ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
109-16 |
109-07 |
-0-09 |
-0.3% |
108-22 |
| High |
109-16 |
110-06 |
0-22 |
0.6% |
109-24 |
| Low |
109-16 |
109-06 |
-0-10 |
-0.3% |
108-08 |
| Close |
109-16 |
109-30 |
0-14 |
0.4% |
109-20 |
| Range |
0-00 |
1-00 |
1-00 |
|
1-16 |
| ATR |
|
|
|
|
|
| Volume |
21 |
112 |
91 |
433.3% |
3 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-25 |
112-11 |
110-16 |
|
| R3 |
111-25 |
111-11 |
110-07 |
|
| R2 |
110-25 |
110-25 |
110-04 |
|
| R1 |
110-11 |
110-11 |
110-01 |
110-18 |
| PP |
109-25 |
109-25 |
109-25 |
109-28 |
| S1 |
109-11 |
109-11 |
109-27 |
109-18 |
| S2 |
108-25 |
108-25 |
109-24 |
|
| S3 |
107-25 |
108-11 |
109-21 |
|
| S4 |
106-25 |
107-11 |
109-12 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-23 |
113-05 |
110-14 |
|
| R3 |
112-07 |
111-21 |
110-01 |
|
| R2 |
110-23 |
110-23 |
109-29 |
|
| R1 |
110-05 |
110-05 |
109-24 |
110-14 |
| PP |
109-07 |
109-07 |
109-07 |
109-11 |
| S1 |
108-21 |
108-21 |
109-16 |
108-30 |
| S2 |
107-23 |
107-23 |
109-11 |
|
| S3 |
106-07 |
107-05 |
109-07 |
|
| S4 |
104-23 |
105-21 |
108-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-14 |
|
2.618 |
112-26 |
|
1.618 |
111-26 |
|
1.000 |
111-06 |
|
0.618 |
110-26 |
|
HIGH |
110-06 |
|
0.618 |
109-26 |
|
0.500 |
109-22 |
|
0.382 |
109-18 |
|
LOW |
109-06 |
|
0.618 |
108-18 |
|
1.000 |
108-06 |
|
1.618 |
107-18 |
|
2.618 |
106-18 |
|
4.250 |
104-30 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-27 |
109-27 |
| PP |
109-25 |
109-25 |
| S1 |
109-22 |
109-22 |
|