ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
110-24 |
110-23 |
-0-01 |
0.0% |
111-07 |
| High |
111-04 |
110-28 |
-0-08 |
-0.2% |
112-10 |
| Low |
110-14 |
110-02 |
-0-12 |
-0.3% |
110-15 |
| Close |
110-25 |
110-20 |
-0-05 |
-0.1% |
110-25 |
| Range |
0-22 |
0-26 |
0-04 |
18.2% |
1-27 |
| ATR |
0-31 |
0-31 |
0-00 |
-1.2% |
0-00 |
| Volume |
236,795 |
271,735 |
34,940 |
14.8% |
1,416,485 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-31 |
112-19 |
111-02 |
|
| R3 |
112-05 |
111-25 |
110-27 |
|
| R2 |
111-11 |
111-11 |
110-25 |
|
| R1 |
110-31 |
110-31 |
110-22 |
110-24 |
| PP |
110-17 |
110-17 |
110-17 |
110-13 |
| S1 |
110-05 |
110-05 |
110-18 |
109-30 |
| S2 |
109-23 |
109-23 |
110-15 |
|
| S3 |
108-29 |
109-11 |
110-13 |
|
| S4 |
108-03 |
108-17 |
110-06 |
|
|
| 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 |
112-07 |
110-02 |
2-05 |
1.9% |
1-04 |
1.0% |
26% |
False |
True |
217,069 |
| 10 |
112-10 |
110-02 |
2-08 |
2.0% |
0-31 |
0.9% |
25% |
False |
True |
260,137 |
| 20 |
113-16 |
109-29 |
3-19 |
3.2% |
1-00 |
0.9% |
20% |
False |
False |
293,988 |
| 40 |
114-08 |
108-30 |
5-10 |
4.8% |
0-30 |
0.8% |
32% |
False |
False |
233,345 |
| 60 |
114-08 |
107-06 |
7-02 |
6.4% |
0-28 |
0.8% |
49% |
False |
False |
155,954 |
| 80 |
114-08 |
105-17 |
8-23 |
7.9% |
0-26 |
0.7% |
58% |
False |
False |
117,062 |
| 100 |
114-08 |
104-18 |
9-22 |
8.8% |
0-25 |
0.7% |
63% |
False |
False |
93,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-10 |
|
2.618 |
113-00 |
|
1.618 |
112-06 |
|
1.000 |
111-22 |
|
0.618 |
111-12 |
|
HIGH |
110-28 |
|
0.618 |
110-18 |
|
0.500 |
110-15 |
|
0.382 |
110-12 |
|
LOW |
110-02 |
|
0.618 |
109-18 |
|
1.000 |
109-08 |
|
1.618 |
108-24 |
|
2.618 |
107-30 |
|
4.250 |
106-20 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-18 |
110-20 |
| PP |
110-17 |
110-20 |
| S1 |
110-15 |
110-20 |
|