ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-31 |
112-14 |
-0-17 |
-0.5% |
113-10 |
| High |
113-03 |
112-16 |
-0-19 |
-0.5% |
114-08 |
| Low |
111-27 |
111-11 |
-0-16 |
-0.4% |
112-14 |
| Close |
112-18 |
111-24 |
-0-26 |
-0.7% |
112-27 |
| Range |
1-08 |
1-05 |
-0-03 |
-7.5% |
1-26 |
| ATR |
0-29 |
0-29 |
0-01 |
2.6% |
0-00 |
| Volume |
198,162 |
351,519 |
153,357 |
77.4% |
1,608,533 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-11 |
114-22 |
112-12 |
|
| R3 |
114-06 |
113-17 |
112-02 |
|
| R2 |
113-01 |
113-01 |
111-31 |
|
| R1 |
112-12 |
112-12 |
111-27 |
112-04 |
| PP |
111-28 |
111-28 |
111-28 |
111-24 |
| S1 |
111-07 |
111-07 |
111-21 |
110-31 |
| S2 |
110-23 |
110-23 |
111-17 |
|
| S3 |
109-18 |
110-02 |
111-14 |
|
| S4 |
108-13 |
108-29 |
111-04 |
|
|
| 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 |
113-17 |
111-11 |
2-06 |
2.0% |
1-02 |
0.9% |
19% |
False |
True |
307,515 |
| 10 |
114-08 |
111-11 |
2-29 |
2.6% |
0-31 |
0.9% |
14% |
False |
True |
316,209 |
| 20 |
114-08 |
109-16 |
4-24 |
4.3% |
0-28 |
0.8% |
47% |
False |
False |
234,056 |
| 40 |
114-08 |
108-04 |
6-04 |
5.5% |
0-28 |
0.8% |
59% |
False |
False |
117,834 |
| 60 |
114-08 |
105-30 |
8-10 |
7.4% |
0-26 |
0.7% |
70% |
False |
False |
78,694 |
| 80 |
114-08 |
104-18 |
9-22 |
8.7% |
0-24 |
0.7% |
74% |
False |
False |
59,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-13 |
|
2.618 |
115-17 |
|
1.618 |
114-12 |
|
1.000 |
113-21 |
|
0.618 |
113-07 |
|
HIGH |
112-16 |
|
0.618 |
112-02 |
|
0.500 |
111-30 |
|
0.382 |
111-25 |
|
LOW |
111-11 |
|
0.618 |
110-20 |
|
1.000 |
110-06 |
|
1.618 |
109-15 |
|
2.618 |
108-10 |
|
4.250 |
106-14 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-30 |
112-08 |
| PP |
111-28 |
112-03 |
| S1 |
111-26 |
111-30 |
|