ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
111-06 |
111-18 |
0-12 |
0.3% |
109-01 |
High |
111-06 |
111-20 |
0-14 |
0.4% |
110-16 |
Low |
111-06 |
111-12 |
0-06 |
0.2% |
109-01 |
Close |
111-05 |
111-15 |
0-10 |
0.3% |
110-20 |
Range |
0-00 |
0-08 |
0-08 |
|
1-15 |
ATR |
0-13 |
0-14 |
0-00 |
0.8% |
0-00 |
Volume |
2 |
5 |
3 |
150.0% |
43 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-08 |
112-03 |
111-19 |
|
R3 |
112-00 |
111-27 |
111-17 |
|
R2 |
111-24 |
111-24 |
111-16 |
|
R1 |
111-19 |
111-19 |
111-16 |
111-18 |
PP |
111-16 |
111-16 |
111-16 |
111-15 |
S1 |
111-11 |
111-11 |
111-14 |
111-10 |
S2 |
111-08 |
111-08 |
111-14 |
|
S3 |
111-00 |
111-03 |
111-13 |
|
S4 |
110-24 |
110-27 |
111-11 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-15 |
114-00 |
111-14 |
|
R3 |
113-00 |
112-17 |
111-01 |
|
R2 |
111-17 |
111-17 |
110-29 |
|
R1 |
111-02 |
111-02 |
110-24 |
111-10 |
PP |
110-02 |
110-02 |
110-02 |
110-05 |
S1 |
109-19 |
109-19 |
110-16 |
109-26 |
S2 |
108-19 |
108-19 |
110-11 |
|
S3 |
107-04 |
108-04 |
110-07 |
|
S4 |
105-21 |
106-21 |
109-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-22 |
2.618 |
112-09 |
1.618 |
112-01 |
1.000 |
111-28 |
0.618 |
111-25 |
HIGH |
111-20 |
0.618 |
111-17 |
0.500 |
111-16 |
0.382 |
111-15 |
LOW |
111-12 |
0.618 |
111-07 |
1.000 |
111-04 |
1.618 |
110-31 |
2.618 |
110-23 |
4.250 |
110-10 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
111-16 |
111-11 |
PP |
111-16 |
111-06 |
S1 |
111-15 |
111-02 |
|