ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 18-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
112-25 |
112-31 |
0-06 |
0.2% |
113-10 |
High |
113-06 |
113-03 |
-0-03 |
-0.1% |
114-08 |
Low |
112-15 |
111-27 |
-0-20 |
-0.6% |
112-14 |
Close |
112-28 |
112-18 |
-0-10 |
-0.3% |
112-27 |
Range |
0-23 |
1-08 |
0-17 |
73.9% |
1-26 |
ATR |
0-28 |
0-29 |
0-01 |
3.2% |
0-00 |
Volume |
355,875 |
198,162 |
-157,713 |
-44.3% |
1,608,533 |
|
Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-08 |
115-21 |
113-08 |
|
R3 |
115-00 |
114-13 |
112-29 |
|
R2 |
113-24 |
113-24 |
112-25 |
|
R1 |
113-05 |
113-05 |
112-22 |
112-26 |
PP |
112-16 |
112-16 |
112-16 |
112-11 |
S1 |
111-29 |
111-29 |
112-14 |
111-18 |
S2 |
111-08 |
111-08 |
112-11 |
|
S3 |
110-00 |
110-21 |
112-07 |
|
S4 |
108-24 |
109-13 |
111-28 |
|
|
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 |
114-02 |
111-27 |
2-07 |
2.0% |
1-00 |
0.9% |
32% |
False |
True |
287,239 |
10 |
114-08 |
111-05 |
3-03 |
2.7% |
1-00 |
0.9% |
45% |
False |
False |
309,253 |
20 |
114-08 |
109-16 |
4-24 |
4.2% |
0-27 |
0.7% |
64% |
False |
False |
216,633 |
40 |
114-08 |
108-04 |
6-04 |
5.4% |
0-27 |
0.8% |
72% |
False |
False |
109,065 |
60 |
114-08 |
105-30 |
8-10 |
7.4% |
0-25 |
0.7% |
80% |
False |
False |
72,839 |
80 |
114-08 |
104-18 |
9-22 |
8.6% |
0-24 |
0.7% |
83% |
False |
False |
54,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-13 |
2.618 |
116-12 |
1.618 |
115-04 |
1.000 |
114-11 |
0.618 |
113-28 |
HIGH |
113-03 |
0.618 |
112-20 |
0.500 |
112-15 |
0.382 |
112-10 |
LOW |
111-27 |
0.618 |
111-02 |
1.000 |
110-19 |
1.618 |
109-26 |
2.618 |
108-18 |
4.250 |
106-17 |
|
|
Fisher Pivots for day following 18-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112-17 |
112-22 |
PP |
112-16 |
112-20 |
S1 |
112-15 |
112-19 |
|