ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
111-09 |
111-29 |
0-20 |
0.6% |
109-01 |
High |
111-09 |
111-29 |
0-20 |
0.6% |
110-16 |
Low |
111-09 |
111-29 |
0-20 |
0.6% |
109-01 |
Close |
111-09 |
111-29 |
0-20 |
0.6% |
110-20 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-14 |
0-00 |
3.8% |
0-00 |
Volume |
25 |
3 |
-22 |
-88.0% |
43 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-29 |
111-29 |
111-29 |
|
R3 |
111-29 |
111-29 |
111-29 |
|
R2 |
111-29 |
111-29 |
111-29 |
|
R1 |
111-29 |
111-29 |
111-29 |
111-29 |
PP |
111-29 |
111-29 |
111-29 |
111-29 |
S1 |
111-29 |
111-29 |
111-29 |
111-29 |
S2 |
111-29 |
111-29 |
111-29 |
|
S3 |
111-29 |
111-29 |
111-29 |
|
S4 |
111-29 |
111-29 |
111-29 |
|
|
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 |
111-29 |
2.618 |
111-29 |
1.618 |
111-29 |
1.000 |
111-29 |
0.618 |
111-29 |
HIGH |
111-29 |
0.618 |
111-29 |
0.500 |
111-29 |
0.382 |
111-29 |
LOW |
111-29 |
0.618 |
111-29 |
1.000 |
111-29 |
1.618 |
111-29 |
2.618 |
111-29 |
4.250 |
111-29 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
111-29 |
111-26 |
PP |
111-29 |
111-22 |
S1 |
111-29 |
111-19 |
|