ECBOT 30 Year Treasury Bond Future March 2008
| 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 |
109-24 |
110-15 |
0-23 |
0.7% |
112-29 |
| High |
110-20 |
110-26 |
0-06 |
0.2% |
112-29 |
| Low |
109-24 |
110-14 |
0-22 |
0.6% |
109-24 |
| Close |
110-20 |
110-24 |
0-04 |
0.1% |
110-20 |
| Range |
0-28 |
0-12 |
-0-16 |
-57.1% |
3-05 |
| ATR |
0-25 |
0-24 |
-0-01 |
-3.6% |
0-00 |
| Volume |
113 |
83 |
-30 |
-26.5% |
190 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-25 |
111-21 |
110-31 |
|
| R3 |
111-13 |
111-09 |
110-27 |
|
| R2 |
111-01 |
111-01 |
110-26 |
|
| R1 |
110-29 |
110-29 |
110-25 |
110-31 |
| PP |
110-21 |
110-21 |
110-21 |
110-22 |
| S1 |
110-17 |
110-17 |
110-23 |
110-19 |
| S2 |
110-09 |
110-09 |
110-22 |
|
| S3 |
109-29 |
110-05 |
110-21 |
|
| S4 |
109-17 |
109-25 |
110-17 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-18 |
118-24 |
112-12 |
|
| R3 |
117-13 |
115-19 |
111-16 |
|
| R2 |
114-08 |
114-08 |
111-07 |
|
| R1 |
112-14 |
112-14 |
110-29 |
111-24 |
| PP |
111-03 |
111-03 |
111-03 |
110-24 |
| S1 |
109-09 |
109-09 |
110-11 |
108-20 |
| S2 |
107-30 |
107-30 |
110-01 |
|
| S3 |
104-25 |
106-04 |
109-24 |
|
| S4 |
101-20 |
102-31 |
108-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-13 |
|
2.618 |
111-25 |
|
1.618 |
111-13 |
|
1.000 |
111-06 |
|
0.618 |
111-01 |
|
HIGH |
110-26 |
|
0.618 |
110-21 |
|
0.500 |
110-20 |
|
0.382 |
110-19 |
|
LOW |
110-14 |
|
0.618 |
110-07 |
|
1.000 |
110-02 |
|
1.618 |
109-27 |
|
2.618 |
109-15 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-23 |
111-00 |
| PP |
110-21 |
110-29 |
| S1 |
110-20 |
110-27 |
|