ECBOT 30 Year Treasury Bond Future December 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 |
109-12 |
109-31 |
0-19 |
0.5% |
109-00 |
High |
110-09 |
110-13 |
0-04 |
0.1% |
110-22 |
Low |
109-12 |
109-28 |
0-16 |
0.5% |
108-23 |
Close |
109-31 |
110-09 |
0-10 |
0.3% |
109-18 |
Range |
0-29 |
0-17 |
-0-12 |
-41.4% |
1-31 |
ATR |
0-28 |
0-27 |
-0-01 |
-2.8% |
0-00 |
Volume |
1,397 |
3,056 |
1,659 |
118.8% |
10,533 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-25 |
111-18 |
110-18 |
|
R3 |
111-08 |
111-01 |
110-14 |
|
R2 |
110-23 |
110-23 |
110-12 |
|
R1 |
110-16 |
110-16 |
110-11 |
110-20 |
PP |
110-06 |
110-06 |
110-06 |
110-08 |
S1 |
109-31 |
109-31 |
110-07 |
110-02 |
S2 |
109-21 |
109-21 |
110-06 |
|
S3 |
109-04 |
109-14 |
110-04 |
|
S4 |
108-19 |
108-29 |
110-00 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-18 |
114-17 |
110-21 |
|
R3 |
113-19 |
112-18 |
110-03 |
|
R2 |
111-20 |
111-20 |
109-30 |
|
R1 |
110-19 |
110-19 |
109-24 |
111-04 |
PP |
109-21 |
109-21 |
109-21 |
109-29 |
S1 |
108-20 |
108-20 |
109-12 |
109-04 |
S2 |
107-22 |
107-22 |
109-06 |
|
S3 |
105-23 |
106-21 |
109-01 |
|
S4 |
103-24 |
104-22 |
108-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-22 |
108-30 |
1-24 |
1.6% |
1-00 |
0.9% |
77% |
False |
False |
2,551 |
10 |
110-22 |
108-21 |
2-01 |
1.8% |
0-29 |
0.8% |
80% |
False |
False |
2,072 |
20 |
110-23 |
108-04 |
2-19 |
2.4% |
0-28 |
0.8% |
83% |
False |
False |
1,611 |
40 |
110-23 |
105-30 |
4-25 |
4.3% |
0-24 |
0.7% |
91% |
False |
False |
1,013 |
60 |
110-23 |
104-18 |
6-05 |
5.6% |
0-23 |
0.7% |
93% |
False |
False |
716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-21 |
2.618 |
111-26 |
1.618 |
111-09 |
1.000 |
110-30 |
0.618 |
110-24 |
HIGH |
110-13 |
0.618 |
110-07 |
0.500 |
110-04 |
0.382 |
110-02 |
LOW |
109-28 |
0.618 |
109-17 |
1.000 |
109-11 |
1.618 |
109-00 |
2.618 |
108-15 |
4.250 |
107-20 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
110-08 |
110-02 |
PP |
110-06 |
109-28 |
S1 |
110-04 |
109-22 |
|