ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-01 |
106-21 |
-0-12 |
-0.4% |
106-07 |
| High |
107-16 |
107-09 |
-0-07 |
-0.2% |
108-07 |
| Low |
106-16 |
106-17 |
0-01 |
0.0% |
106-01 |
| Close |
106-27 |
106-31 |
0-04 |
0.1% |
106-31 |
| Range |
1-00 |
0-24 |
-0-08 |
-25.0% |
2-06 |
| ATR |
0-28 |
0-28 |
0-00 |
-1.1% |
0-00 |
| Volume |
605,009 |
449,709 |
-155,300 |
-25.7% |
2,210,322 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-06 |
108-26 |
107-12 |
|
| R3 |
108-14 |
108-02 |
107-06 |
|
| R2 |
107-22 |
107-22 |
107-03 |
|
| R1 |
107-10 |
107-10 |
107-01 |
107-16 |
| PP |
106-30 |
106-30 |
106-30 |
107-00 |
| S1 |
106-18 |
106-18 |
106-29 |
106-24 |
| S2 |
106-06 |
106-06 |
106-27 |
|
| S3 |
105-14 |
105-26 |
106-24 |
|
| S4 |
104-22 |
105-02 |
106-18 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-20 |
112-16 |
108-06 |
|
| R3 |
111-14 |
110-10 |
107-18 |
|
| R2 |
109-08 |
109-08 |
107-12 |
|
| R1 |
108-04 |
108-04 |
107-05 |
108-22 |
| PP |
107-02 |
107-02 |
107-02 |
107-12 |
| S1 |
105-30 |
105-30 |
106-25 |
106-16 |
| S2 |
104-28 |
104-28 |
106-18 |
|
| S3 |
102-22 |
103-24 |
106-12 |
|
| S4 |
100-16 |
101-18 |
105-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-07 |
106-01 |
2-06 |
2.0% |
1-00 |
0.9% |
43% |
False |
False |
442,064 |
| 10 |
108-07 |
105-31 |
2-08 |
2.1% |
0-30 |
0.9% |
44% |
False |
False |
391,514 |
| 20 |
108-07 |
105-17 |
2-22 |
2.5% |
0-27 |
0.8% |
53% |
False |
False |
403,886 |
| 40 |
111-00 |
104-16 |
6-16 |
6.1% |
0-27 |
0.8% |
38% |
False |
False |
372,096 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
31% |
False |
False |
249,603 |
| 80 |
112-14 |
104-16 |
7-30 |
7.4% |
0-21 |
0.6% |
31% |
False |
False |
187,345 |
| 100 |
113-26 |
104-16 |
9-10 |
8.7% |
0-18 |
0.5% |
27% |
False |
False |
149,883 |
| 120 |
113-26 |
104-16 |
9-10 |
8.7% |
0-15 |
0.4% |
27% |
False |
False |
124,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-15 |
|
2.618 |
109-08 |
|
1.618 |
108-16 |
|
1.000 |
108-01 |
|
0.618 |
107-24 |
|
HIGH |
107-09 |
|
0.618 |
107-00 |
|
0.500 |
106-29 |
|
0.382 |
106-26 |
|
LOW |
106-17 |
|
0.618 |
106-02 |
|
1.000 |
105-25 |
|
1.618 |
105-10 |
|
2.618 |
104-18 |
|
4.250 |
103-11 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
106-30 |
107-12 |
| PP |
106-30 |
107-07 |
| S1 |
106-29 |
107-03 |
|