ECBOT 30 Year Treasury Bond Future December 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 |
113-22 |
113-11 |
-0-11 |
-0.3% |
111-17 |
| High |
114-02 |
113-17 |
-0-17 |
-0.5% |
113-15 |
| Low |
113-07 |
112-14 |
-0-25 |
-0.7% |
111-05 |
| Close |
113-11 |
112-21 |
-0-22 |
-0.6% |
113-10 |
| Range |
0-27 |
1-03 |
0-08 |
29.6% |
2-10 |
| ATR |
0-27 |
0-28 |
0-01 |
2.1% |
0-00 |
| Volume |
250,139 |
300,117 |
49,978 |
20.0% |
1,223,782 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-05 |
115-16 |
113-08 |
|
| R3 |
115-02 |
114-13 |
112-31 |
|
| R2 |
113-31 |
113-31 |
112-27 |
|
| R1 |
113-10 |
113-10 |
112-24 |
113-03 |
| PP |
112-28 |
112-28 |
112-28 |
112-24 |
| S1 |
112-07 |
112-07 |
112-18 |
112-00 |
| S2 |
111-25 |
111-25 |
112-15 |
|
| S3 |
110-22 |
111-04 |
112-11 |
|
| S4 |
109-19 |
110-01 |
112-02 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-19 |
118-24 |
114-19 |
|
| R3 |
117-09 |
116-14 |
113-30 |
|
| R2 |
114-31 |
114-31 |
113-24 |
|
| R1 |
114-04 |
114-04 |
113-17 |
114-18 |
| PP |
112-21 |
112-21 |
112-21 |
112-27 |
| S1 |
111-26 |
111-26 |
113-03 |
112-08 |
| S2 |
110-11 |
110-11 |
112-28 |
|
| S3 |
108-01 |
109-16 |
112-22 |
|
| S4 |
105-23 |
107-06 |
112-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-08 |
111-28 |
2-12 |
2.1% |
1-01 |
0.9% |
33% |
False |
False |
315,217 |
| 10 |
114-08 |
111-05 |
3-03 |
2.7% |
0-29 |
0.8% |
48% |
False |
False |
302,019 |
| 20 |
114-08 |
108-30 |
5-10 |
4.7% |
0-28 |
0.8% |
70% |
False |
False |
172,702 |
| 40 |
114-08 |
107-06 |
7-02 |
6.3% |
0-27 |
0.7% |
77% |
False |
False |
86,937 |
| 60 |
114-08 |
105-17 |
8-23 |
7.7% |
0-24 |
0.7% |
82% |
False |
False |
58,087 |
| 80 |
114-08 |
104-18 |
9-22 |
8.6% |
0-23 |
0.6% |
84% |
False |
False |
43,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-06 |
|
2.618 |
116-13 |
|
1.618 |
115-10 |
|
1.000 |
114-20 |
|
0.618 |
114-07 |
|
HIGH |
113-17 |
|
0.618 |
113-04 |
|
0.500 |
113-00 |
|
0.382 |
112-27 |
|
LOW |
112-14 |
|
0.618 |
111-24 |
|
1.000 |
111-11 |
|
1.618 |
110-21 |
|
2.618 |
109-18 |
|
4.250 |
107-25 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-00 |
113-10 |
| PP |
112-28 |
113-03 |
| S1 |
112-24 |
112-28 |
|