ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
111-11 |
111-07 |
-0-04 |
-0.1% |
110-23 |
| High |
111-29 |
111-28 |
-0-01 |
0.0% |
111-29 |
| Low |
110-26 |
111-06 |
0-12 |
0.3% |
110-06 |
| Close |
111-11 |
111-23 |
0-12 |
0.3% |
111-11 |
| Range |
1-03 |
0-22 |
-0-13 |
-37.1% |
1-23 |
| ATR |
0-30 |
0-30 |
-0-01 |
-2.0% |
0-00 |
| Volume |
294,466 |
347,108 |
52,642 |
17.9% |
1,481,938 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-21 |
113-12 |
112-03 |
|
| R3 |
112-31 |
112-22 |
111-29 |
|
| R2 |
112-09 |
112-09 |
111-27 |
|
| R1 |
112-00 |
112-00 |
111-25 |
112-04 |
| PP |
111-19 |
111-19 |
111-19 |
111-21 |
| S1 |
111-10 |
111-10 |
111-21 |
111-14 |
| S2 |
110-29 |
110-29 |
111-19 |
|
| S3 |
110-07 |
110-20 |
111-17 |
|
| S4 |
109-17 |
109-30 |
111-11 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-10 |
115-17 |
112-09 |
|
| R3 |
114-19 |
113-26 |
111-26 |
|
| R2 |
112-28 |
112-28 |
111-21 |
|
| R1 |
112-03 |
112-03 |
111-16 |
112-16 |
| PP |
111-05 |
111-05 |
111-05 |
111-11 |
| S1 |
110-12 |
110-12 |
111-06 |
110-24 |
| S2 |
109-14 |
109-14 |
111-01 |
|
| S3 |
107-23 |
108-21 |
110-28 |
|
| S4 |
106-00 |
106-30 |
110-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-29 |
110-06 |
1-23 |
1.5% |
0-28 |
0.8% |
89% |
False |
False |
290,880 |
| 10 |
113-03 |
109-29 |
3-06 |
2.9% |
1-01 |
0.9% |
57% |
False |
False |
323,220 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
0-31 |
0.9% |
42% |
False |
False |
321,019 |
| 40 |
114-08 |
108-21 |
5-19 |
5.0% |
0-29 |
0.8% |
55% |
False |
False |
184,675 |
| 60 |
114-08 |
105-30 |
8-10 |
7.4% |
0-28 |
0.8% |
70% |
False |
False |
123,322 |
| 80 |
114-08 |
104-18 |
9-22 |
8.7% |
0-25 |
0.7% |
74% |
False |
False |
92,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-26 |
|
2.618 |
113-22 |
|
1.618 |
113-00 |
|
1.000 |
112-18 |
|
0.618 |
112-10 |
|
HIGH |
111-28 |
|
0.618 |
111-20 |
|
0.500 |
111-17 |
|
0.382 |
111-14 |
|
LOW |
111-06 |
|
0.618 |
110-24 |
|
1.000 |
110-16 |
|
1.618 |
110-02 |
|
2.618 |
109-12 |
|
4.250 |
108-08 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-21 |
111-17 |
| PP |
111-19 |
111-11 |
| S1 |
111-17 |
111-04 |
|