ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-06 |
113-06 |
0-00 |
0.0% |
110-10 |
| High |
113-13 |
114-05 |
0-24 |
0.7% |
113-17 |
| Low |
112-28 |
113-05 |
0-09 |
0.2% |
110-02 |
| Close |
113-06 |
113-30 |
0-24 |
0.7% |
113-07 |
| Range |
0-17 |
1-00 |
0-15 |
88.2% |
3-15 |
| ATR |
0-29 |
0-30 |
0-00 |
0.6% |
0-00 |
| Volume |
379,529 |
326,311 |
-53,218 |
-14.0% |
1,647,461 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
116-11 |
114-16 |
|
| R3 |
115-24 |
115-11 |
114-07 |
|
| R2 |
114-24 |
114-24 |
114-04 |
|
| R1 |
114-11 |
114-11 |
114-01 |
114-18 |
| PP |
113-24 |
113-24 |
113-24 |
113-27 |
| S1 |
113-11 |
113-11 |
113-27 |
113-18 |
| S2 |
112-24 |
112-24 |
113-24 |
|
| S3 |
111-24 |
112-11 |
113-21 |
|
| S4 |
110-24 |
111-11 |
113-12 |
|
|
| 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 |
114-05 |
111-13 |
2-24 |
2.4% |
0-29 |
0.8% |
92% |
True |
False |
378,368 |
| 10 |
114-05 |
110-02 |
4-03 |
3.6% |
0-28 |
0.8% |
95% |
True |
False |
336,422 |
| 20 |
114-05 |
110-02 |
4-03 |
3.6% |
0-30 |
0.8% |
95% |
True |
False |
300,355 |
| 40 |
114-08 |
109-29 |
4-11 |
3.8% |
0-30 |
0.8% |
93% |
False |
False |
304,973 |
| 60 |
114-08 |
108-21 |
5-19 |
4.9% |
0-29 |
0.8% |
94% |
False |
False |
207,379 |
| 80 |
114-08 |
105-30 |
8-10 |
7.3% |
0-27 |
0.8% |
96% |
False |
False |
155,680 |
| 100 |
114-08 |
104-18 |
9-22 |
8.5% |
0-26 |
0.7% |
97% |
False |
False |
124,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-13 |
|
2.618 |
116-25 |
|
1.618 |
115-25 |
|
1.000 |
115-05 |
|
0.618 |
114-25 |
|
HIGH |
114-05 |
|
0.618 |
113-25 |
|
0.500 |
113-21 |
|
0.382 |
113-17 |
|
LOW |
113-05 |
|
0.618 |
112-17 |
|
1.000 |
112-05 |
|
1.618 |
111-17 |
|
2.618 |
110-17 |
|
4.250 |
108-29 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-27 |
113-26 |
| PP |
113-24 |
113-21 |
| S1 |
113-21 |
113-16 |
|