ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-14 |
111-21 |
-0-25 |
-0.7% |
113-10 |
| High |
112-16 |
111-23 |
-0-25 |
-0.7% |
114-08 |
| Low |
111-11 |
109-29 |
-1-14 |
-1.3% |
112-14 |
| Close |
111-24 |
110-08 |
-1-16 |
-1.3% |
112-27 |
| Range |
1-05 |
1-26 |
0-21 |
56.8% |
1-26 |
| ATR |
0-29 |
0-31 |
0-02 |
7.2% |
0-00 |
| Volume |
351,519 |
397,089 |
45,570 |
13.0% |
1,608,533 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-02 |
114-31 |
111-08 |
|
| R3 |
114-08 |
113-05 |
110-24 |
|
| R2 |
112-14 |
112-14 |
110-19 |
|
| R1 |
111-11 |
111-11 |
110-13 |
111-00 |
| PP |
110-20 |
110-20 |
110-20 |
110-14 |
| S1 |
109-17 |
109-17 |
110-03 |
109-06 |
| S2 |
108-26 |
108-26 |
109-29 |
|
| S3 |
107-00 |
107-23 |
109-24 |
|
| S4 |
105-06 |
105-29 |
109-08 |
|
|
| 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 |
113-16 |
109-29 |
3-19 |
3.3% |
1-06 |
1.1% |
10% |
False |
True |
326,909 |
| 10 |
114-08 |
109-29 |
4-11 |
3.9% |
1-04 |
1.0% |
8% |
False |
True |
321,063 |
| 20 |
114-08 |
109-16 |
4-24 |
4.3% |
0-30 |
0.8% |
16% |
False |
False |
253,693 |
| 40 |
114-08 |
108-14 |
5-26 |
5.3% |
0-29 |
0.8% |
31% |
False |
False |
127,744 |
| 60 |
114-08 |
105-30 |
8-10 |
7.5% |
0-26 |
0.7% |
52% |
False |
False |
85,305 |
| 80 |
114-08 |
104-18 |
9-22 |
8.8% |
0-25 |
0.7% |
59% |
False |
False |
64,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-14 |
|
2.618 |
116-15 |
|
1.618 |
114-21 |
|
1.000 |
113-17 |
|
0.618 |
112-27 |
|
HIGH |
111-23 |
|
0.618 |
111-01 |
|
0.500 |
110-26 |
|
0.382 |
110-19 |
|
LOW |
109-29 |
|
0.618 |
108-25 |
|
1.000 |
108-03 |
|
1.618 |
106-31 |
|
2.618 |
105-05 |
|
4.250 |
102-06 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-26 |
111-16 |
| PP |
110-20 |
111-03 |
| S1 |
110-14 |
110-21 |
|