ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
110-15 |
110-03 |
-0-12 |
-0.3% |
108-22 |
| High |
110-15 |
110-03 |
-0-12 |
-0.3% |
109-24 |
| Low |
110-15 |
110-03 |
-0-12 |
-0.3% |
108-08 |
| Close |
109-30 |
110-03 |
0-05 |
0.1% |
109-20 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
117 |
19 |
-98 |
-83.8% |
3 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-03 |
110-03 |
110-03 |
|
| R3 |
110-03 |
110-03 |
110-03 |
|
| R2 |
110-03 |
110-03 |
110-03 |
|
| R1 |
110-03 |
110-03 |
110-03 |
110-03 |
| PP |
110-03 |
110-03 |
110-03 |
110-03 |
| S1 |
110-03 |
110-03 |
110-03 |
110-03 |
| S2 |
110-03 |
110-03 |
110-03 |
|
| S3 |
110-03 |
110-03 |
110-03 |
|
| S4 |
110-03 |
110-03 |
110-03 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-23 |
113-05 |
110-14 |
|
| R3 |
112-07 |
111-21 |
110-01 |
|
| R2 |
110-23 |
110-23 |
109-29 |
|
| R1 |
110-05 |
110-05 |
109-24 |
110-14 |
| PP |
109-07 |
109-07 |
109-07 |
109-11 |
| S1 |
108-21 |
108-21 |
109-16 |
108-30 |
| S2 |
107-23 |
107-23 |
109-11 |
|
| S3 |
106-07 |
107-05 |
109-07 |
|
| S4 |
104-23 |
105-21 |
108-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-03 |
|
2.618 |
110-03 |
|
1.618 |
110-03 |
|
1.000 |
110-03 |
|
0.618 |
110-03 |
|
HIGH |
110-03 |
|
0.618 |
110-03 |
|
0.500 |
110-03 |
|
0.382 |
110-03 |
|
LOW |
110-03 |
|
0.618 |
110-03 |
|
1.000 |
110-03 |
|
1.618 |
110-03 |
|
2.618 |
110-03 |
|
4.250 |
110-03 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-03 |
110-00 |
| PP |
110-03 |
109-29 |
| S1 |
110-03 |
109-26 |
|