ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-11 |
113-27 |
0-16 |
0.4% |
111-00 |
| High |
114-00 |
114-11 |
0-11 |
0.3% |
113-09 |
| Low |
113-11 |
113-18 |
0-07 |
0.2% |
110-30 |
| Close |
113-30 |
113-24 |
-0-06 |
-0.2% |
113-09 |
| Range |
0-21 |
0-25 |
0-04 |
19.0% |
2-11 |
| ATR |
0-17 |
0-17 |
0-01 |
3.5% |
0-00 |
| Volume |
57 |
14 |
-43 |
-75.4% |
43 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-07 |
115-25 |
114-06 |
|
| R3 |
115-14 |
115-00 |
113-31 |
|
| R2 |
114-21 |
114-21 |
113-29 |
|
| R1 |
114-07 |
114-07 |
113-26 |
114-02 |
| PP |
113-28 |
113-28 |
113-28 |
113-26 |
| S1 |
113-14 |
113-14 |
113-22 |
113-08 |
| S2 |
113-03 |
113-03 |
113-19 |
|
| S3 |
112-10 |
112-21 |
113-17 |
|
| S4 |
111-17 |
111-28 |
113-10 |
|
|
| 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 |
117-21 |
|
2.618 |
116-12 |
|
1.618 |
115-19 |
|
1.000 |
115-04 |
|
0.618 |
114-26 |
|
HIGH |
114-11 |
|
0.618 |
114-01 |
|
0.500 |
113-30 |
|
0.382 |
113-28 |
|
LOW |
113-18 |
|
0.618 |
113-03 |
|
1.000 |
112-25 |
|
1.618 |
112-10 |
|
2.618 |
111-17 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-30 |
113-18 |
| PP |
113-28 |
113-12 |
| S1 |
113-26 |
113-06 |
|