ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-06 |
113-26 |
0-20 |
0.6% |
110-10 |
| High |
114-05 |
114-02 |
-0-03 |
-0.1% |
113-17 |
| Low |
113-05 |
113-13 |
0-08 |
0.2% |
110-02 |
| Close |
113-30 |
113-25 |
-0-05 |
-0.1% |
113-07 |
| Range |
1-00 |
0-21 |
-0-11 |
-34.4% |
3-15 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.1% |
0-00 |
| Volume |
326,311 |
433,554 |
107,243 |
32.9% |
1,647,461 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-23 |
115-13 |
114-05 |
|
| R3 |
115-02 |
114-24 |
113-31 |
|
| R2 |
114-13 |
114-13 |
113-29 |
|
| R1 |
114-03 |
114-03 |
113-27 |
113-30 |
| PP |
113-24 |
113-24 |
113-24 |
113-21 |
| S1 |
113-14 |
113-14 |
113-23 |
113-08 |
| S2 |
113-03 |
113-03 |
113-21 |
|
| S3 |
112-14 |
112-25 |
113-19 |
|
| S4 |
111-25 |
112-04 |
113-13 |
|
|
| 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 |
112-06 |
1-31 |
1.7% |
0-28 |
0.8% |
81% |
False |
False |
363,897 |
| 10 |
114-05 |
110-02 |
4-03 |
3.6% |
0-27 |
0.8% |
91% |
False |
False |
352,604 |
| 20 |
114-05 |
110-02 |
4-03 |
3.6% |
0-29 |
0.8% |
91% |
False |
False |
306,370 |
| 40 |
114-08 |
109-29 |
4-11 |
3.8% |
0-30 |
0.8% |
89% |
False |
False |
310,650 |
| 60 |
114-08 |
108-21 |
5-19 |
4.9% |
0-29 |
0.8% |
92% |
False |
False |
214,589 |
| 80 |
114-08 |
105-30 |
8-10 |
7.3% |
0-28 |
0.8% |
94% |
False |
False |
161,082 |
| 100 |
114-08 |
104-18 |
9-22 |
8.5% |
0-26 |
0.7% |
95% |
False |
False |
128,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-27 |
|
2.618 |
115-25 |
|
1.618 |
115-04 |
|
1.000 |
114-23 |
|
0.618 |
114-15 |
|
HIGH |
114-02 |
|
0.618 |
113-26 |
|
0.500 |
113-24 |
|
0.382 |
113-21 |
|
LOW |
113-13 |
|
0.618 |
113-00 |
|
1.000 |
112-24 |
|
1.618 |
112-11 |
|
2.618 |
111-22 |
|
4.250 |
110-20 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-24 |
113-22 |
| PP |
113-24 |
113-19 |
| S1 |
113-24 |
113-16 |
|