ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-05 |
109-20 |
0-15 |
0.4% |
109-16 |
| High |
109-05 |
109-20 |
0-15 |
0.4% |
110-15 |
| Low |
109-05 |
109-10 |
0-05 |
0.1% |
109-06 |
| Close |
108-27 |
109-00 |
0-05 |
0.1% |
110-19 |
| Range |
0-00 |
0-10 |
0-10 |
|
1-09 |
| ATR |
0-15 |
0-16 |
0-01 |
4.9% |
0-00 |
| Volume |
119 |
33 |
-86 |
-72.3% |
301 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-08 |
109-30 |
109-06 |
|
| R3 |
109-30 |
109-20 |
109-03 |
|
| R2 |
109-20 |
109-20 |
109-02 |
|
| R1 |
109-10 |
109-10 |
109-01 |
109-10 |
| PP |
109-10 |
109-10 |
109-10 |
109-10 |
| S1 |
109-00 |
109-00 |
108-31 |
109-00 |
| S2 |
109-00 |
109-00 |
108-30 |
|
| S3 |
108-22 |
108-22 |
108-29 |
|
| S4 |
108-12 |
108-12 |
108-26 |
|
|
| 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 |
110-30 |
|
2.618 |
110-14 |
|
1.618 |
110-04 |
|
1.000 |
109-30 |
|
0.618 |
109-26 |
|
HIGH |
109-20 |
|
0.618 |
109-16 |
|
0.500 |
109-15 |
|
0.382 |
109-14 |
|
LOW |
109-10 |
|
0.618 |
109-04 |
|
1.000 |
109-00 |
|
1.618 |
108-26 |
|
2.618 |
108-16 |
|
4.250 |
108-00 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-15 |
109-21 |
| PP |
109-10 |
109-14 |
| S1 |
109-05 |
109-07 |
|