ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 20-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-17 |
109-01 |
-0-16 |
-0.5% |
109-10 |
| High |
109-17 |
109-24 |
0-07 |
0.2% |
110-10 |
| Low |
109-17 |
109-01 |
-0-16 |
-0.5% |
109-10 |
| Close |
109-17 |
109-29 |
0-12 |
0.3% |
109-17 |
| Range |
0-00 |
0-23 |
0-23 |
|
1-00 |
| ATR |
0-15 |
0-15 |
0-01 |
4.0% |
0-00 |
| Volume |
80 |
0 |
-80 |
-100.0% |
100 |
|
| Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-23 |
111-17 |
110-10 |
|
| R3 |
111-00 |
110-26 |
110-03 |
|
| R2 |
110-09 |
110-09 |
110-01 |
|
| R1 |
110-03 |
110-03 |
109-31 |
110-06 |
| PP |
109-18 |
109-18 |
109-18 |
109-20 |
| S1 |
109-12 |
109-12 |
109-27 |
109-15 |
| S2 |
108-27 |
108-27 |
109-25 |
|
| S3 |
108-04 |
108-21 |
109-23 |
|
| S4 |
107-13 |
107-30 |
109-16 |
|
|
| 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 |
112-26 |
|
2.618 |
111-20 |
|
1.618 |
110-29 |
|
1.000 |
110-15 |
|
0.618 |
110-06 |
|
HIGH |
109-24 |
|
0.618 |
109-15 |
|
0.500 |
109-12 |
|
0.382 |
109-10 |
|
LOW |
109-01 |
|
0.618 |
108-19 |
|
1.000 |
108-10 |
|
1.618 |
107-28 |
|
2.618 |
107-05 |
|
4.250 |
105-31 |
|
|
| Fisher Pivots for day following 20-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-24 |
109-26 |
| PP |
109-18 |
109-24 |
| S1 |
109-12 |
109-22 |
|