ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
111-16 |
112-06 |
0-22 |
0.6% |
110-10 |
| High |
112-08 |
113-17 |
1-09 |
1.1% |
113-17 |
| Low |
111-13 |
112-06 |
0-25 |
0.7% |
110-02 |
| Close |
112-05 |
113-07 |
1-02 |
0.9% |
113-07 |
| Range |
0-27 |
1-11 |
0-16 |
59.3% |
3-15 |
| ATR |
0-30 |
0-31 |
0-01 |
3.5% |
0-00 |
| Volume |
505,909 |
300,630 |
-205,279 |
-40.6% |
1,647,461 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-00 |
116-15 |
113-31 |
|
| R3 |
115-21 |
115-04 |
113-19 |
|
| R2 |
114-10 |
114-10 |
113-15 |
|
| R1 |
113-25 |
113-25 |
113-11 |
114-02 |
| PP |
112-31 |
112-31 |
112-31 |
113-04 |
| S1 |
112-14 |
112-14 |
113-03 |
112-22 |
| S2 |
111-20 |
111-20 |
112-31 |
|
| S3 |
110-09 |
111-03 |
112-27 |
|
| S4 |
108-30 |
109-24 |
112-15 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
121-13 |
115-04 |
|
| R3 |
119-07 |
117-30 |
114-06 |
|
| R2 |
115-24 |
115-24 |
113-27 |
|
| R1 |
114-15 |
114-15 |
113-17 |
115-04 |
| PP |
112-09 |
112-09 |
112-09 |
112-19 |
| S1 |
111-00 |
111-00 |
112-29 |
111-20 |
| S2 |
108-26 |
108-26 |
112-19 |
|
| S3 |
105-11 |
107-17 |
112-08 |
|
| S4 |
101-28 |
104-02 |
111-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-17 |
110-02 |
3-15 |
3.1% |
0-30 |
0.8% |
91% |
True |
False |
329,492 |
| 10 |
113-17 |
110-02 |
3-15 |
3.1% |
0-30 |
0.8% |
91% |
True |
False |
289,760 |
| 20 |
113-17 |
110-02 |
3-15 |
3.1% |
0-30 |
0.8% |
91% |
True |
False |
289,801 |
| 40 |
114-08 |
109-29 |
4-11 |
3.8% |
0-30 |
0.8% |
76% |
False |
False |
282,896 |
| 60 |
114-08 |
108-21 |
5-19 |
4.9% |
0-29 |
0.8% |
82% |
False |
False |
189,351 |
| 80 |
114-08 |
105-30 |
8-10 |
7.3% |
0-27 |
0.8% |
88% |
False |
False |
142,123 |
| 100 |
114-08 |
104-18 |
9-22 |
8.6% |
0-26 |
0.7% |
89% |
False |
False |
113,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-08 |
|
2.618 |
117-02 |
|
1.618 |
115-23 |
|
1.000 |
114-28 |
|
0.618 |
114-12 |
|
HIGH |
113-17 |
|
0.618 |
113-01 |
|
0.500 |
112-28 |
|
0.382 |
112-22 |
|
LOW |
112-06 |
|
0.618 |
111-11 |
|
1.000 |
110-27 |
|
1.618 |
110-00 |
|
2.618 |
108-21 |
|
4.250 |
106-15 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-03 |
112-26 |
| PP |
112-31 |
112-12 |
| S1 |
112-28 |
111-31 |
|