ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 21-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-28 |
110-08 |
0-12 |
0.3% |
109-01 |
| High |
110-18 |
110-25 |
0-07 |
0.2% |
110-30 |
| Low |
109-18 |
110-07 |
0-21 |
0.6% |
108-27 |
| Close |
110-08 |
110-20 |
0-12 |
0.3% |
109-27 |
| Range |
1-00 |
0-18 |
-0-14 |
-43.8% |
2-03 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.0% |
0-00 |
| Volume |
413,013 |
261,460 |
-151,553 |
-36.7% |
1,952,860 |
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-07 |
112-00 |
110-30 |
|
| R3 |
111-21 |
111-14 |
110-25 |
|
| R2 |
111-03 |
111-03 |
110-23 |
|
| R1 |
110-28 |
110-28 |
110-22 |
111-00 |
| PP |
110-17 |
110-17 |
110-17 |
110-19 |
| S1 |
110-10 |
110-10 |
110-18 |
110-14 |
| S2 |
109-31 |
109-31 |
110-17 |
|
| S3 |
109-13 |
109-24 |
110-15 |
|
| S4 |
108-27 |
109-06 |
110-10 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-05 |
115-03 |
111-00 |
|
| R3 |
114-02 |
113-00 |
110-13 |
|
| R2 |
111-31 |
111-31 |
110-07 |
|
| R1 |
110-29 |
110-29 |
110-01 |
111-14 |
| PP |
109-28 |
109-28 |
109-28 |
110-04 |
| S1 |
108-26 |
108-26 |
109-21 |
109-11 |
| S2 |
107-25 |
107-25 |
109-15 |
|
| S3 |
105-22 |
106-23 |
109-09 |
|
| S4 |
103-19 |
104-20 |
108-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-30 |
109-08 |
1-22 |
1.5% |
1-01 |
0.9% |
81% |
False |
False |
393,332 |
| 10 |
110-30 |
108-20 |
2-10 |
2.1% |
1-00 |
0.9% |
86% |
False |
False |
400,669 |
| 20 |
110-30 |
108-12 |
2-18 |
2.3% |
0-30 |
0.8% |
88% |
False |
False |
450,966 |
| 40 |
110-30 |
105-31 |
4-31 |
4.5% |
0-28 |
0.8% |
94% |
False |
False |
418,904 |
| 60 |
110-30 |
104-16 |
6-14 |
5.8% |
0-28 |
0.8% |
95% |
False |
False |
436,538 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-26 |
0.7% |
78% |
False |
False |
332,870 |
| 100 |
112-11 |
104-16 |
7-27 |
7.1% |
0-23 |
0.7% |
78% |
False |
False |
266,586 |
| 120 |
113-25 |
104-16 |
9-09 |
8.4% |
0-21 |
0.6% |
66% |
False |
False |
222,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-06 |
|
2.618 |
112-08 |
|
1.618 |
111-22 |
|
1.000 |
111-11 |
|
0.618 |
111-04 |
|
HIGH |
110-25 |
|
0.618 |
110-18 |
|
0.500 |
110-16 |
|
0.382 |
110-14 |
|
LOW |
110-07 |
|
0.618 |
109-28 |
|
1.000 |
109-21 |
|
1.618 |
109-10 |
|
2.618 |
108-24 |
|
4.250 |
107-26 |
|
|
| Fisher Pivots for day following 21-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-19 |
110-14 |
| PP |
110-17 |
110-07 |
| S1 |
110-16 |
110-00 |
|