ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
112-02 |
111-20 |
-0-14 |
-0.4% |
110-23 |
| High |
112-10 |
112-07 |
-0-03 |
-0.1% |
111-29 |
| Low |
111-16 |
111-15 |
-0-01 |
0.0% |
110-06 |
| Close |
111-27 |
112-03 |
0-08 |
0.2% |
111-11 |
| Range |
0-26 |
0-24 |
-0-02 |
-7.7% |
1-23 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.3% |
0-00 |
| Volume |
316,706 |
278,158 |
-38,548 |
-12.2% |
1,481,938 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-06 |
113-28 |
112-16 |
|
| R3 |
113-14 |
113-04 |
112-10 |
|
| R2 |
112-22 |
112-22 |
112-07 |
|
| R1 |
112-12 |
112-12 |
112-05 |
112-17 |
| PP |
111-30 |
111-30 |
111-30 |
112-00 |
| S1 |
111-20 |
111-20 |
112-01 |
111-25 |
| S2 |
111-06 |
111-06 |
111-31 |
|
| S3 |
110-14 |
110-28 |
111-28 |
|
| S4 |
109-22 |
110-04 |
111-22 |
|
|
| 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 |
112-10 |
110-26 |
1-16 |
1.3% |
0-27 |
0.8% |
85% |
False |
False |
303,204 |
| 10 |
112-10 |
109-29 |
2-13 |
2.1% |
0-27 |
0.8% |
91% |
False |
False |
315,988 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
0-31 |
0.9% |
50% |
False |
False |
318,525 |
| 40 |
114-08 |
108-23 |
5-17 |
4.9% |
0-29 |
0.8% |
61% |
False |
False |
206,412 |
| 60 |
114-08 |
106-11 |
7-29 |
7.1% |
0-27 |
0.8% |
73% |
False |
False |
137,879 |
| 80 |
114-08 |
105-12 |
8-28 |
7.9% |
0-25 |
0.7% |
76% |
False |
False |
103,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-13 |
|
2.618 |
114-06 |
|
1.618 |
113-14 |
|
1.000 |
112-31 |
|
0.618 |
112-22 |
|
HIGH |
112-07 |
|
0.618 |
111-30 |
|
0.500 |
111-27 |
|
0.382 |
111-24 |
|
LOW |
111-15 |
|
0.618 |
111-00 |
|
1.000 |
110-23 |
|
1.618 |
110-08 |
|
2.618 |
109-16 |
|
4.250 |
108-09 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-00 |
112-01 |
| PP |
111-30 |
111-30 |
| S1 |
111-27 |
111-28 |
|