ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
110-15 |
110-05 |
-0-10 |
-0.3% |
109-16 |
High |
110-15 |
110-05 |
-0-10 |
-0.3% |
110-15 |
Low |
110-15 |
110-05 |
-0-10 |
-0.3% |
109-06 |
Close |
110-19 |
110-05 |
-0-14 |
-0.4% |
110-19 |
Range |
|
|
|
|
|
ATR |
0-15 |
0-15 |
0-00 |
-0.3% |
0-00 |
Volume |
32 |
163 |
131 |
409.4% |
301 |
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-05 |
110-05 |
110-05 |
|
R3 |
110-05 |
110-05 |
110-05 |
|
R2 |
110-05 |
110-05 |
110-05 |
|
R1 |
110-05 |
110-05 |
110-05 |
110-05 |
PP |
110-05 |
110-05 |
110-05 |
110-05 |
S1 |
110-05 |
110-05 |
110-05 |
110-05 |
S2 |
110-05 |
110-05 |
110-05 |
|
S3 |
110-05 |
110-05 |
110-05 |
|
S4 |
110-05 |
110-05 |
110-05 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-30 |
113-17 |
111-10 |
|
R3 |
112-21 |
112-08 |
110-30 |
|
R2 |
111-12 |
111-12 |
110-27 |
|
R1 |
110-31 |
110-31 |
110-23 |
111-06 |
PP |
110-03 |
110-03 |
110-03 |
110-06 |
S1 |
109-22 |
109-22 |
110-15 |
109-28 |
S2 |
108-26 |
108-26 |
110-11 |
|
S3 |
107-17 |
108-13 |
110-08 |
|
S4 |
106-08 |
107-04 |
109-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-05 |
2.618 |
110-05 |
1.618 |
110-05 |
1.000 |
110-05 |
0.618 |
110-05 |
HIGH |
110-05 |
0.618 |
110-05 |
0.500 |
110-05 |
0.382 |
110-05 |
LOW |
110-05 |
0.618 |
110-05 |
1.000 |
110-05 |
1.618 |
110-05 |
2.618 |
110-05 |
4.250 |
110-05 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
110-05 |
110-09 |
PP |
110-05 |
110-08 |
S1 |
110-05 |
110-06 |
|