ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
111-20 |
112-05 |
0-17 |
0.5% |
111-07 |
| High |
112-07 |
112-07 |
0-00 |
0.0% |
112-10 |
| Low |
111-15 |
110-15 |
-1-00 |
-0.9% |
110-15 |
| Close |
112-03 |
110-25 |
-1-10 |
-1.2% |
110-25 |
| Range |
0-24 |
1-24 |
1-00 |
133.3% |
1-27 |
| ATR |
0-29 |
0-31 |
0-02 |
6.6% |
0-00 |
| Volume |
278,158 |
194,927 |
-83,231 |
-29.9% |
1,416,485 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-13 |
115-11 |
111-24 |
|
| R3 |
114-21 |
113-19 |
111-08 |
|
| R2 |
112-29 |
112-29 |
111-03 |
|
| R1 |
111-27 |
111-27 |
110-30 |
111-16 |
| PP |
111-05 |
111-05 |
111-05 |
111-00 |
| S1 |
110-03 |
110-03 |
110-20 |
109-24 |
| S2 |
109-13 |
109-13 |
110-15 |
|
| S3 |
107-21 |
108-11 |
110-10 |
|
| S4 |
105-29 |
106-19 |
109-26 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-23 |
115-19 |
111-25 |
|
| R3 |
114-28 |
113-24 |
111-09 |
|
| R2 |
113-01 |
113-01 |
111-04 |
|
| R1 |
111-29 |
111-29 |
110-30 |
111-18 |
| PP |
111-06 |
111-06 |
111-06 |
111-00 |
| S1 |
110-02 |
110-02 |
110-20 |
109-22 |
| S2 |
109-11 |
109-11 |
110-14 |
|
| S3 |
107-16 |
108-07 |
110-09 |
|
| S4 |
105-21 |
106-12 |
109-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-10 |
110-15 |
1-27 |
1.7% |
0-31 |
0.9% |
17% |
False |
True |
283,297 |
| 10 |
112-10 |
110-06 |
2-04 |
1.9% |
0-29 |
0.8% |
28% |
False |
False |
289,842 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
1-00 |
0.9% |
20% |
False |
False |
313,299 |
| 40 |
114-08 |
108-23 |
5-17 |
5.0% |
0-29 |
0.8% |
37% |
False |
False |
211,257 |
| 60 |
114-08 |
106-18 |
7-22 |
6.9% |
0-28 |
0.8% |
55% |
False |
False |
141,125 |
| 80 |
114-08 |
105-17 |
8-23 |
7.9% |
0-26 |
0.7% |
60% |
False |
False |
105,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-21 |
|
2.618 |
116-26 |
|
1.618 |
115-02 |
|
1.000 |
113-31 |
|
0.618 |
113-10 |
|
HIGH |
112-07 |
|
0.618 |
111-18 |
|
0.500 |
111-11 |
|
0.382 |
111-04 |
|
LOW |
110-15 |
|
0.618 |
109-12 |
|
1.000 |
108-23 |
|
1.618 |
107-20 |
|
2.618 |
105-28 |
|
4.250 |
103-01 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-11 |
111-12 |
| PP |
111-05 |
111-06 |
| S1 |
110-31 |
111-00 |
|