ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
111-21 |
110-00 |
-1-21 |
-1.5% |
112-25 |
| High |
111-23 |
110-29 |
-0-26 |
-0.7% |
113-06 |
| Low |
109-29 |
109-29 |
0-00 |
0.0% |
109-29 |
| Close |
110-08 |
110-24 |
0-16 |
0.5% |
110-24 |
| Range |
1-26 |
1-00 |
-0-26 |
-44.8% |
3-09 |
| ATR |
0-31 |
0-31 |
0-00 |
0.1% |
0-00 |
| Volume |
397,089 |
456,385 |
59,296 |
14.9% |
1,759,030 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-17 |
113-04 |
111-10 |
|
| R3 |
112-17 |
112-04 |
111-01 |
|
| R2 |
111-17 |
111-17 |
110-30 |
|
| R1 |
111-04 |
111-04 |
110-27 |
111-10 |
| PP |
110-17 |
110-17 |
110-17 |
110-20 |
| S1 |
110-04 |
110-04 |
110-21 |
110-10 |
| S2 |
109-17 |
109-17 |
110-18 |
|
| S3 |
108-17 |
109-04 |
110-15 |
|
| S4 |
107-17 |
108-04 |
110-06 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
119-07 |
112-18 |
|
| R3 |
117-27 |
115-30 |
111-21 |
|
| R2 |
114-18 |
114-18 |
111-11 |
|
| R1 |
112-21 |
112-21 |
111-02 |
111-31 |
| PP |
111-09 |
111-09 |
111-09 |
110-30 |
| S1 |
109-12 |
109-12 |
110-14 |
108-22 |
| S2 |
108-00 |
108-00 |
110-05 |
|
| S3 |
104-23 |
106-03 |
109-27 |
|
| S4 |
101-14 |
102-26 |
108-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-06 |
109-29 |
3-09 |
3.0% |
1-06 |
1.1% |
26% |
False |
True |
351,806 |
| 10 |
114-08 |
109-29 |
4-11 |
3.9% |
1-02 |
0.9% |
19% |
False |
True |
336,756 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
0-30 |
0.8% |
19% |
False |
True |
275,990 |
| 40 |
114-08 |
108-21 |
5-19 |
5.1% |
0-28 |
0.8% |
37% |
False |
False |
139,126 |
| 60 |
114-08 |
105-30 |
8-10 |
7.5% |
0-26 |
0.7% |
58% |
False |
False |
92,897 |
| 80 |
114-08 |
104-18 |
9-22 |
8.7% |
0-25 |
0.7% |
64% |
False |
False |
69,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-05 |
|
2.618 |
113-17 |
|
1.618 |
112-17 |
|
1.000 |
111-29 |
|
0.618 |
111-17 |
|
HIGH |
110-29 |
|
0.618 |
110-17 |
|
0.500 |
110-13 |
|
0.382 |
110-09 |
|
LOW |
109-29 |
|
0.618 |
109-09 |
|
1.000 |
108-29 |
|
1.618 |
108-09 |
|
2.618 |
107-09 |
|
4.250 |
105-21 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-20 |
111-06 |
| PP |
110-17 |
111-02 |
| S1 |
110-13 |
110-29 |
|