ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113-16 |
114-23 |
1-07 |
1.1% |
111-26 |
| High |
114-13 |
114-23 |
0-10 |
0.3% |
113-28 |
| Low |
113-14 |
113-27 |
0-13 |
0.4% |
111-13 |
| Close |
114-06 |
114-00 |
-0-06 |
-0.2% |
113-17 |
| Range |
0-31 |
0-28 |
-0-03 |
-9.7% |
2-15 |
| ATR |
0-29 |
0-29 |
0-00 |
-0.2% |
0-00 |
| Volume |
20,803 |
10,492 |
-10,311 |
-49.6% |
290,815 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-26 |
116-09 |
114-15 |
|
| R3 |
115-30 |
115-13 |
114-08 |
|
| R2 |
115-02 |
115-02 |
114-05 |
|
| R1 |
114-17 |
114-17 |
114-03 |
114-12 |
| PP |
114-06 |
114-06 |
114-06 |
114-03 |
| S1 |
113-21 |
113-21 |
113-29 |
113-16 |
| S2 |
113-10 |
113-10 |
113-27 |
|
| S3 |
112-14 |
112-25 |
113-24 |
|
| S4 |
111-18 |
111-29 |
113-17 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-11 |
119-13 |
114-28 |
|
| R3 |
117-28 |
116-30 |
114-07 |
|
| R2 |
115-13 |
115-13 |
113-31 |
|
| R1 |
114-15 |
114-15 |
113-24 |
114-30 |
| PP |
112-30 |
112-30 |
112-30 |
113-06 |
| S1 |
112-00 |
112-00 |
113-10 |
112-15 |
| S2 |
110-15 |
110-15 |
113-03 |
|
| S3 |
108-00 |
109-17 |
112-27 |
|
| S4 |
105-17 |
107-02 |
112-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-23 |
111-13 |
3-10 |
2.9% |
1-02 |
0.9% |
78% |
True |
False |
38,674 |
| 10 |
114-23 |
111-09 |
3-14 |
3.0% |
0-28 |
0.8% |
79% |
True |
False |
219,452 |
| 20 |
114-23 |
109-00 |
5-23 |
5.0% |
0-29 |
0.8% |
87% |
True |
False |
281,929 |
| 40 |
114-23 |
107-02 |
7-21 |
6.7% |
0-28 |
0.8% |
91% |
True |
False |
367,499 |
| 60 |
114-23 |
105-21 |
9-02 |
7.9% |
0-28 |
0.8% |
92% |
True |
False |
376,992 |
| 80 |
114-23 |
104-16 |
10-07 |
9.0% |
0-27 |
0.7% |
93% |
True |
False |
374,336 |
| 100 |
114-23 |
104-16 |
10-07 |
9.0% |
0-26 |
0.7% |
93% |
True |
False |
300,563 |
| 120 |
114-23 |
104-16 |
10-07 |
9.0% |
0-23 |
0.6% |
93% |
True |
False |
250,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-14 |
|
2.618 |
117-00 |
|
1.618 |
116-04 |
|
1.000 |
115-19 |
|
0.618 |
115-08 |
|
HIGH |
114-23 |
|
0.618 |
114-12 |
|
0.500 |
114-09 |
|
0.382 |
114-06 |
|
LOW |
113-27 |
|
0.618 |
113-10 |
|
1.000 |
112-31 |
|
1.618 |
112-14 |
|
2.618 |
111-18 |
|
4.250 |
110-04 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-09 |
113-26 |
| PP |
114-06 |
113-20 |
| S1 |
114-03 |
113-14 |
|