ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 26-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
110-30 |
110-09 |
-0-21 |
-0.6% |
112-29 |
| High |
110-30 |
110-16 |
-0-14 |
-0.4% |
112-29 |
| Low |
110-28 |
110-09 |
-0-19 |
-0.5% |
109-24 |
| Close |
110-22 |
110-18 |
-0-04 |
-0.1% |
110-20 |
| Range |
0-02 |
0-07 |
0-05 |
250.0% |
3-05 |
| ATR |
0-22 |
0-22 |
-0-01 |
-3.0% |
0-00 |
| Volume |
231 |
39 |
-192 |
-83.1% |
190 |
|
| Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-03 |
111-02 |
110-22 |
|
| R3 |
110-28 |
110-27 |
110-20 |
|
| R2 |
110-21 |
110-21 |
110-19 |
|
| R1 |
110-20 |
110-20 |
110-19 |
110-20 |
| PP |
110-14 |
110-14 |
110-14 |
110-15 |
| S1 |
110-13 |
110-13 |
110-17 |
110-14 |
| S2 |
110-07 |
110-07 |
110-17 |
|
| S3 |
110-00 |
110-06 |
110-16 |
|
| S4 |
109-25 |
109-31 |
110-14 |
|
|
| 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 |
111-14 |
|
2.618 |
111-02 |
|
1.618 |
110-27 |
|
1.000 |
110-23 |
|
0.618 |
110-20 |
|
HIGH |
110-16 |
|
0.618 |
110-13 |
|
0.500 |
110-12 |
|
0.382 |
110-12 |
|
LOW |
110-09 |
|
0.618 |
110-05 |
|
1.000 |
110-02 |
|
1.618 |
109-30 |
|
2.618 |
109-23 |
|
4.250 |
109-11 |
|
|
| Fisher Pivots for day following 26-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-16 |
110-20 |
| PP |
110-14 |
110-19 |
| S1 |
110-12 |
110-18 |
|