ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
109-18 |
110-10 |
0-24 |
0.7% |
110-05 |
| High |
109-18 |
110-10 |
0-24 |
0.7% |
110-05 |
| Low |
109-18 |
110-10 |
0-24 |
0.7% |
109-05 |
| Close |
109-11 |
110-09 |
0-30 |
0.9% |
109-06 |
| Range |
|
|
|
|
|
| ATR |
0-13 |
0-14 |
0-01 |
10.3% |
0-00 |
| Volume |
18 |
2 |
-16 |
-88.9% |
423 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-10 |
110-09 |
110-09 |
|
| R3 |
110-10 |
110-09 |
110-09 |
|
| R2 |
110-10 |
110-10 |
110-09 |
|
| R1 |
110-09 |
110-09 |
110-09 |
110-10 |
| PP |
110-10 |
110-10 |
110-10 |
110-10 |
| S1 |
110-09 |
110-09 |
110-09 |
110-10 |
| S2 |
110-10 |
110-10 |
110-09 |
|
| S3 |
110-10 |
110-09 |
110-09 |
|
| S4 |
110-10 |
110-09 |
110-09 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-16 |
111-27 |
109-24 |
|
| R3 |
111-16 |
110-27 |
109-15 |
|
| R2 |
110-16 |
110-16 |
109-12 |
|
| R1 |
109-27 |
109-27 |
109-09 |
109-22 |
| PP |
109-16 |
109-16 |
109-16 |
109-13 |
| S1 |
108-27 |
108-27 |
109-03 |
108-22 |
| S2 |
108-16 |
108-16 |
109-00 |
|
| S3 |
107-16 |
107-27 |
108-29 |
|
| S4 |
106-16 |
106-27 |
108-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-10 |
|
2.618 |
110-10 |
|
1.618 |
110-10 |
|
1.000 |
110-10 |
|
0.618 |
110-10 |
|
HIGH |
110-10 |
|
0.618 |
110-10 |
|
0.500 |
110-10 |
|
0.382 |
110-10 |
|
LOW |
110-10 |
|
0.618 |
110-10 |
|
1.000 |
110-10 |
|
1.618 |
110-10 |
|
2.618 |
110-10 |
|
4.250 |
110-10 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-10 |
110-05 |
| PP |
110-10 |
110-00 |
| S1 |
110-09 |
109-28 |
|