ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112-26 |
112-25 |
-0-01 |
0.0% |
113-10 |
| High |
113-16 |
113-06 |
-0-10 |
-0.3% |
114-08 |
| Low |
112-14 |
112-15 |
0-01 |
0.0% |
112-14 |
| Close |
112-27 |
112-28 |
0-01 |
0.0% |
112-27 |
| Range |
1-02 |
0-23 |
-0-11 |
-32.4% |
1-26 |
| ATR |
0-28 |
0-28 |
0-00 |
-1.3% |
0-00 |
| Volume |
331,903 |
355,875 |
23,972 |
7.2% |
1,608,533 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-00 |
114-21 |
113-09 |
|
| R3 |
114-09 |
113-30 |
113-02 |
|
| R2 |
113-18 |
113-18 |
113-00 |
|
| R1 |
113-07 |
113-07 |
112-30 |
113-12 |
| PP |
112-27 |
112-27 |
112-27 |
112-30 |
| S1 |
112-16 |
112-16 |
112-26 |
112-22 |
| S2 |
112-04 |
112-04 |
112-24 |
|
| S3 |
111-13 |
111-25 |
112-22 |
|
| S4 |
110-22 |
111-02 |
112-15 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-20 |
117-17 |
113-27 |
|
| R3 |
116-26 |
115-23 |
113-11 |
|
| R2 |
115-00 |
115-00 |
113-06 |
|
| R1 |
113-29 |
113-29 |
113-00 |
113-18 |
| PP |
113-06 |
113-06 |
113-06 |
113-00 |
| S1 |
112-03 |
112-03 |
112-22 |
111-24 |
| S2 |
111-12 |
111-12 |
112-16 |
|
| S3 |
109-18 |
110-09 |
112-11 |
|
| S4 |
107-24 |
108-15 |
111-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-05 |
112-14 |
1-23 |
1.5% |
0-27 |
0.7% |
25% |
False |
False |
316,414 |
| 10 |
114-08 |
111-05 |
3-03 |
2.7% |
0-30 |
0.8% |
56% |
False |
False |
318,819 |
| 20 |
114-08 |
109-12 |
4-28 |
4.3% |
0-26 |
0.7% |
72% |
False |
False |
206,795 |
| 40 |
114-08 |
108-03 |
6-05 |
5.5% |
0-27 |
0.7% |
78% |
False |
False |
104,127 |
| 60 |
114-08 |
105-30 |
8-10 |
7.4% |
0-25 |
0.7% |
83% |
False |
False |
69,538 |
| 80 |
114-08 |
104-18 |
9-22 |
8.6% |
0-23 |
0.6% |
86% |
False |
False |
52,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-08 |
|
2.618 |
115-02 |
|
1.618 |
114-11 |
|
1.000 |
113-29 |
|
0.618 |
113-20 |
|
HIGH |
113-06 |
|
0.618 |
112-29 |
|
0.500 |
112-26 |
|
0.382 |
112-24 |
|
LOW |
112-15 |
|
0.618 |
112-01 |
|
1.000 |
111-24 |
|
1.618 |
111-10 |
|
2.618 |
110-19 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
113-00 |
| PP |
112-27 |
112-30 |
| S1 |
112-26 |
112-29 |
|