ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-23 |
110-09 |
0-18 |
0.5% |
109-12 |
| High |
110-16 |
110-27 |
0-11 |
0.3% |
110-27 |
| Low |
109-16 |
110-08 |
0-24 |
0.7% |
109-12 |
| Close |
110-15 |
110-22 |
0-07 |
0.2% |
110-22 |
| Range |
1-00 |
0-19 |
-0-13 |
-40.6% |
1-15 |
| ATR |
0-27 |
0-27 |
-0-01 |
-2.2% |
0-00 |
| Volume |
10,433 |
26,162 |
15,729 |
150.8% |
45,405 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-12 |
112-04 |
111-00 |
|
| R3 |
111-25 |
111-17 |
110-27 |
|
| R2 |
111-06 |
111-06 |
110-25 |
|
| R1 |
110-30 |
110-30 |
110-24 |
111-02 |
| PP |
110-19 |
110-19 |
110-19 |
110-21 |
| S1 |
110-11 |
110-11 |
110-20 |
110-15 |
| S2 |
110-00 |
110-00 |
110-19 |
|
| S3 |
109-13 |
109-24 |
110-17 |
|
| S4 |
108-26 |
109-05 |
110-12 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-23 |
114-05 |
111-16 |
|
| R3 |
113-08 |
112-22 |
111-03 |
|
| R2 |
111-25 |
111-25 |
110-31 |
|
| R1 |
111-07 |
111-07 |
110-26 |
111-16 |
| PP |
110-10 |
110-10 |
110-10 |
110-14 |
| S1 |
109-24 |
109-24 |
110-18 |
110-01 |
| S2 |
108-27 |
108-27 |
110-13 |
|
| S3 |
107-12 |
108-09 |
110-09 |
|
| S4 |
105-29 |
106-26 |
109-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-27 |
109-12 |
1-15 |
1.3% |
0-23 |
0.7% |
89% |
True |
False |
9,081 |
| 10 |
110-27 |
108-23 |
2-04 |
1.9% |
0-28 |
0.8% |
93% |
True |
False |
5,593 |
| 20 |
110-27 |
108-21 |
2-06 |
2.0% |
0-26 |
0.7% |
93% |
True |
False |
3,479 |
| 40 |
110-27 |
105-30 |
4-29 |
4.4% |
0-25 |
0.7% |
97% |
True |
False |
2,001 |
| 60 |
110-27 |
104-18 |
6-09 |
5.7% |
0-23 |
0.7% |
98% |
True |
False |
1,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-12 |
|
2.618 |
112-13 |
|
1.618 |
111-26 |
|
1.000 |
111-14 |
|
0.618 |
111-07 |
|
HIGH |
110-27 |
|
0.618 |
110-20 |
|
0.500 |
110-18 |
|
0.382 |
110-15 |
|
LOW |
110-08 |
|
0.618 |
109-28 |
|
1.000 |
109-21 |
|
1.618 |
109-09 |
|
2.618 |
108-22 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-20 |
110-16 |
| PP |
110-19 |
110-11 |
| S1 |
110-18 |
110-06 |
|