ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-11 |
112-26 |
-0-17 |
-0.5% |
113-10 |
| High |
113-17 |
113-16 |
-0-01 |
0.0% |
114-08 |
| Low |
112-14 |
112-14 |
0-00 |
0.0% |
112-14 |
| Close |
112-21 |
112-27 |
0-06 |
0.2% |
112-27 |
| Range |
1-03 |
1-02 |
-0-01 |
-2.9% |
1-26 |
| ATR |
0-28 |
0-28 |
0-00 |
1.7% |
0-00 |
| Volume |
300,117 |
331,903 |
31,786 |
10.6% |
1,608,533 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-04 |
115-17 |
113-14 |
|
| R3 |
115-02 |
114-15 |
113-04 |
|
| R2 |
114-00 |
114-00 |
113-01 |
|
| R1 |
113-13 |
113-13 |
112-30 |
113-22 |
| PP |
112-30 |
112-30 |
112-30 |
113-02 |
| S1 |
112-11 |
112-11 |
112-24 |
112-20 |
| S2 |
111-28 |
111-28 |
112-21 |
|
| S3 |
110-26 |
111-09 |
112-18 |
|
| S4 |
109-24 |
110-07 |
112-08 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-20 |
117-17 |
113-27 |
|
| R3 |
116-26 |
115-23 |
113-11 |
|
| R2 |
115-00 |
115-00 |
113-06 |
|
| R1 |
113-29 |
113-29 |
113-00 |
113-18 |
| PP |
113-06 |
113-06 |
113-06 |
113-00 |
| S1 |
112-03 |
112-03 |
112-22 |
111-24 |
| S2 |
111-12 |
111-12 |
112-16 |
|
| S3 |
109-18 |
110-09 |
112-11 |
|
| S4 |
107-24 |
108-15 |
111-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-08 |
112-14 |
1-26 |
1.6% |
0-29 |
0.8% |
22% |
False |
True |
321,706 |
| 10 |
114-08 |
111-05 |
3-03 |
2.7% |
0-30 |
0.8% |
55% |
False |
False |
310,784 |
| 20 |
114-08 |
108-30 |
5-10 |
4.7% |
0-27 |
0.8% |
74% |
False |
False |
189,093 |
| 40 |
114-08 |
107-11 |
6-29 |
6.1% |
0-27 |
0.7% |
80% |
False |
False |
95,233 |
| 60 |
114-08 |
105-17 |
8-23 |
7.7% |
0-25 |
0.7% |
84% |
False |
False |
63,612 |
| 80 |
114-08 |
104-18 |
9-22 |
8.6% |
0-23 |
0.6% |
85% |
False |
False |
47,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-00 |
|
2.618 |
116-09 |
|
1.618 |
115-07 |
|
1.000 |
114-18 |
|
0.618 |
114-05 |
|
HIGH |
113-16 |
|
0.618 |
113-03 |
|
0.500 |
112-31 |
|
0.382 |
112-27 |
|
LOW |
112-14 |
|
0.618 |
111-25 |
|
1.000 |
111-12 |
|
1.618 |
110-23 |
|
2.618 |
109-21 |
|
4.250 |
107-30 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-31 |
113-08 |
| PP |
112-30 |
113-04 |
| S1 |
112-28 |
112-31 |
|