ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
110-25 |
111-09 |
0-16 |
0.5% |
109-12 |
High |
111-12 |
111-23 |
0-11 |
0.3% |
110-27 |
Low |
110-15 |
111-04 |
0-21 |
0.6% |
109-12 |
Close |
111-06 |
111-16 |
0-10 |
0.3% |
110-22 |
Range |
0-29 |
0-19 |
-0-10 |
-34.5% |
1-15 |
ATR |
0-27 |
0-26 |
-0-01 |
-2.1% |
0-00 |
Volume |
28,173 |
147,864 |
119,691 |
424.8% |
45,405 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-07 |
112-31 |
111-26 |
|
R3 |
112-20 |
112-12 |
111-21 |
|
R2 |
112-01 |
112-01 |
111-19 |
|
R1 |
111-25 |
111-25 |
111-18 |
111-29 |
PP |
111-14 |
111-14 |
111-14 |
111-16 |
S1 |
111-06 |
111-06 |
111-14 |
111-10 |
S2 |
110-27 |
110-27 |
111-13 |
|
S3 |
110-08 |
110-19 |
111-11 |
|
S4 |
109-21 |
110-00 |
111-06 |
|
|
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 |
111-23 |
109-16 |
2-07 |
2.0% |
0-24 |
0.7% |
90% |
True |
False |
43,397 |
10 |
111-23 |
108-30 |
2-25 |
2.5% |
0-28 |
0.8% |
92% |
True |
False |
22,974 |
20 |
111-23 |
108-21 |
3-02 |
2.7% |
0-26 |
0.7% |
93% |
True |
False |
12,191 |
40 |
111-23 |
105-30 |
5-25 |
5.2% |
0-25 |
0.7% |
96% |
True |
False |
6,387 |
60 |
111-23 |
104-18 |
7-05 |
6.4% |
0-24 |
0.7% |
97% |
True |
False |
4,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-08 |
2.618 |
113-09 |
1.618 |
112-22 |
1.000 |
112-10 |
0.618 |
112-03 |
HIGH |
111-23 |
0.618 |
111-16 |
0.500 |
111-14 |
0.382 |
111-11 |
LOW |
111-04 |
0.618 |
110-24 |
1.000 |
110-17 |
1.618 |
110-05 |
2.618 |
109-18 |
4.250 |
108-19 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
111-15 |
111-10 |
PP |
111-14 |
111-05 |
S1 |
111-14 |
111-00 |
|