ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
113-12 |
113-08 |
-0-04 |
-0.1% |
113-11 |
High |
113-12 |
113-09 |
-0-03 |
-0.1% |
114-11 |
Low |
112-16 |
112-17 |
0-01 |
0.0% |
112-16 |
Close |
112-21 |
112-26 |
0-05 |
0.1% |
112-26 |
Range |
0-28 |
0-24 |
-0-04 |
-14.3% |
1-27 |
ATR |
0-18 |
0-18 |
0-00 |
2.4% |
0-00 |
Volume |
15 |
21 |
6 |
40.0% |
153 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-04 |
114-23 |
113-07 |
|
R3 |
114-12 |
113-31 |
113-01 |
|
R2 |
113-20 |
113-20 |
112-30 |
|
R1 |
113-07 |
113-07 |
112-28 |
113-02 |
PP |
112-28 |
112-28 |
112-28 |
112-25 |
S1 |
112-15 |
112-15 |
112-24 |
112-10 |
S2 |
112-04 |
112-04 |
112-22 |
|
S3 |
111-12 |
111-23 |
112-19 |
|
S4 |
110-20 |
110-31 |
112-13 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-24 |
117-20 |
113-26 |
|
R3 |
116-29 |
115-25 |
113-10 |
|
R2 |
115-02 |
115-02 |
113-05 |
|
R1 |
113-30 |
113-30 |
112-31 |
113-18 |
PP |
113-07 |
113-07 |
113-07 |
113-01 |
S1 |
112-03 |
112-03 |
112-21 |
111-24 |
S2 |
111-12 |
111-12 |
112-15 |
|
S3 |
109-17 |
110-08 |
112-10 |
|
S4 |
107-22 |
108-13 |
111-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-15 |
2.618 |
115-08 |
1.618 |
114-16 |
1.000 |
114-01 |
0.618 |
113-24 |
HIGH |
113-09 |
0.618 |
113-00 |
0.500 |
112-29 |
0.382 |
112-26 |
LOW |
112-17 |
0.618 |
112-02 |
1.000 |
111-25 |
1.618 |
111-10 |
2.618 |
110-18 |
4.250 |
109-11 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112-29 |
112-30 |
PP |
112-28 |
112-29 |
S1 |
112-27 |
112-27 |
|