ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 06-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
111-26 |
112-02 |
0-08 |
0.2% |
111-06 |
High |
112-09 |
112-02 |
-0-07 |
-0.2% |
111-29 |
Low |
111-26 |
112-02 |
0-08 |
0.2% |
111-06 |
Close |
112-05 |
112-01 |
-0-04 |
-0.1% |
111-17 |
Range |
0-15 |
0-00 |
-0-15 |
-100.0% |
0-23 |
ATR |
0-15 |
0-14 |
-0-01 |
-5.7% |
0-00 |
Volume |
5 |
30 |
25 |
500.0% |
63 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-02 |
112-01 |
112-01 |
|
R3 |
112-02 |
112-01 |
112-01 |
|
R2 |
112-02 |
112-02 |
112-01 |
|
R1 |
112-01 |
112-01 |
112-01 |
112-02 |
PP |
112-02 |
112-02 |
112-02 |
112-02 |
S1 |
112-01 |
112-01 |
112-01 |
112-02 |
S2 |
112-02 |
112-02 |
112-01 |
|
S3 |
112-02 |
112-01 |
112-01 |
|
S4 |
112-02 |
112-01 |
112-01 |
|
|
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 |
112-02 |
2.618 |
112-02 |
1.618 |
112-02 |
1.000 |
112-02 |
0.618 |
112-02 |
HIGH |
112-02 |
0.618 |
112-02 |
0.500 |
112-02 |
0.382 |
112-02 |
LOW |
112-02 |
0.618 |
112-02 |
1.000 |
112-02 |
1.618 |
112-02 |
2.618 |
112-02 |
4.250 |
112-02 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112-02 |
111-28 |
PP |
112-02 |
111-24 |
S1 |
112-01 |
111-20 |
|