ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 06-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
111-13 |
112-10 |
0-29 |
0.8% |
110-25 |
High |
112-11 |
112-13 |
0-02 |
0.1% |
111-31 |
Low |
111-05 |
111-28 |
0-23 |
0.6% |
110-15 |
Close |
112-07 |
112-02 |
-0-05 |
-0.1% |
111-18 |
Range |
1-06 |
0-17 |
-0-21 |
-55.3% |
1-16 |
ATR |
0-26 |
0-26 |
-0-01 |
-2.5% |
0-00 |
Volume |
281,962 |
348,547 |
66,585 |
23.6% |
902,309 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-23 |
113-13 |
112-11 |
|
R3 |
113-06 |
112-28 |
112-07 |
|
R2 |
112-21 |
112-21 |
112-05 |
|
R1 |
112-11 |
112-11 |
112-04 |
112-08 |
PP |
112-04 |
112-04 |
112-04 |
112-02 |
S1 |
111-26 |
111-26 |
112-00 |
111-22 |
S2 |
111-19 |
111-19 |
111-31 |
|
S3 |
111-02 |
111-09 |
111-29 |
|
S4 |
110-17 |
110-24 |
111-25 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-27 |
115-06 |
112-12 |
|
R3 |
114-11 |
113-22 |
111-31 |
|
R2 |
112-27 |
112-27 |
111-27 |
|
R1 |
112-06 |
112-06 |
111-22 |
112-16 |
PP |
111-11 |
111-11 |
111-11 |
111-16 |
S1 |
110-22 |
110-22 |
111-14 |
111-00 |
S2 |
109-27 |
109-27 |
111-09 |
|
S3 |
108-11 |
109-06 |
111-05 |
|
S4 |
106-27 |
107-22 |
110-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-13 |
111-05 |
1-08 |
1.1% |
0-25 |
0.7% |
73% |
True |
False |
288,822 |
10 |
112-13 |
109-16 |
2-29 |
2.6% |
0-24 |
0.7% |
88% |
True |
False |
186,323 |
20 |
112-13 |
108-23 |
3-22 |
3.3% |
0-26 |
0.7% |
91% |
True |
False |
94,299 |
40 |
112-13 |
106-11 |
6-02 |
5.4% |
0-25 |
0.7% |
94% |
True |
False |
47,556 |
60 |
112-13 |
105-12 |
7-01 |
6.3% |
0-23 |
0.6% |
95% |
True |
False |
31,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-21 |
2.618 |
113-26 |
1.618 |
113-09 |
1.000 |
112-30 |
0.618 |
112-24 |
HIGH |
112-13 |
0.618 |
112-07 |
0.500 |
112-04 |
0.382 |
112-02 |
LOW |
111-28 |
0.618 |
111-17 |
1.000 |
111-11 |
1.618 |
111-00 |
2.618 |
110-15 |
4.250 |
109-20 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112-04 |
111-31 |
PP |
112-04 |
111-28 |
S1 |
112-03 |
111-25 |
|