ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
110-28 |
110-10 |
-0-18 |
-0.5% |
112-05 |
| High |
110-31 |
110-17 |
-0-14 |
-0.4% |
112-07 |
| Low |
110-05 |
110-02 |
-0-03 |
-0.1% |
110-02 |
| Close |
110-12 |
110-14 |
0-02 |
0.1% |
110-12 |
| Range |
0-26 |
0-15 |
-0-11 |
-42.3% |
2-05 |
| ATR |
0-30 |
0-29 |
-0-01 |
-3.6% |
0-00 |
| Volume |
359,724 |
345,794 |
-13,930 |
-3.9% |
1,250,144 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-24 |
111-18 |
110-22 |
|
| R3 |
111-09 |
111-03 |
110-18 |
|
| R2 |
110-26 |
110-26 |
110-17 |
|
| R1 |
110-20 |
110-20 |
110-15 |
110-23 |
| PP |
110-11 |
110-11 |
110-11 |
110-12 |
| S1 |
110-05 |
110-05 |
110-13 |
110-08 |
| S2 |
109-28 |
109-28 |
110-11 |
|
| S3 |
109-13 |
109-22 |
110-10 |
|
| S4 |
108-30 |
109-07 |
110-06 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-11 |
116-01 |
111-18 |
|
| R3 |
115-06 |
113-28 |
110-31 |
|
| R2 |
113-01 |
113-01 |
110-25 |
|
| R1 |
111-23 |
111-23 |
110-18 |
111-10 |
| PP |
110-28 |
110-28 |
110-28 |
110-22 |
| S1 |
109-18 |
109-18 |
110-06 |
109-04 |
| S2 |
108-23 |
108-23 |
109-31 |
|
| S3 |
106-18 |
107-13 |
109-25 |
|
| S4 |
104-13 |
105-08 |
109-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-05 |
110-02 |
1-03 |
1.0% |
0-22 |
0.6% |
34% |
False |
True |
319,187 |
| 10 |
112-10 |
110-02 |
2-08 |
2.0% |
0-30 |
0.8% |
17% |
False |
True |
266,531 |
| 20 |
113-03 |
109-29 |
3-06 |
2.9% |
0-31 |
0.9% |
17% |
False |
False |
294,875 |
| 40 |
114-08 |
109-12 |
4-28 |
4.4% |
0-29 |
0.8% |
22% |
False |
False |
250,835 |
| 60 |
114-08 |
108-03 |
6-05 |
5.6% |
0-28 |
0.8% |
38% |
False |
False |
167,710 |
| 80 |
114-08 |
105-30 |
8-10 |
7.5% |
0-26 |
0.7% |
54% |
False |
False |
125,872 |
| 100 |
114-08 |
104-18 |
9-22 |
8.8% |
0-25 |
0.7% |
61% |
False |
False |
100,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-17 |
|
2.618 |
111-24 |
|
1.618 |
111-09 |
|
1.000 |
111-00 |
|
0.618 |
110-26 |
|
HIGH |
110-17 |
|
0.618 |
110-11 |
|
0.500 |
110-10 |
|
0.382 |
110-08 |
|
LOW |
110-02 |
|
0.618 |
109-25 |
|
1.000 |
109-19 |
|
1.618 |
109-10 |
|
2.618 |
108-27 |
|
4.250 |
108-02 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-12 |
110-16 |
| PP |
110-11 |
110-16 |
| S1 |
110-10 |
110-15 |
|