ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
107-21 |
107-22 |
0-01 |
0.0% |
106-07 |
| High |
108-04 |
107-29 |
-0-07 |
-0.2% |
108-07 |
| Low |
107-11 |
107-10 |
-0-01 |
0.0% |
106-01 |
| Close |
107-31 |
107-25 |
-0-06 |
-0.2% |
106-31 |
| Range |
0-25 |
0-19 |
-0-06 |
-24.0% |
2-06 |
| ATR |
0-28 |
0-27 |
0-00 |
-1.7% |
0-00 |
| Volume |
470,344 |
528,084 |
57,740 |
12.3% |
2,210,322 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-14 |
109-07 |
108-03 |
|
| R3 |
108-27 |
108-20 |
107-30 |
|
| R2 |
108-08 |
108-08 |
107-28 |
|
| R1 |
108-01 |
108-01 |
107-27 |
108-04 |
| PP |
107-21 |
107-21 |
107-21 |
107-23 |
| S1 |
107-14 |
107-14 |
107-23 |
107-18 |
| S2 |
107-02 |
107-02 |
107-22 |
|
| S3 |
106-15 |
106-27 |
107-20 |
|
| S4 |
105-28 |
106-08 |
107-15 |
|
|
| 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 |
108-04 |
106-17 |
1-19 |
1.5% |
0-23 |
0.7% |
78% |
False |
False |
425,496 |
| 10 |
108-07 |
105-31 |
2-08 |
2.1% |
0-28 |
0.8% |
81% |
False |
False |
417,813 |
| 20 |
108-07 |
105-21 |
2-18 |
2.4% |
0-26 |
0.8% |
83% |
False |
False |
402,669 |
| 40 |
109-23 |
104-16 |
5-07 |
4.8% |
0-27 |
0.8% |
63% |
False |
False |
412,738 |
| 60 |
112-11 |
104-16 |
7-27 |
7.3% |
0-24 |
0.7% |
42% |
False |
False |
277,506 |
| 80 |
112-11 |
104-16 |
7-27 |
7.3% |
0-21 |
0.6% |
42% |
False |
False |
208,309 |
| 100 |
113-25 |
104-16 |
9-09 |
8.6% |
0-18 |
0.5% |
35% |
False |
False |
166,660 |
| 120 |
113-26 |
104-16 |
9-10 |
8.6% |
0-16 |
0.5% |
35% |
False |
False |
138,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-14 |
|
2.618 |
109-15 |
|
1.618 |
108-28 |
|
1.000 |
108-16 |
|
0.618 |
108-09 |
|
HIGH |
107-29 |
|
0.618 |
107-22 |
|
0.500 |
107-20 |
|
0.382 |
107-17 |
|
LOW |
107-10 |
|
0.618 |
106-30 |
|
1.000 |
106-23 |
|
1.618 |
106-11 |
|
2.618 |
105-24 |
|
4.250 |
104-25 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
107-23 |
107-23 |
| PP |
107-21 |
107-21 |
| S1 |
107-20 |
107-19 |
|