ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
110-24 |
110-05 |
-0-19 |
-0.5% |
109-30 |
High |
110-28 |
110-18 |
-0-10 |
-0.3% |
110-27 |
Low |
109-31 |
109-22 |
-0-09 |
-0.3% |
109-06 |
Close |
110-06 |
110-06 |
0-00 |
0.0% |
110-20 |
Range |
0-29 |
0-28 |
-0-01 |
-3.4% |
1-21 |
ATR |
0-27 |
0-27 |
0-00 |
0.2% |
0-00 |
Volume |
416,467 |
349,523 |
-66,944 |
-16.1% |
2,583,465 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-25 |
112-11 |
110-21 |
|
R3 |
111-29 |
111-15 |
110-14 |
|
R2 |
111-01 |
111-01 |
110-11 |
|
R1 |
110-19 |
110-19 |
110-09 |
110-26 |
PP |
110-05 |
110-05 |
110-05 |
110-08 |
S1 |
109-23 |
109-23 |
110-03 |
109-30 |
S2 |
109-09 |
109-09 |
110-01 |
|
S3 |
108-13 |
108-27 |
109-30 |
|
S4 |
107-17 |
107-31 |
109-23 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-06 |
114-18 |
111-17 |
|
R3 |
113-17 |
112-29 |
111-03 |
|
R2 |
111-28 |
111-28 |
110-30 |
|
R1 |
111-08 |
111-08 |
110-25 |
111-18 |
PP |
110-07 |
110-07 |
110-07 |
110-12 |
S1 |
109-19 |
109-19 |
110-15 |
109-29 |
S2 |
108-18 |
108-18 |
110-10 |
|
S3 |
106-29 |
107-30 |
110-05 |
|
S4 |
105-08 |
106-09 |
109-23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-28 |
109-22 |
1-06 |
1.1% |
0-27 |
0.8% |
42% |
False |
True |
466,933 |
10 |
110-28 |
108-12 |
2-16 |
2.3% |
0-29 |
0.8% |
73% |
False |
False |
501,262 |
20 |
110-28 |
106-16 |
4-12 |
4.0% |
0-27 |
0.8% |
84% |
False |
False |
463,299 |
40 |
110-28 |
104-16 |
6-12 |
5.8% |
0-28 |
0.8% |
89% |
False |
False |
438,209 |
60 |
111-11 |
104-16 |
6-27 |
6.2% |
0-26 |
0.7% |
83% |
False |
False |
376,407 |
80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-24 |
0.7% |
73% |
False |
False |
283,053 |
100 |
113-01 |
104-16 |
8-17 |
7.7% |
0-21 |
0.6% |
67% |
False |
False |
226,537 |
120 |
113-26 |
104-16 |
9-10 |
8.5% |
0-19 |
0.5% |
61% |
False |
False |
188,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-09 |
2.618 |
112-27 |
1.618 |
111-31 |
1.000 |
111-14 |
0.618 |
111-03 |
HIGH |
110-18 |
0.618 |
110-07 |
0.500 |
110-04 |
0.382 |
110-01 |
LOW |
109-22 |
0.618 |
109-05 |
1.000 |
108-26 |
1.618 |
108-09 |
2.618 |
107-13 |
4.250 |
105-31 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
110-05 |
110-09 |
PP |
110-05 |
110-08 |
S1 |
110-04 |
110-07 |
|