ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
110-00 |
110-23 |
0-23 |
0.7% |
112-25 |
| High |
110-29 |
110-31 |
0-02 |
0.1% |
113-06 |
| Low |
109-29 |
110-10 |
0-13 |
0.4% |
109-29 |
| Close |
110-24 |
110-28 |
0-04 |
0.1% |
110-24 |
| Range |
1-00 |
0-21 |
-0-11 |
-34.4% |
3-09 |
| ATR |
0-31 |
0-31 |
-0-01 |
-2.4% |
0-00 |
| Volume |
456,385 |
374,645 |
-81,740 |
-17.9% |
1,759,030 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-22 |
112-14 |
111-08 |
|
| R3 |
112-01 |
111-25 |
111-02 |
|
| R2 |
111-12 |
111-12 |
111-00 |
|
| R1 |
111-04 |
111-04 |
110-30 |
111-08 |
| PP |
110-23 |
110-23 |
110-23 |
110-25 |
| S1 |
110-15 |
110-15 |
110-26 |
110-19 |
| S2 |
110-02 |
110-02 |
110-24 |
|
| S3 |
109-13 |
109-26 |
110-22 |
|
| S4 |
108-24 |
109-05 |
110-16 |
|
|
| 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 |
113-03 |
109-29 |
3-06 |
2.9% |
1-06 |
1.1% |
30% |
False |
False |
355,560 |
| 10 |
114-05 |
109-29 |
4-08 |
3.8% |
1-00 |
0.9% |
23% |
False |
False |
335,987 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
0-30 |
0.8% |
22% |
False |
False |
293,414 |
| 40 |
114-08 |
108-21 |
5-19 |
5.0% |
0-28 |
0.8% |
40% |
False |
False |
148,447 |
| 60 |
114-08 |
105-30 |
8-10 |
7.5% |
0-26 |
0.7% |
59% |
False |
False |
99,139 |
| 80 |
114-08 |
104-18 |
9-22 |
8.7% |
0-25 |
0.7% |
65% |
False |
False |
74,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-24 |
|
2.618 |
112-22 |
|
1.618 |
112-01 |
|
1.000 |
111-20 |
|
0.618 |
111-12 |
|
HIGH |
110-31 |
|
0.618 |
110-23 |
|
0.500 |
110-20 |
|
0.382 |
110-18 |
|
LOW |
110-10 |
|
0.618 |
109-29 |
|
1.000 |
109-21 |
|
1.618 |
109-08 |
|
2.618 |
108-19 |
|
4.250 |
107-17 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-26 |
110-27 |
| PP |
110-23 |
110-27 |
| S1 |
110-20 |
110-26 |
|