |
| 20 |
110-23 |
107-06 |
3-17 |
3.2% |
0-25 |
0.7% |
61% |
False |
False |
1,172 |
| 40 |
110-23 |
105-17 |
5-06 |
4.7% |
0-23 |
0.6% |
73% |
False |
False |
779 |
| 60 |
110-23 |
104-18 |
6-05 |
5.6% |
0-21 |
0.6% |
78% |
False |
False |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-08 |
|
2.618 |
111-31 |
|
1.618 |
111-06 |
|
1.000 |
110-23 |
|
0.618 |
110-13 |
|
HIGH |
109-30 |
|
0.618 |
109-20 |
|
0.500 |
109-18 |
|
0.382 |
109-15 |
|
LOW |
109-05 |
|
0.618 |
108-22 |
|
1.000 |
108-12 |
|
1.618 |
107-29 |
|
2.618 |
107-04 |
|
4.250 |
105-27 |
|
|
| Fisher Pivots for day following 15-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-18 |
109-11 |
| PP |
109-15 |
109-11 |
| S1 |
109-13 |
109-10 |
|