ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 12-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
113-27 |
113-08 |
-0-19 |
-0.5% |
111-00 |
High |
114-11 |
113-10 |
-1-01 |
-0.9% |
113-09 |
Low |
113-18 |
113-08 |
-0-10 |
-0.3% |
110-30 |
Close |
113-24 |
113-11 |
-0-13 |
-0.4% |
113-09 |
Range |
0-25 |
0-02 |
-0-23 |
-92.0% |
2-11 |
ATR |
0-17 |
0-17 |
0-00 |
-0.6% |
0-00 |
Volume |
14 |
46 |
32 |
228.6% |
43 |
|
Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-16 |
113-15 |
113-12 |
|
R3 |
113-14 |
113-13 |
113-12 |
|
R2 |
113-12 |
113-12 |
113-11 |
|
R1 |
113-11 |
113-11 |
113-11 |
113-12 |
PP |
113-10 |
113-10 |
113-10 |
113-10 |
S1 |
113-09 |
113-09 |
113-11 |
113-10 |
S2 |
113-08 |
113-08 |
113-11 |
|
S3 |
113-06 |
113-07 |
113-10 |
|
S4 |
113-04 |
113-05 |
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 |
113-18 |
2.618 |
113-15 |
1.618 |
113-13 |
1.000 |
113-12 |
0.618 |
113-11 |
HIGH |
113-10 |
0.618 |
113-09 |
0.500 |
113-09 |
0.382 |
113-09 |
LOW |
113-08 |
0.618 |
113-07 |
1.000 |
113-06 |
1.618 |
113-05 |
2.618 |
113-03 |
4.250 |
113-00 |
|
|
Fisher Pivots for day following 12-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
113-10 |
113-26 |
PP |
113-10 |
113-21 |
S1 |
113-09 |
113-16 |
|