ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 08-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112-05 |
112-05 |
0-00 |
0.0% |
111-07 |
High |
112-07 |
112-07 |
0-00 |
0.0% |
112-10 |
Low |
110-15 |
110-15 |
0-00 |
0.0% |
110-15 |
Close |
110-25 |
110-25 |
0-00 |
0.0% |
110-25 |
Range |
1-24 |
1-24 |
0-00 |
0.0% |
1-27 |
ATR |
0-31 |
1-01 |
0-02 |
5.8% |
0-00 |
Volume |
194,927 |
0 |
-194,927 |
-100.0% |
1,416,485 |
|
Daily Pivots for day following 08-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% |
1-06 |
1.1% |
17% |
False |
True |
213,875 |
10 |
112-10 |
110-06 |
2-04 |
1.9% |
1-01 |
0.9% |
28% |
False |
False |
252,377 |
20 |
114-05 |
109-29 |
4-08 |
3.8% |
1-01 |
0.9% |
21% |
False |
False |
294,182 |
40 |
114-08 |
108-23 |
5-17 |
5.0% |
0-30 |
0.9% |
37% |
False |
False |
211,200 |
60 |
114-08 |
106-18 |
7-22 |
6.9% |
0-29 |
0.8% |
55% |
False |
False |
141,123 |
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 08-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
111-11 |
111-11 |
PP |
111-05 |
111-05 |
S1 |
110-31 |
110-31 |
|