ECBOT 30 Year Treasury Bond Future December 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 |
109-31 |
110-02 |
0-03 |
0.1% |
109-00 |
| High |
110-13 |
110-08 |
-0-05 |
-0.1% |
110-22 |
| Low |
109-28 |
109-21 |
-0-07 |
-0.2% |
108-23 |
| Close |
110-09 |
110-03 |
-0-06 |
-0.2% |
109-18 |
| Range |
0-17 |
0-19 |
0-02 |
11.8% |
1-31 |
| ATR |
0-27 |
0-27 |
-0-01 |
-1.9% |
0-00 |
| Volume |
3,056 |
4,357 |
1,301 |
42.6% |
10,533 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-25 |
111-17 |
110-13 |
|
| R3 |
111-06 |
110-30 |
110-08 |
|
| R2 |
110-19 |
110-19 |
110-06 |
|
| R1 |
110-11 |
110-11 |
110-05 |
110-15 |
| PP |
110-00 |
110-00 |
110-00 |
110-02 |
| S1 |
109-24 |
109-24 |
110-01 |
109-28 |
| S2 |
109-13 |
109-13 |
110-00 |
|
| S3 |
108-26 |
109-05 |
109-30 |
|
| S4 |
108-07 |
108-18 |
109-25 |
|
|
| 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% |
0-31 |
0.9% |
66% |
False |
False |
2,948 |
| 10 |
110-22 |
108-23 |
1-31 |
1.8% |
0-27 |
0.8% |
70% |
False |
False |
2,276 |
| 20 |
110-23 |
108-14 |
2-09 |
2.1% |
0-27 |
0.8% |
73% |
False |
False |
1,795 |
| 40 |
110-23 |
105-30 |
4-25 |
4.3% |
0-24 |
0.7% |
87% |
False |
False |
1,112 |
| 60 |
110-23 |
104-18 |
6-05 |
5.6% |
0-23 |
0.7% |
90% |
False |
False |
787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-25 |
|
2.618 |
111-26 |
|
1.618 |
111-07 |
|
1.000 |
110-27 |
|
0.618 |
110-20 |
|
HIGH |
110-08 |
|
0.618 |
110-01 |
|
0.500 |
109-30 |
|
0.382 |
109-28 |
|
LOW |
109-21 |
|
0.618 |
109-09 |
|
1.000 |
109-02 |
|
1.618 |
108-22 |
|
2.618 |
108-03 |
|
4.250 |
107-04 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-02 |
110-01 |
| PP |
110-00 |
109-31 |
| S1 |
109-30 |
109-28 |
|