ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
109-14 |
109-18 |
0-04 |
0.1% |
110-05 |
High |
109-14 |
109-18 |
0-04 |
0.1% |
110-05 |
Low |
109-14 |
109-18 |
0-04 |
0.1% |
109-05 |
Close |
109-21 |
109-11 |
-0-10 |
-0.3% |
109-06 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-13 |
-0-01 |
-5.5% |
0-00 |
Volume |
0 |
18 |
18 |
|
423 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-16 |
109-13 |
109-11 |
|
R3 |
109-16 |
109-13 |
109-11 |
|
R2 |
109-16 |
109-16 |
109-11 |
|
R1 |
109-13 |
109-13 |
109-11 |
109-14 |
PP |
109-16 |
109-16 |
109-16 |
109-16 |
S1 |
109-13 |
109-13 |
109-11 |
109-14 |
S2 |
109-16 |
109-16 |
109-11 |
|
S3 |
109-16 |
109-13 |
109-11 |
|
S4 |
109-16 |
109-13 |
109-11 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-16 |
111-27 |
109-24 |
|
R3 |
111-16 |
110-27 |
109-15 |
|
R2 |
110-16 |
110-16 |
109-12 |
|
R1 |
109-27 |
109-27 |
109-09 |
109-22 |
PP |
109-16 |
109-16 |
109-16 |
109-13 |
S1 |
108-27 |
108-27 |
109-03 |
108-22 |
S2 |
108-16 |
108-16 |
109-00 |
|
S3 |
107-16 |
107-27 |
108-29 |
|
S4 |
106-16 |
106-27 |
108-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-18 |
2.618 |
109-18 |
1.618 |
109-18 |
1.000 |
109-18 |
0.618 |
109-18 |
HIGH |
109-18 |
0.618 |
109-18 |
0.500 |
109-18 |
0.382 |
109-18 |
LOW |
109-18 |
0.618 |
109-18 |
1.000 |
109-18 |
1.618 |
109-18 |
2.618 |
109-18 |
4.250 |
109-18 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
109-18 |
109-14 |
PP |
109-16 |
109-13 |
S1 |
109-13 |
109-12 |
|