ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114-04 |
113-15 |
-0-21 |
-0.6% |
111-26 |
| High |
114-08 |
113-20 |
-0-20 |
-0.5% |
113-28 |
| Low |
113-15 |
112-21 |
-0-26 |
-0.7% |
111-13 |
| Close |
113-17 |
112-26 |
-0-23 |
-0.6% |
113-17 |
| Range |
0-25 |
0-31 |
0-06 |
24.0% |
2-15 |
| ATR |
0-29 |
0-29 |
0-00 |
0.6% |
0-00 |
| Volume |
11,261 |
3,418 |
-7,843 |
-69.6% |
290,815 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-30 |
115-11 |
113-11 |
|
| R3 |
114-31 |
114-12 |
113-03 |
|
| R2 |
114-00 |
114-00 |
113-00 |
|
| R1 |
113-13 |
113-13 |
112-29 |
113-07 |
| PP |
113-01 |
113-01 |
113-01 |
112-30 |
| S1 |
112-14 |
112-14 |
112-23 |
112-08 |
| S2 |
112-02 |
112-02 |
112-20 |
|
| S3 |
111-03 |
111-15 |
112-17 |
|
| S4 |
110-04 |
110-16 |
112-09 |
|
|
| 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 |
112-04 |
2-19 |
2.3% |
1-02 |
0.9% |
27% |
False |
False |
16,669 |
| 10 |
114-23 |
111-11 |
3-12 |
3.0% |
0-29 |
0.8% |
44% |
False |
False |
133,471 |
| 20 |
114-23 |
109-08 |
5-15 |
4.8% |
0-29 |
0.8% |
65% |
False |
False |
250,558 |
| 40 |
114-23 |
107-10 |
7-13 |
6.6% |
0-28 |
0.8% |
74% |
False |
False |
348,636 |
| 60 |
114-23 |
105-21 |
9-02 |
8.0% |
0-28 |
0.8% |
79% |
False |
False |
363,706 |
| 80 |
114-23 |
104-16 |
10-07 |
9.1% |
0-28 |
0.8% |
81% |
False |
False |
374,251 |
| 100 |
114-23 |
104-16 |
10-07 |
9.1% |
0-26 |
0.7% |
81% |
False |
False |
300,680 |
| 120 |
114-23 |
104-16 |
10-07 |
9.1% |
0-23 |
0.6% |
81% |
False |
False |
250,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-24 |
|
2.618 |
116-05 |
|
1.618 |
115-06 |
|
1.000 |
114-19 |
|
0.618 |
114-07 |
|
HIGH |
113-20 |
|
0.618 |
113-08 |
|
0.500 |
113-04 |
|
0.382 |
113-01 |
|
LOW |
112-21 |
|
0.618 |
112-02 |
|
1.000 |
111-22 |
|
1.618 |
111-03 |
|
2.618 |
110-04 |
|
4.250 |
108-17 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-04 |
113-22 |
| PP |
113-01 |
113-13 |
| S1 |
112-30 |
113-03 |
|