ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-08 |
113-12 |
0-04 |
0.1% |
111-00 |
| High |
113-10 |
113-12 |
0-02 |
0.1% |
113-09 |
| Low |
113-08 |
112-16 |
-0-24 |
-0.7% |
110-30 |
| Close |
113-11 |
112-21 |
-0-22 |
-0.6% |
113-09 |
| Range |
0-02 |
0-28 |
0-26 |
1,300.0% |
2-11 |
| ATR |
0-17 |
0-18 |
0-01 |
4.4% |
0-00 |
| Volume |
46 |
15 |
-31 |
-67.4% |
43 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
114-30 |
113-04 |
|
| R3 |
114-19 |
114-02 |
112-29 |
|
| R2 |
113-23 |
113-23 |
112-26 |
|
| R1 |
113-06 |
113-06 |
112-24 |
113-00 |
| PP |
112-27 |
112-27 |
112-27 |
112-24 |
| S1 |
112-10 |
112-10 |
112-18 |
112-04 |
| S2 |
111-31 |
111-31 |
112-16 |
|
| S3 |
111-03 |
111-14 |
112-13 |
|
| S4 |
110-07 |
110-18 |
112-06 |
|
|
| 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 |
117-03 |
|
2.618 |
115-21 |
|
1.618 |
114-25 |
|
1.000 |
114-08 |
|
0.618 |
113-29 |
|
HIGH |
113-12 |
|
0.618 |
113-01 |
|
0.500 |
112-30 |
|
0.382 |
112-27 |
|
LOW |
112-16 |
|
0.618 |
111-31 |
|
1.000 |
111-20 |
|
1.618 |
111-03 |
|
2.618 |
110-07 |
|
4.250 |
108-25 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-30 |
113-14 |
| PP |
112-27 |
113-05 |
| S1 |
112-24 |
112-29 |
|