ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-08 |
109-24 |
-2-16 |
-2.2% |
112-29 |
| High |
112-08 |
110-20 |
-1-20 |
-1.4% |
112-29 |
| Low |
109-27 |
109-24 |
-0-03 |
-0.1% |
109-24 |
| Close |
110-04 |
110-20 |
0-16 |
0.5% |
110-20 |
| Range |
2-13 |
0-28 |
-1-17 |
-63.6% |
3-05 |
| ATR |
0-24 |
0-25 |
0-00 |
1.1% |
0-00 |
| Volume |
17 |
113 |
96 |
564.7% |
190 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-31 |
112-21 |
111-03 |
|
| R3 |
112-03 |
111-25 |
110-28 |
|
| R2 |
111-07 |
111-07 |
110-25 |
|
| R1 |
110-29 |
110-29 |
110-23 |
111-02 |
| PP |
110-11 |
110-11 |
110-11 |
110-13 |
| S1 |
110-01 |
110-01 |
110-17 |
110-06 |
| S2 |
109-15 |
109-15 |
110-15 |
|
| S3 |
108-19 |
109-05 |
110-12 |
|
| S4 |
107-23 |
108-09 |
110-05 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-18 |
118-24 |
112-12 |
|
| R3 |
117-13 |
115-19 |
111-16 |
|
| R2 |
114-08 |
114-08 |
111-07 |
|
| R1 |
112-14 |
112-14 |
110-29 |
111-24 |
| PP |
111-03 |
111-03 |
111-03 |
110-24 |
| S1 |
109-09 |
109-09 |
110-11 |
108-20 |
| S2 |
107-30 |
107-30 |
110-01 |
|
| S3 |
104-25 |
106-04 |
109-24 |
|
| S4 |
101-20 |
102-31 |
108-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-11 |
|
2.618 |
112-29 |
|
1.618 |
112-01 |
|
1.000 |
111-16 |
|
0.618 |
111-05 |
|
HIGH |
110-20 |
|
0.618 |
110-09 |
|
0.500 |
110-06 |
|
0.382 |
110-03 |
|
LOW |
109-24 |
|
0.618 |
109-07 |
|
1.000 |
108-28 |
|
1.618 |
108-11 |
|
2.618 |
107-15 |
|
4.250 |
106-01 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-15 |
111-00 |
| PP |
110-11 |
110-28 |
| S1 |
110-06 |
110-24 |
|