ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
111-23 |
111-08 |
-0-15 |
-0.4% |
109-12 |
| High |
111-28 |
111-31 |
0-03 |
0.1% |
110-27 |
| Low |
111-06 |
111-06 |
0-00 |
0.0% |
109-12 |
| Close |
111-10 |
111-30 |
0-20 |
0.6% |
110-22 |
| Range |
0-22 |
0-25 |
0-03 |
13.6% |
1-15 |
| ATR |
0-26 |
0-26 |
0-00 |
-0.3% |
0-00 |
| Volume |
206,485 |
244,256 |
37,771 |
18.3% |
45,405 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-01 |
113-25 |
112-12 |
|
| R3 |
113-08 |
113-00 |
112-05 |
|
| R2 |
112-15 |
112-15 |
112-03 |
|
| R1 |
112-07 |
112-07 |
112-00 |
112-11 |
| PP |
111-22 |
111-22 |
111-22 |
111-24 |
| S1 |
111-14 |
111-14 |
111-28 |
111-18 |
| S2 |
110-29 |
110-29 |
111-25 |
|
| S3 |
110-04 |
110-21 |
111-23 |
|
| S4 |
109-11 |
109-28 |
111-16 |
|
|
| 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 |
111-31 |
110-08 |
1-23 |
1.5% |
0-23 |
0.6% |
98% |
True |
False |
130,588 |
| 10 |
111-31 |
108-30 |
3-01 |
2.7% |
0-25 |
0.7% |
99% |
True |
False |
67,402 |
| 20 |
111-31 |
108-21 |
3-10 |
3.0% |
0-26 |
0.7% |
99% |
True |
False |
34,602 |
| 40 |
111-31 |
105-30 |
6-01 |
5.4% |
0-25 |
0.7% |
99% |
True |
False |
17,586 |
| 60 |
111-31 |
104-18 |
7-13 |
6.6% |
0-24 |
0.7% |
100% |
True |
False |
11,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-09 |
|
2.618 |
114-00 |
|
1.618 |
113-07 |
|
1.000 |
112-24 |
|
0.618 |
112-14 |
|
HIGH |
111-31 |
|
0.618 |
111-21 |
|
0.500 |
111-18 |
|
0.382 |
111-16 |
|
LOW |
111-06 |
|
0.618 |
110-23 |
|
1.000 |
110-13 |
|
1.618 |
109-30 |
|
2.618 |
109-05 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-26 |
111-26 |
| PP |
111-22 |
111-22 |
| S1 |
111-18 |
111-18 |
|