ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-00 |
113-11 |
1-11 |
1.2% |
111-00 |
| High |
113-09 |
114-00 |
0-23 |
0.6% |
113-09 |
| Low |
112-00 |
113-11 |
1-11 |
1.2% |
110-30 |
| Close |
113-09 |
113-30 |
0-21 |
0.6% |
113-09 |
| Range |
1-09 |
0-21 |
-0-20 |
-48.8% |
2-11 |
| ATR |
0-16 |
0-17 |
0-00 |
2.9% |
0-00 |
| Volume |
4 |
57 |
53 |
1,325.0% |
43 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-23 |
115-16 |
114-10 |
|
| R3 |
115-02 |
114-27 |
114-04 |
|
| R2 |
114-13 |
114-13 |
114-02 |
|
| R1 |
114-06 |
114-06 |
114-00 |
114-10 |
| PP |
113-24 |
113-24 |
113-24 |
113-26 |
| S1 |
113-17 |
113-17 |
113-28 |
113-20 |
| S2 |
113-03 |
113-03 |
113-26 |
|
| S3 |
112-14 |
112-28 |
113-24 |
|
| S4 |
111-25 |
112-07 |
113-18 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-17 |
118-24 |
114-18 |
|
| R3 |
117-06 |
116-13 |
113-30 |
|
| R2 |
114-27 |
114-27 |
113-23 |
|
| R1 |
114-02 |
114-02 |
113-16 |
114-14 |
| PP |
112-16 |
112-16 |
112-16 |
112-22 |
| S1 |
111-23 |
111-23 |
113-02 |
112-04 |
| S2 |
110-05 |
110-05 |
112-27 |
|
| S3 |
107-26 |
109-12 |
112-20 |
|
| S4 |
105-15 |
107-01 |
112-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-25 |
|
2.618 |
115-23 |
|
1.618 |
115-02 |
|
1.000 |
114-21 |
|
0.618 |
114-13 |
|
HIGH |
114-00 |
|
0.618 |
113-24 |
|
0.500 |
113-22 |
|
0.382 |
113-19 |
|
LOW |
113-11 |
|
0.618 |
112-30 |
|
1.000 |
112-22 |
|
1.618 |
112-09 |
|
2.618 |
111-20 |
|
4.250 |
110-18 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-27 |
113-20 |
| PP |
113-24 |
113-10 |
| S1 |
113-22 |
113-00 |
|