ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-10 |
111-29 |
-0-13 |
-0.4% |
111-17 |
| High |
112-13 |
113-15 |
1-02 |
0.9% |
113-15 |
| Low |
111-28 |
111-28 |
0-00 |
0.0% |
111-05 |
| Close |
112-02 |
113-10 |
1-08 |
1.1% |
113-10 |
| Range |
0-17 |
1-19 |
1-02 |
200.0% |
2-10 |
| ATR |
0-26 |
0-27 |
0-02 |
7.1% |
0-00 |
| Volume |
348,547 |
299,456 |
-49,091 |
-14.1% |
1,223,782 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-21 |
117-03 |
114-06 |
|
| R3 |
116-02 |
115-16 |
113-24 |
|
| R2 |
114-15 |
114-15 |
113-19 |
|
| R1 |
113-29 |
113-29 |
113-15 |
114-06 |
| PP |
112-28 |
112-28 |
112-28 |
113-01 |
| S1 |
112-10 |
112-10 |
113-05 |
112-19 |
| S2 |
111-09 |
111-09 |
113-01 |
|
| S3 |
109-22 |
110-23 |
112-28 |
|
| S4 |
108-03 |
109-04 |
112-14 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-19 |
118-24 |
114-19 |
|
| R3 |
117-09 |
116-14 |
113-30 |
|
| R2 |
114-31 |
114-31 |
113-24 |
|
| R1 |
114-04 |
114-04 |
113-17 |
114-18 |
| PP |
112-21 |
112-21 |
112-21 |
112-27 |
| S1 |
111-26 |
111-26 |
113-03 |
112-08 |
| S2 |
110-11 |
110-11 |
112-28 |
|
| S3 |
108-01 |
109-16 |
112-22 |
|
| S4 |
105-23 |
107-06 |
112-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-15 |
111-05 |
2-10 |
2.0% |
0-30 |
0.8% |
93% |
True |
False |
299,862 |
| 10 |
113-15 |
110-08 |
3-07 |
2.8% |
0-26 |
0.7% |
95% |
True |
False |
215,225 |
| 20 |
113-15 |
108-23 |
4-24 |
4.2% |
0-27 |
0.7% |
97% |
True |
False |
109,216 |
| 40 |
113-15 |
106-18 |
6-29 |
6.1% |
0-26 |
0.7% |
98% |
True |
False |
55,037 |
| 60 |
113-15 |
105-17 |
7-30 |
7.0% |
0-24 |
0.7% |
98% |
True |
False |
36,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-08 |
|
2.618 |
117-21 |
|
1.618 |
116-02 |
|
1.000 |
115-02 |
|
0.618 |
114-15 |
|
HIGH |
113-15 |
|
0.618 |
112-28 |
|
0.500 |
112-22 |
|
0.382 |
112-15 |
|
LOW |
111-28 |
|
0.618 |
110-28 |
|
1.000 |
110-09 |
|
1.618 |
109-09 |
|
2.618 |
107-22 |
|
4.250 |
105-03 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-03 |
112-31 |
| PP |
112-28 |
112-21 |
| S1 |
112-22 |
112-10 |
|