ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
111-17 |
111-13 |
-0-04 |
-0.1% |
110-25 |
| High |
111-29 |
112-11 |
0-14 |
0.4% |
111-31 |
| Low |
111-06 |
111-05 |
-0-01 |
0.0% |
110-15 |
| Close |
111-13 |
112-07 |
0-26 |
0.7% |
111-18 |
| Range |
0-23 |
1-06 |
0-15 |
65.2% |
1-16 |
| ATR |
0-25 |
0-26 |
0-01 |
3.6% |
0-00 |
| Volume |
293,817 |
281,962 |
-11,855 |
-4.0% |
902,309 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
115-01 |
112-28 |
|
| R3 |
114-09 |
113-27 |
112-17 |
|
| R2 |
113-03 |
113-03 |
112-14 |
|
| R1 |
112-21 |
112-21 |
112-10 |
112-28 |
| PP |
111-29 |
111-29 |
111-29 |
112-00 |
| S1 |
111-15 |
111-15 |
112-04 |
111-22 |
| S2 |
110-23 |
110-23 |
112-00 |
|
| S3 |
109-17 |
110-09 |
111-29 |
|
| S4 |
108-11 |
109-03 |
111-18 |
|
|
| 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 |
112-11 |
111-05 |
1-06 |
1.1% |
0-26 |
0.7% |
89% |
True |
True |
260,410 |
| 10 |
112-11 |
109-16 |
2-27 |
2.5% |
0-25 |
0.7% |
96% |
True |
False |
151,904 |
| 20 |
112-11 |
108-21 |
3-22 |
3.3% |
0-27 |
0.7% |
97% |
True |
False |
76,988 |
| 40 |
112-11 |
106-11 |
6-00 |
5.3% |
0-26 |
0.7% |
98% |
True |
False |
38,863 |
| 60 |
112-11 |
104-18 |
7-25 |
6.9% |
0-24 |
0.7% |
98% |
True |
False |
26,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-12 |
|
2.618 |
115-14 |
|
1.618 |
114-08 |
|
1.000 |
113-17 |
|
0.618 |
113-02 |
|
HIGH |
112-11 |
|
0.618 |
111-28 |
|
0.500 |
111-24 |
|
0.382 |
111-20 |
|
LOW |
111-05 |
|
0.618 |
110-14 |
|
1.000 |
109-31 |
|
1.618 |
109-08 |
|
2.618 |
108-02 |
|
4.250 |
106-04 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-02 |
112-02 |
| PP |
111-29 |
111-29 |
| S1 |
111-24 |
111-24 |
|