ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
111-00 |
111-26 |
0-26 |
0.7% |
111-06 |
| High |
111-14 |
112-09 |
0-27 |
0.8% |
111-29 |
| Low |
110-30 |
111-26 |
0-28 |
0.8% |
111-06 |
| Close |
111-12 |
112-05 |
0-25 |
0.7% |
111-17 |
| Range |
0-16 |
0-15 |
-0-01 |
-6.3% |
0-23 |
| ATR |
0-14 |
0-15 |
0-01 |
7.4% |
0-00 |
| Volume |
4 |
5 |
1 |
25.0% |
63 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-16 |
113-09 |
112-13 |
|
| R3 |
113-01 |
112-26 |
112-09 |
|
| R2 |
112-18 |
112-18 |
112-08 |
|
| R1 |
112-11 |
112-11 |
112-06 |
112-14 |
| PP |
112-03 |
112-03 |
112-03 |
112-04 |
| S1 |
111-28 |
111-28 |
112-04 |
112-00 |
| S2 |
111-20 |
111-20 |
112-02 |
|
| S3 |
111-05 |
111-13 |
112-01 |
|
| S4 |
110-22 |
110-30 |
111-29 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-22 |
113-11 |
111-30 |
|
| R3 |
112-31 |
112-20 |
111-23 |
|
| R2 |
112-08 |
112-08 |
111-21 |
|
| R1 |
111-29 |
111-29 |
111-19 |
112-02 |
| PP |
111-17 |
111-17 |
111-17 |
111-20 |
| S1 |
111-06 |
111-06 |
111-15 |
111-12 |
| S2 |
110-26 |
110-26 |
111-13 |
|
| S3 |
110-03 |
110-15 |
111-11 |
|
| S4 |
109-12 |
109-24 |
111-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-09 |
|
2.618 |
113-16 |
|
1.618 |
113-01 |
|
1.000 |
112-24 |
|
0.618 |
112-18 |
|
HIGH |
112-09 |
|
0.618 |
112-03 |
|
0.500 |
112-02 |
|
0.382 |
112-00 |
|
LOW |
111-26 |
|
0.618 |
111-17 |
|
1.000 |
111-11 |
|
1.618 |
111-02 |
|
2.618 |
110-19 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-04 |
111-31 |
| PP |
112-03 |
111-25 |
| S1 |
112-02 |
111-20 |
|