ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 26-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
110-24 |
110-21 |
-0-03 |
-0.1% |
112-25 |
| High |
111-13 |
110-29 |
-0-16 |
-0.4% |
113-06 |
| Low |
110-20 |
110-06 |
-0-14 |
-0.4% |
109-29 |
| Close |
110-26 |
110-23 |
-0-03 |
-0.1% |
110-24 |
| Range |
0-25 |
0-23 |
-0-02 |
-8.0% |
3-09 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.7% |
0-00 |
| Volume |
218,031 |
281,536 |
63,505 |
29.1% |
1,759,030 |
|
| Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-24 |
112-15 |
111-04 |
|
| R3 |
112-01 |
111-24 |
110-29 |
|
| R2 |
111-10 |
111-10 |
110-27 |
|
| R1 |
111-01 |
111-01 |
110-25 |
111-06 |
| PP |
110-19 |
110-19 |
110-19 |
110-22 |
| S1 |
110-10 |
110-10 |
110-21 |
110-14 |
| S2 |
109-28 |
109-28 |
110-19 |
|
| S3 |
109-05 |
109-19 |
110-17 |
|
| S4 |
108-14 |
108-28 |
110-10 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
119-07 |
112-18 |
|
| R3 |
117-27 |
115-30 |
111-21 |
|
| R2 |
114-18 |
114-18 |
111-11 |
|
| R1 |
112-21 |
112-21 |
111-02 |
111-31 |
| PP |
111-09 |
111-09 |
111-09 |
110-30 |
| S1 |
109-12 |
109-12 |
110-14 |
108-22 |
| S2 |
108-00 |
108-00 |
110-05 |
|
| S3 |
104-23 |
106-03 |
109-27 |
|
| S4 |
101-14 |
102-26 |
108-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-23 |
109-29 |
1-26 |
1.6% |
1-00 |
0.9% |
45% |
False |
False |
345,537 |
| 10 |
113-17 |
109-29 |
3-20 |
3.3% |
1-01 |
0.9% |
22% |
False |
False |
326,526 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
0-30 |
0.8% |
19% |
False |
False |
309,591 |
| 40 |
114-08 |
108-21 |
5-19 |
5.1% |
0-28 |
0.8% |
37% |
False |
False |
160,891 |
| 60 |
114-08 |
105-30 |
8-10 |
7.5% |
0-27 |
0.8% |
58% |
False |
False |
107,455 |
| 80 |
114-08 |
104-18 |
9-22 |
8.7% |
0-25 |
0.7% |
64% |
False |
False |
80,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-31 |
|
2.618 |
112-25 |
|
1.618 |
112-02 |
|
1.000 |
111-20 |
|
0.618 |
111-11 |
|
HIGH |
110-29 |
|
0.618 |
110-20 |
|
0.500 |
110-18 |
|
0.382 |
110-15 |
|
LOW |
110-06 |
|
0.618 |
109-24 |
|
1.000 |
109-15 |
|
1.618 |
109-01 |
|
2.618 |
108-10 |
|
4.250 |
107-04 |
|
|
| Fisher Pivots for day following 26-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-21 |
110-26 |
| PP |
110-19 |
110-25 |
| S1 |
110-18 |
110-24 |
|