ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
111-29 |
111-11 |
-0-18 |
-0.5% |
111-06 |
High |
111-29 |
111-11 |
-0-18 |
-0.5% |
111-29 |
Low |
111-29 |
111-11 |
-0-18 |
-0.5% |
111-06 |
Close |
111-29 |
111-17 |
-0-12 |
-0.3% |
111-17 |
Range |
|
|
|
|
|
ATR |
0-14 |
0-14 |
0-00 |
2.3% |
0-00 |
Volume |
3 |
28 |
25 |
833.3% |
63 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-13 |
111-15 |
111-17 |
|
R3 |
111-13 |
111-15 |
111-17 |
|
R2 |
111-13 |
111-13 |
111-17 |
|
R1 |
111-15 |
111-15 |
111-17 |
111-14 |
PP |
111-13 |
111-13 |
111-13 |
111-12 |
S1 |
111-15 |
111-15 |
111-17 |
111-14 |
S2 |
111-13 |
111-13 |
111-17 |
|
S3 |
111-13 |
111-15 |
111-17 |
|
S4 |
111-13 |
111-15 |
111-17 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-22 |
113-11 |
111-30 |
|
R3 |
112-31 |
112-20 |
111-23 |
|
R2 |
112-08 |
112-08 |
111-21 |
|
R1 |
111-29 |
111-29 |
111-19 |
112-02 |
PP |
111-17 |
111-17 |
111-17 |
111-20 |
S1 |
111-06 |
111-06 |
111-15 |
111-12 |
S2 |
110-26 |
110-26 |
111-13 |
|
S3 |
110-03 |
110-15 |
111-11 |
|
S4 |
109-12 |
109-24 |
111-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-11 |
2.618 |
111-11 |
1.618 |
111-11 |
1.000 |
111-11 |
0.618 |
111-11 |
HIGH |
111-11 |
0.618 |
111-11 |
0.500 |
111-11 |
0.382 |
111-11 |
LOW |
111-11 |
0.618 |
111-11 |
1.000 |
111-11 |
1.618 |
111-11 |
2.618 |
111-11 |
4.250 |
111-11 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
111-15 |
111-19 |
PP |
111-13 |
111-18 |
S1 |
111-11 |
111-18 |
|