ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-28 |
110-01 |
0-05 |
0.1% |
109-30 |
| High |
110-08 |
110-27 |
0-19 |
0.5% |
110-27 |
| Low |
109-22 |
109-29 |
0-07 |
0.2% |
109-06 |
| Close |
110-07 |
110-20 |
0-13 |
0.4% |
110-20 |
| Range |
0-18 |
0-30 |
0-12 |
66.7% |
1-21 |
| ATR |
0-27 |
0-27 |
0-00 |
0.8% |
0-00 |
| Volume |
604,177 |
392,670 |
-211,507 |
-35.0% |
2,583,465 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-09 |
112-28 |
111-04 |
|
| R3 |
112-11 |
111-30 |
110-28 |
|
| R2 |
111-13 |
111-13 |
110-26 |
|
| R1 |
111-00 |
111-00 |
110-23 |
111-06 |
| PP |
110-15 |
110-15 |
110-15 |
110-18 |
| S1 |
110-02 |
110-02 |
110-17 |
110-08 |
| S2 |
109-17 |
109-17 |
110-14 |
|
| S3 |
108-19 |
109-04 |
110-12 |
|
| S4 |
107-21 |
108-06 |
110-04 |
|
|
| 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 |
110-27 |
109-06 |
1-21 |
1.5% |
0-27 |
0.8% |
87% |
True |
False |
516,693 |
| 10 |
110-27 |
108-05 |
2-22 |
2.4% |
0-26 |
0.7% |
92% |
True |
False |
489,888 |
| 20 |
110-27 |
106-01 |
4-26 |
4.4% |
0-27 |
0.8% |
95% |
True |
False |
455,505 |
| 40 |
110-27 |
104-16 |
6-11 |
5.7% |
0-28 |
0.8% |
97% |
True |
False |
458,867 |
| 60 |
112-02 |
104-16 |
7-18 |
6.8% |
0-26 |
0.7% |
81% |
False |
False |
364,119 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-24 |
0.7% |
78% |
False |
False |
273,489 |
| 100 |
113-01 |
104-16 |
8-17 |
7.7% |
0-21 |
0.6% |
72% |
False |
False |
218,877 |
| 120 |
113-26 |
104-16 |
9-10 |
8.4% |
0-18 |
0.5% |
66% |
False |
False |
182,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-26 |
|
2.618 |
113-10 |
|
1.618 |
112-12 |
|
1.000 |
111-25 |
|
0.618 |
111-14 |
|
HIGH |
110-27 |
|
0.618 |
110-16 |
|
0.500 |
110-12 |
|
0.382 |
110-08 |
|
LOW |
109-29 |
|
0.618 |
109-10 |
|
1.000 |
108-31 |
|
1.618 |
108-12 |
|
2.618 |
107-14 |
|
4.250 |
105-30 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-17 |
110-16 |
| PP |
110-15 |
110-12 |
| S1 |
110-12 |
110-08 |
|