ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
109-01 |
110-03 |
1-02 |
1.0% |
109-10 |
High |
109-24 |
110-03 |
0-11 |
0.3% |
110-10 |
Low |
109-01 |
110-03 |
1-02 |
1.0% |
109-10 |
Close |
109-29 |
110-06 |
0-09 |
0.3% |
109-17 |
Range |
0-23 |
0-00 |
-0-23 |
-100.0% |
1-00 |
ATR |
0-15 |
0-15 |
-0-01 |
-4.3% |
0-00 |
Volume |
0 |
31 |
31 |
|
100 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-04 |
110-05 |
110-06 |
|
R3 |
110-04 |
110-05 |
110-06 |
|
R2 |
110-04 |
110-04 |
110-06 |
|
R1 |
110-05 |
110-05 |
110-06 |
110-04 |
PP |
110-04 |
110-04 |
110-04 |
110-04 |
S1 |
110-05 |
110-05 |
110-06 |
110-04 |
S2 |
110-04 |
110-04 |
110-06 |
|
S3 |
110-04 |
110-05 |
110-06 |
|
S4 |
110-04 |
110-05 |
110-06 |
|
|
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 |
110-03 |
2.618 |
110-03 |
1.618 |
110-03 |
1.000 |
110-03 |
0.618 |
110-03 |
HIGH |
110-03 |
0.618 |
110-03 |
0.500 |
110-03 |
0.382 |
110-03 |
LOW |
110-03 |
0.618 |
110-03 |
1.000 |
110-03 |
1.618 |
110-03 |
2.618 |
110-03 |
4.250 |
110-03 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
110-05 |
109-31 |
PP |
110-04 |
109-25 |
S1 |
110-03 |
109-18 |
|