ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
112-26 |
111-16 |
-1-10 |
-1.2% |
113-11 |
High |
112-26 |
111-20 |
-1-06 |
-1.1% |
114-11 |
Low |
112-00 |
111-08 |
-0-24 |
-0.7% |
112-16 |
Close |
112-16 |
111-20 |
-0-28 |
-0.8% |
112-26 |
Range |
0-26 |
0-12 |
-0-14 |
-53.8% |
1-27 |
ATR |
0-19 |
0-20 |
0-02 |
8.2% |
0-00 |
Volume |
12 |
22 |
10 |
83.3% |
153 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-20 |
112-16 |
111-27 |
|
R3 |
112-08 |
112-04 |
111-23 |
|
R2 |
111-28 |
111-28 |
111-22 |
|
R1 |
111-24 |
111-24 |
111-21 |
111-26 |
PP |
111-16 |
111-16 |
111-16 |
111-17 |
S1 |
111-12 |
111-12 |
111-19 |
111-14 |
S2 |
111-04 |
111-04 |
111-18 |
|
S3 |
110-24 |
111-00 |
111-17 |
|
S4 |
110-12 |
110-20 |
111-13 |
|
|
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 |
113-07 |
2.618 |
112-19 |
1.618 |
112-07 |
1.000 |
112-00 |
0.618 |
111-27 |
HIGH |
111-20 |
0.618 |
111-15 |
0.500 |
111-14 |
0.382 |
111-13 |
LOW |
111-08 |
0.618 |
111-01 |
1.000 |
110-28 |
1.618 |
110-21 |
2.618 |
110-09 |
4.250 |
109-21 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
111-18 |
112-02 |
PP |
111-16 |
111-30 |
S1 |
111-14 |
111-25 |
|