ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-08 |
110-18 |
0-10 |
0.3% |
109-01 |
| High |
110-25 |
110-19 |
-0-06 |
-0.2% |
110-30 |
| Low |
110-07 |
109-29 |
-0-10 |
-0.3% |
108-27 |
| Close |
110-20 |
110-12 |
-0-08 |
-0.2% |
109-27 |
| Range |
0-18 |
0-22 |
0-04 |
22.2% |
2-03 |
| ATR |
0-30 |
0-29 |
0-00 |
-1.6% |
0-00 |
| Volume |
261,460 |
320,286 |
58,826 |
22.5% |
1,952,860 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-11 |
112-02 |
110-24 |
|
| R3 |
111-21 |
111-12 |
110-18 |
|
| R2 |
110-31 |
110-31 |
110-16 |
|
| R1 |
110-22 |
110-22 |
110-14 |
110-16 |
| PP |
110-09 |
110-09 |
110-09 |
110-06 |
| S1 |
110-00 |
110-00 |
110-10 |
109-26 |
| S2 |
109-19 |
109-19 |
110-08 |
|
| S3 |
108-29 |
109-10 |
110-06 |
|
| S4 |
108-07 |
108-20 |
110-00 |
|
|
| 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% |
1-00 |
0.9% |
67% |
False |
False |
381,756 |
| 10 |
110-30 |
108-21 |
2-09 |
2.1% |
0-30 |
0.8% |
75% |
False |
False |
396,972 |
| 20 |
110-30 |
108-20 |
2-10 |
2.1% |
0-30 |
0.9% |
76% |
False |
False |
443,270 |
| 40 |
110-30 |
105-31 |
4-31 |
4.5% |
0-28 |
0.8% |
89% |
False |
False |
418,053 |
| 60 |
110-30 |
104-16 |
6-14 |
5.8% |
0-28 |
0.8% |
91% |
False |
False |
440,224 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-26 |
0.7% |
75% |
False |
False |
336,853 |
| 100 |
112-11 |
104-16 |
7-27 |
7.1% |
0-23 |
0.7% |
75% |
False |
False |
269,768 |
| 120 |
113-10 |
104-16 |
8-26 |
8.0% |
0-21 |
0.6% |
67% |
False |
False |
224,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-16 |
|
2.618 |
112-13 |
|
1.618 |
111-23 |
|
1.000 |
111-09 |
|
0.618 |
111-01 |
|
HIGH |
110-19 |
|
0.618 |
110-11 |
|
0.500 |
110-08 |
|
0.382 |
110-05 |
|
LOW |
109-29 |
|
0.618 |
109-15 |
|
1.000 |
109-07 |
|
1.618 |
108-25 |
|
2.618 |
108-03 |
|
4.250 |
107-00 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-11 |
110-10 |
| PP |
110-09 |
110-08 |
| S1 |
110-08 |
110-06 |
|