ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
113-08 |
112-29 |
-0-11 |
-0.3% |
113-11 |
High |
113-09 |
112-29 |
-0-12 |
-0.3% |
114-11 |
Low |
112-17 |
112-16 |
-0-01 |
0.0% |
112-16 |
Close |
112-26 |
112-26 |
0-00 |
0.0% |
112-26 |
Range |
0-24 |
0-13 |
-0-11 |
-45.8% |
1-27 |
ATR |
0-18 |
0-18 |
0-00 |
-2.1% |
0-00 |
Volume |
21 |
26 |
5 |
23.8% |
153 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-31 |
113-25 |
113-01 |
|
R3 |
113-18 |
113-12 |
112-30 |
|
R2 |
113-05 |
113-05 |
112-28 |
|
R1 |
112-31 |
112-31 |
112-27 |
112-28 |
PP |
112-24 |
112-24 |
112-24 |
112-22 |
S1 |
112-18 |
112-18 |
112-25 |
112-14 |
S2 |
112-11 |
112-11 |
112-24 |
|
S3 |
111-30 |
112-05 |
112-22 |
|
S4 |
111-17 |
111-24 |
112-19 |
|
|
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 |
114-20 |
2.618 |
113-31 |
1.618 |
113-18 |
1.000 |
113-10 |
0.618 |
113-05 |
HIGH |
112-29 |
0.618 |
112-24 |
0.500 |
112-22 |
0.382 |
112-21 |
LOW |
112-16 |
0.618 |
112-08 |
1.000 |
112-03 |
1.618 |
111-27 |
2.618 |
111-14 |
4.250 |
110-25 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112-25 |
112-30 |
PP |
112-24 |
112-29 |
S1 |
112-22 |
112-27 |
|