ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-09 |
110-25 |
0-16 |
0.5% |
109-12 |
| High |
110-27 |
111-12 |
0-17 |
0.5% |
110-27 |
| Low |
110-08 |
110-15 |
0-07 |
0.2% |
109-12 |
| Close |
110-22 |
111-06 |
0-16 |
0.5% |
110-22 |
| Range |
0-19 |
0-29 |
0-10 |
52.6% |
1-15 |
| ATR |
0-27 |
0-27 |
0-00 |
0.6% |
0-00 |
| Volume |
26,162 |
28,173 |
2,011 |
7.7% |
45,405 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-23 |
113-12 |
111-22 |
|
| R3 |
112-26 |
112-15 |
111-14 |
|
| R2 |
111-29 |
111-29 |
111-11 |
|
| R1 |
111-18 |
111-18 |
111-09 |
111-24 |
| PP |
111-00 |
111-00 |
111-00 |
111-03 |
| S1 |
110-21 |
110-21 |
111-03 |
110-26 |
| S2 |
110-03 |
110-03 |
111-01 |
|
| S3 |
109-06 |
109-24 |
110-30 |
|
| S4 |
108-09 |
108-27 |
110-22 |
|
|
| 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 |
111-12 |
109-16 |
1-28 |
1.7% |
0-23 |
0.7% |
90% |
True |
False |
14,436 |
| 10 |
111-12 |
108-30 |
2-14 |
2.2% |
0-28 |
0.8% |
92% |
True |
False |
8,311 |
| 20 |
111-12 |
108-21 |
2-23 |
2.4% |
0-27 |
0.8% |
93% |
True |
False |
4,823 |
| 40 |
111-12 |
105-30 |
5-14 |
4.9% |
0-25 |
0.7% |
97% |
True |
False |
2,697 |
| 60 |
111-12 |
104-18 |
6-26 |
6.1% |
0-24 |
0.7% |
97% |
True |
False |
1,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-07 |
|
2.618 |
113-24 |
|
1.618 |
112-27 |
|
1.000 |
112-09 |
|
0.618 |
111-30 |
|
HIGH |
111-12 |
|
0.618 |
111-01 |
|
0.500 |
110-30 |
|
0.382 |
110-26 |
|
LOW |
110-15 |
|
0.618 |
109-29 |
|
1.000 |
109-18 |
|
1.618 |
109-00 |
|
2.618 |
108-03 |
|
4.250 |
106-20 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-03 |
110-30 |
| PP |
111-00 |
110-22 |
| S1 |
110-30 |
110-14 |
|