ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
111-16 |
112-08 |
0-24 |
0.7% |
113-11 |
| High |
111-20 |
112-08 |
0-20 |
0.6% |
114-11 |
| Low |
111-08 |
109-27 |
-1-13 |
-1.3% |
112-16 |
| Close |
111-20 |
110-04 |
-1-16 |
-1.3% |
112-26 |
| Range |
0-12 |
2-13 |
2-01 |
541.7% |
1-27 |
| ATR |
0-20 |
0-24 |
0-04 |
20.1% |
0-00 |
| Volume |
22 |
17 |
-5 |
-22.7% |
153 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-31 |
116-14 |
111-14 |
|
| R3 |
115-18 |
114-01 |
110-25 |
|
| R2 |
113-05 |
113-05 |
110-18 |
|
| R1 |
111-20 |
111-20 |
110-11 |
111-06 |
| PP |
110-24 |
110-24 |
110-24 |
110-16 |
| S1 |
109-07 |
109-07 |
109-29 |
108-25 |
| S2 |
108-11 |
108-11 |
109-22 |
|
| S3 |
105-30 |
106-26 |
109-15 |
|
| S4 |
103-17 |
104-13 |
108-26 |
|
|
| 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 |
122-15 |
|
2.618 |
118-18 |
|
1.618 |
116-05 |
|
1.000 |
114-21 |
|
0.618 |
113-24 |
|
HIGH |
112-08 |
|
0.618 |
111-11 |
|
0.500 |
111-02 |
|
0.382 |
110-24 |
|
LOW |
109-27 |
|
0.618 |
108-11 |
|
1.000 |
107-14 |
|
1.618 |
105-30 |
|
2.618 |
103-17 |
|
4.250 |
99-20 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-02 |
111-10 |
| PP |
110-24 |
110-30 |
| S1 |
110-14 |
110-17 |
|