ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
111-08 |
111-27 |
0-19 |
0.5% |
110-25 |
High |
111-31 |
111-30 |
-0-01 |
0.0% |
111-31 |
Low |
111-06 |
111-10 |
0-04 |
0.1% |
110-15 |
Close |
111-30 |
111-18 |
-0-12 |
-0.3% |
111-18 |
Range |
0-25 |
0-20 |
-0-05 |
-20.0% |
1-16 |
ATR |
0-26 |
0-25 |
0-00 |
-1.6% |
0-00 |
Volume |
244,256 |
275,531 |
31,275 |
12.8% |
902,309 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-15 |
113-05 |
111-29 |
|
R3 |
112-27 |
112-17 |
111-24 |
|
R2 |
112-07 |
112-07 |
111-22 |
|
R1 |
111-29 |
111-29 |
111-20 |
111-24 |
PP |
111-19 |
111-19 |
111-19 |
111-17 |
S1 |
111-09 |
111-09 |
111-16 |
111-04 |
S2 |
110-31 |
110-31 |
111-14 |
|
S3 |
110-11 |
110-21 |
111-12 |
|
S4 |
109-23 |
110-01 |
111-07 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-27 |
115-06 |
112-12 |
|
R3 |
114-11 |
113-22 |
111-31 |
|
R2 |
112-27 |
112-27 |
111-27 |
|
R1 |
112-06 |
112-06 |
111-22 |
112-16 |
PP |
111-11 |
111-11 |
111-11 |
111-16 |
S1 |
110-22 |
110-22 |
111-14 |
111-00 |
S2 |
109-27 |
109-27 |
111-09 |
|
S3 |
108-11 |
109-06 |
111-05 |
|
S4 |
106-27 |
107-22 |
110-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-31 |
110-15 |
1-16 |
1.3% |
0-23 |
0.6% |
73% |
False |
False |
180,461 |
10 |
111-31 |
109-12 |
2-19 |
2.3% |
0-23 |
0.6% |
84% |
False |
False |
94,771 |
20 |
111-31 |
108-21 |
3-10 |
3.0% |
0-26 |
0.7% |
88% |
False |
False |
48,331 |
40 |
111-31 |
105-30 |
6-01 |
5.4% |
0-26 |
0.7% |
93% |
False |
False |
24,473 |
60 |
111-31 |
104-18 |
7-13 |
6.6% |
0-23 |
0.6% |
95% |
False |
False |
16,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-19 |
2.618 |
113-18 |
1.618 |
112-30 |
1.000 |
112-18 |
0.618 |
112-10 |
HIGH |
111-30 |
0.618 |
111-22 |
0.500 |
111-20 |
0.382 |
111-18 |
LOW |
111-10 |
0.618 |
110-30 |
1.000 |
110-22 |
1.618 |
110-10 |
2.618 |
109-22 |
4.250 |
108-21 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
111-20 |
111-18 |
PP |
111-19 |
111-18 |
S1 |
111-19 |
111-18 |
|