ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-04 |
110-14 |
0-10 |
0.3% |
109-28 |
| High |
110-23 |
111-00 |
0-09 |
0.3% |
111-00 |
| Low |
109-23 |
110-14 |
0-23 |
0.7% |
109-18 |
| Close |
110-22 |
110-27 |
0-05 |
0.1% |
110-27 |
| Range |
1-00 |
0-18 |
-0-14 |
-43.8% |
1-14 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.8% |
0-00 |
| Volume |
295,979 |
275,181 |
-20,798 |
-7.0% |
1,565,919 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-14 |
112-07 |
111-05 |
|
| R3 |
111-28 |
111-21 |
111-00 |
|
| R2 |
111-10 |
111-10 |
110-30 |
|
| R1 |
111-03 |
111-03 |
110-29 |
111-06 |
| PP |
110-24 |
110-24 |
110-24 |
110-26 |
| S1 |
110-17 |
110-17 |
110-25 |
110-20 |
| S2 |
110-06 |
110-06 |
110-24 |
|
| S3 |
109-20 |
109-31 |
110-22 |
|
| S4 |
109-02 |
109-13 |
110-17 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-25 |
114-08 |
111-20 |
|
| R3 |
113-11 |
112-26 |
111-08 |
|
| R2 |
111-29 |
111-29 |
111-03 |
|
| R1 |
111-12 |
111-12 |
110-31 |
111-20 |
| PP |
110-15 |
110-15 |
110-15 |
110-19 |
| S1 |
109-30 |
109-30 |
110-23 |
110-06 |
| S2 |
109-01 |
109-01 |
110-19 |
|
| S3 |
107-19 |
108-16 |
110-14 |
|
| S4 |
106-05 |
107-02 |
110-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-00 |
109-18 |
1-14 |
1.3% |
0-24 |
0.7% |
89% |
True |
False |
313,183 |
| 10 |
111-00 |
108-27 |
2-05 |
1.9% |
0-29 |
0.8% |
93% |
True |
False |
351,877 |
| 20 |
111-00 |
108-20 |
2-12 |
2.1% |
0-29 |
0.8% |
93% |
True |
False |
412,379 |
| 40 |
111-00 |
105-31 |
5-01 |
4.5% |
0-28 |
0.8% |
97% |
True |
False |
411,976 |
| 60 |
111-00 |
104-16 |
6-16 |
5.9% |
0-29 |
0.8% |
98% |
True |
False |
440,394 |
| 80 |
112-11 |
104-16 |
7-27 |
7.1% |
0-26 |
0.7% |
81% |
False |
False |
343,972 |
| 100 |
112-11 |
104-16 |
7-27 |
7.1% |
0-24 |
0.7% |
81% |
False |
False |
275,478 |
| 120 |
113-10 |
104-16 |
8-26 |
8.0% |
0-21 |
0.6% |
72% |
False |
False |
229,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-12 |
|
2.618 |
112-15 |
|
1.618 |
111-29 |
|
1.000 |
111-18 |
|
0.618 |
111-11 |
|
HIGH |
111-00 |
|
0.618 |
110-25 |
|
0.500 |
110-23 |
|
0.382 |
110-21 |
|
LOW |
110-14 |
|
0.618 |
110-03 |
|
1.000 |
109-28 |
|
1.618 |
109-17 |
|
2.618 |
108-31 |
|
4.250 |
108-02 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-26 |
110-22 |
| PP |
110-24 |
110-17 |
| S1 |
110-23 |
110-12 |
|