ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
110-10 |
109-17 |
-0-25 |
-0.7% |
109-10 |
High |
110-10 |
109-17 |
-0-25 |
-0.7% |
110-10 |
Low |
110-10 |
109-17 |
-0-25 |
-0.7% |
109-10 |
Close |
110-09 |
109-17 |
-0-24 |
-0.7% |
109-17 |
Range |
|
|
|
|
|
ATR |
0-14 |
0-15 |
0-01 |
5.1% |
0-00 |
Volume |
2 |
80 |
78 |
3,900.0% |
100 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-17 |
109-17 |
109-17 |
|
R3 |
109-17 |
109-17 |
109-17 |
|
R2 |
109-17 |
109-17 |
109-17 |
|
R1 |
109-17 |
109-17 |
109-17 |
109-17 |
PP |
109-17 |
109-17 |
109-17 |
109-17 |
S1 |
109-17 |
109-17 |
109-17 |
109-17 |
S2 |
109-17 |
109-17 |
109-17 |
|
S3 |
109-17 |
109-17 |
109-17 |
|
S4 |
109-17 |
109-17 |
109-17 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-23 |
112-04 |
110-03 |
|
R3 |
111-23 |
111-04 |
109-26 |
|
R2 |
110-23 |
110-23 |
109-23 |
|
R1 |
110-04 |
110-04 |
109-20 |
110-14 |
PP |
109-23 |
109-23 |
109-23 |
109-28 |
S1 |
109-04 |
109-04 |
109-14 |
109-14 |
S2 |
108-23 |
108-23 |
109-11 |
|
S3 |
107-23 |
108-04 |
109-08 |
|
S4 |
106-23 |
107-04 |
108-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-17 |
2.618 |
109-17 |
1.618 |
109-17 |
1.000 |
109-17 |
0.618 |
109-17 |
HIGH |
109-17 |
0.618 |
109-17 |
0.500 |
109-17 |
0.382 |
109-17 |
LOW |
109-17 |
0.618 |
109-17 |
1.000 |
109-17 |
1.618 |
109-17 |
2.618 |
109-17 |
4.250 |
109-17 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
109-17 |
109-30 |
PP |
109-17 |
109-25 |
S1 |
109-17 |
109-21 |
|