ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 11-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
106-19 |
107-26 |
1-07 |
1.1% |
107-21 |
High |
107-29 |
108-07 |
0-10 |
0.3% |
108-06 |
Low |
106-15 |
106-31 |
0-16 |
0.5% |
105-31 |
Close |
107-21 |
107-06 |
-0-15 |
-0.4% |
106-03 |
Range |
1-14 |
1-08 |
-0-06 |
-13.0% |
2-07 |
ATR |
0-27 |
0-28 |
0-01 |
3.3% |
0-00 |
Volume |
213,450 |
545,503 |
332,053 |
155.6% |
1,311,229 |
|
Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-07 |
110-14 |
107-28 |
|
R3 |
109-31 |
109-06 |
107-17 |
|
R2 |
108-23 |
108-23 |
107-13 |
|
R1 |
107-30 |
107-30 |
107-10 |
107-22 |
PP |
107-15 |
107-15 |
107-15 |
107-11 |
S1 |
106-22 |
106-22 |
107-02 |
106-14 |
S2 |
106-07 |
106-07 |
106-31 |
|
S3 |
104-31 |
105-14 |
106-27 |
|
S4 |
103-23 |
104-06 |
106-16 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-13 |
111-31 |
107-10 |
|
R3 |
111-06 |
109-24 |
106-23 |
|
R2 |
108-31 |
108-31 |
106-16 |
|
R1 |
107-17 |
107-17 |
106-10 |
107-04 |
PP |
106-24 |
106-24 |
106-24 |
106-18 |
S1 |
105-10 |
105-10 |
105-28 |
104-30 |
S2 |
104-17 |
104-17 |
105-22 |
|
S3 |
102-10 |
103-03 |
105-15 |
|
S4 |
100-03 |
100-28 |
104-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108-07 |
105-31 |
2-08 |
2.1% |
1-00 |
0.9% |
54% |
True |
False |
338,668 |
10 |
108-07 |
105-31 |
2-08 |
2.1% |
0-28 |
0.8% |
54% |
True |
False |
367,466 |
20 |
108-07 |
104-16 |
3-23 |
3.5% |
0-28 |
0.8% |
72% |
True |
False |
420,352 |
40 |
111-09 |
104-16 |
6-25 |
6.3% |
0-26 |
0.8% |
40% |
False |
False |
346,513 |
60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
34% |
False |
False |
232,052 |
80 |
113-01 |
104-16 |
8-17 |
8.0% |
0-20 |
0.6% |
32% |
False |
False |
174,163 |
100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-17 |
0.5% |
29% |
False |
False |
139,336 |
120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-14 |
0.4% |
29% |
False |
False |
116,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-17 |
2.618 |
111-16 |
1.618 |
110-08 |
1.000 |
109-15 |
0.618 |
109-00 |
HIGH |
108-07 |
0.618 |
107-24 |
0.500 |
107-19 |
0.382 |
107-14 |
LOW |
106-31 |
0.618 |
106-06 |
1.000 |
105-23 |
1.618 |
104-30 |
2.618 |
103-22 |
4.250 |
101-21 |
|
|
Fisher Pivots for day following 11-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
107-19 |
107-05 |
PP |
107-15 |
107-05 |
S1 |
107-10 |
107-04 |
|