ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
110-15 |
110-03 |
-0-12 |
-0.3% |
108-22 |
High |
110-15 |
110-03 |
-0-12 |
-0.3% |
109-24 |
Low |
110-15 |
110-03 |
-0-12 |
-0.3% |
108-08 |
Close |
109-30 |
110-03 |
0-05 |
0.1% |
109-20 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
117 |
19 |
-98 |
-83.8% |
3 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-03 |
110-03 |
110-03 |
|
R3 |
110-03 |
110-03 |
110-03 |
|
R2 |
110-03 |
110-03 |
110-03 |
|
R1 |
110-03 |
110-03 |
110-03 |
110-03 |
PP |
110-03 |
110-03 |
110-03 |
110-03 |
S1 |
110-03 |
110-03 |
110-03 |
110-03 |
S2 |
110-03 |
110-03 |
110-03 |
|
S3 |
110-03 |
110-03 |
110-03 |
|
S4 |
110-03 |
110-03 |
110-03 |
|
|
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 |
110-03 |
2.618 |
110-03 |
1.618 |
110-03 |
1.000 |
110-03 |
0.618 |
110-03 |
HIGH |
110-03 |
0.618 |
110-03 |
0.500 |
110-03 |
0.382 |
110-03 |
LOW |
110-03 |
0.618 |
110-03 |
1.000 |
110-03 |
1.618 |
110-03 |
2.618 |
110-03 |
4.250 |
110-03 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
110-03 |
110-00 |
PP |
110-03 |
109-29 |
S1 |
110-03 |
109-26 |
|