ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
109-08 |
109-28 |
0-20 |
0.6% |
109-00 |
High |
110-22 |
110-09 |
-0-13 |
-0.4% |
110-22 |
Low |
109-08 |
108-30 |
-0-10 |
-0.3% |
108-23 |
Close |
110-10 |
109-18 |
-0-24 |
-0.7% |
109-18 |
Range |
1-14 |
1-11 |
-0-03 |
-6.5% |
1-31 |
ATR |
0-27 |
0-28 |
0-01 |
4.5% |
0-00 |
Volume |
4,092 |
1,841 |
-2,251 |
-55.0% |
10,533 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-20 |
112-30 |
110-10 |
|
R3 |
112-09 |
111-19 |
109-30 |
|
R2 |
110-30 |
110-30 |
109-26 |
|
R1 |
110-08 |
110-08 |
109-22 |
109-30 |
PP |
109-19 |
109-19 |
109-19 |
109-14 |
S1 |
108-29 |
108-29 |
109-14 |
108-18 |
S2 |
108-08 |
108-08 |
109-10 |
|
S3 |
106-29 |
107-18 |
109-06 |
|
S4 |
105-18 |
106-07 |
108-26 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-18 |
114-17 |
110-21 |
|
R3 |
113-19 |
112-18 |
110-03 |
|
R2 |
111-20 |
111-20 |
109-30 |
|
R1 |
110-19 |
110-19 |
109-24 |
111-04 |
PP |
109-21 |
109-21 |
109-21 |
109-29 |
S1 |
108-20 |
108-20 |
109-12 |
109-04 |
S2 |
107-22 |
107-22 |
109-06 |
|
S3 |
105-23 |
106-21 |
109-01 |
|
S4 |
103-24 |
104-22 |
108-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-22 |
108-23 |
1-31 |
1.8% |
1-00 |
0.9% |
43% |
False |
False |
2,106 |
10 |
110-22 |
108-21 |
2-01 |
1.9% |
0-29 |
0.8% |
45% |
False |
False |
1,892 |
20 |
110-23 |
108-03 |
2-20 |
2.4% |
0-27 |
0.8% |
56% |
False |
False |
1,460 |
40 |
110-23 |
105-30 |
4-25 |
4.4% |
0-24 |
0.7% |
76% |
False |
False |
909 |
60 |
110-23 |
104-18 |
6-05 |
5.6% |
0-22 |
0.6% |
81% |
False |
False |
642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-00 |
2.618 |
113-26 |
1.618 |
112-15 |
1.000 |
111-20 |
0.618 |
111-04 |
HIGH |
110-09 |
0.618 |
109-25 |
0.500 |
109-20 |
0.382 |
109-14 |
LOW |
108-30 |
0.618 |
108-03 |
1.000 |
107-19 |
1.618 |
106-24 |
2.618 |
105-13 |
4.250 |
103-07 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
109-20 |
109-26 |
PP |
109-19 |
109-23 |
S1 |
109-18 |
109-21 |
|