ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-10 |
113-30 |
0-20 |
0.6% |
111-17 |
| High |
114-08 |
114-05 |
-0-03 |
-0.1% |
113-15 |
| Low |
113-06 |
113-21 |
0-15 |
0.4% |
111-05 |
| Close |
113-31 |
113-25 |
-0-06 |
-0.2% |
113-10 |
| Range |
1-02 |
0-16 |
-0-18 |
-52.9% |
2-10 |
| ATR |
0-28 |
0-27 |
-0-01 |
-3.0% |
0-00 |
| Volume |
382,337 |
344,037 |
-38,300 |
-10.0% |
1,223,782 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-12 |
115-02 |
114-02 |
|
| R3 |
114-28 |
114-18 |
113-29 |
|
| R2 |
114-12 |
114-12 |
113-28 |
|
| R1 |
114-02 |
114-02 |
113-26 |
113-31 |
| PP |
113-28 |
113-28 |
113-28 |
113-26 |
| S1 |
113-18 |
113-18 |
113-24 |
113-15 |
| S2 |
113-12 |
113-12 |
113-22 |
|
| S3 |
112-28 |
113-02 |
113-21 |
|
| S4 |
112-12 |
112-18 |
113-16 |
|
|
| 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 |
114-08 |
111-05 |
3-03 |
2.7% |
0-31 |
0.9% |
85% |
False |
False |
331,267 |
| 10 |
114-08 |
111-04 |
3-04 |
2.7% |
0-26 |
0.7% |
85% |
False |
False |
282,429 |
| 20 |
114-08 |
108-30 |
5-10 |
4.7% |
0-28 |
0.8% |
91% |
False |
False |
145,370 |
| 40 |
114-08 |
106-30 |
7-10 |
6.4% |
0-26 |
0.7% |
94% |
False |
False |
73,186 |
| 60 |
114-08 |
105-17 |
8-23 |
7.7% |
0-24 |
0.7% |
95% |
False |
False |
48,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-09 |
|
2.618 |
115-15 |
|
1.618 |
114-31 |
|
1.000 |
114-21 |
|
0.618 |
114-15 |
|
HIGH |
114-05 |
|
0.618 |
113-31 |
|
0.500 |
113-29 |
|
0.382 |
113-27 |
|
LOW |
113-21 |
|
0.618 |
113-11 |
|
1.000 |
113-05 |
|
1.618 |
112-27 |
|
2.618 |
112-11 |
|
4.250 |
111-17 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-29 |
113-17 |
| PP |
113-28 |
113-10 |
| S1 |
113-26 |
113-02 |
|