ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-26 |
109-18 |
-0-08 |
-0.2% |
110-24 |
| High |
110-04 |
110-30 |
0-26 |
0.7% |
110-28 |
| Low |
109-11 |
109-17 |
0-06 |
0.2% |
108-20 |
| Close |
109-18 |
110-19 |
1-01 |
0.9% |
109-10 |
| Range |
0-25 |
1-13 |
0-20 |
80.0% |
2-08 |
| ATR |
0-28 |
0-30 |
0-01 |
4.1% |
0-00 |
| Volume |
378,166 |
386,424 |
8,258 |
2.2% |
2,145,355 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-18 |
114-00 |
111-12 |
|
| R3 |
113-05 |
112-19 |
110-31 |
|
| R2 |
111-24 |
111-24 |
110-27 |
|
| R1 |
111-06 |
111-06 |
110-23 |
111-15 |
| PP |
110-11 |
110-11 |
110-11 |
110-16 |
| S1 |
109-25 |
109-25 |
110-15 |
110-02 |
| S2 |
108-30 |
108-30 |
110-11 |
|
| S3 |
107-17 |
108-12 |
110-07 |
|
| S4 |
106-04 |
106-31 |
109-26 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-11 |
115-03 |
110-18 |
|
| R3 |
114-03 |
112-27 |
109-30 |
|
| R2 |
111-27 |
111-27 |
109-23 |
|
| R1 |
110-19 |
110-19 |
109-17 |
110-03 |
| PP |
109-19 |
109-19 |
109-19 |
109-12 |
| S1 |
108-11 |
108-11 |
109-03 |
107-27 |
| S2 |
107-11 |
107-11 |
108-29 |
|
| S3 |
105-03 |
106-03 |
108-22 |
|
| S4 |
102-27 |
103-27 |
108-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-30 |
108-27 |
2-03 |
1.9% |
0-29 |
0.8% |
84% |
True |
False |
406,047 |
| 10 |
110-30 |
108-20 |
2-10 |
2.1% |
0-31 |
0.9% |
85% |
True |
False |
396,328 |
| 20 |
110-30 |
107-23 |
3-07 |
2.9% |
0-29 |
0.8% |
89% |
True |
False |
439,631 |
| 40 |
110-30 |
105-21 |
5-09 |
4.8% |
0-27 |
0.8% |
93% |
True |
False |
421,150 |
| 60 |
110-30 |
104-16 |
6-14 |
5.8% |
0-28 |
0.8% |
95% |
True |
False |
421,703 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-25 |
0.7% |
78% |
False |
False |
318,037 |
| 100 |
112-11 |
104-16 |
7-27 |
7.1% |
0-23 |
0.6% |
78% |
False |
False |
254,573 |
| 120 |
113-25 |
104-16 |
9-09 |
8.4% |
0-20 |
0.6% |
66% |
False |
False |
212,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-29 |
|
2.618 |
114-20 |
|
1.618 |
113-07 |
|
1.000 |
112-11 |
|
0.618 |
111-26 |
|
HIGH |
110-30 |
|
0.618 |
110-13 |
|
0.500 |
110-08 |
|
0.382 |
110-02 |
|
LOW |
109-17 |
|
0.618 |
108-21 |
|
1.000 |
108-04 |
|
1.618 |
107-08 |
|
2.618 |
105-27 |
|
4.250 |
103-18 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-15 |
110-12 |
| PP |
110-11 |
110-06 |
| S1 |
110-08 |
109-31 |
|