ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-26 |
113-15 |
-0-11 |
-0.3% |
113-14 |
| High |
114-02 |
113-29 |
-0-05 |
-0.1% |
114-05 |
| Low |
113-13 |
113-06 |
-0-07 |
-0.2% |
112-28 |
| Close |
113-25 |
113-16 |
-0-09 |
-0.2% |
113-16 |
| Range |
0-21 |
0-23 |
0-02 |
9.5% |
1-09 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.5% |
0-00 |
| Volume |
433,554 |
326,361 |
-107,193 |
-24.7% |
1,845,218 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-22 |
115-10 |
113-29 |
|
| R3 |
114-31 |
114-19 |
113-22 |
|
| R2 |
114-08 |
114-08 |
113-20 |
|
| R1 |
113-28 |
113-28 |
113-18 |
114-02 |
| PP |
113-17 |
113-17 |
113-17 |
113-20 |
| S1 |
113-05 |
113-05 |
113-14 |
113-11 |
| S2 |
112-26 |
112-26 |
113-12 |
|
| S3 |
112-03 |
112-14 |
113-10 |
|
| S4 |
111-12 |
111-23 |
113-03 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-11 |
116-23 |
114-07 |
|
| R3 |
116-02 |
115-14 |
113-27 |
|
| R2 |
114-25 |
114-25 |
113-24 |
|
| R1 |
114-05 |
114-05 |
113-20 |
114-15 |
| PP |
113-16 |
113-16 |
113-16 |
113-22 |
| S1 |
112-28 |
112-28 |
113-12 |
113-06 |
| S2 |
112-07 |
112-07 |
113-08 |
|
| S3 |
110-30 |
111-19 |
113-05 |
|
| S4 |
109-21 |
110-10 |
112-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-05 |
112-28 |
1-09 |
1.1% |
0-24 |
0.7% |
49% |
False |
False |
369,043 |
| 10 |
114-05 |
110-02 |
4-03 |
3.6% |
0-27 |
0.7% |
84% |
False |
False |
349,267 |
| 20 |
114-05 |
110-02 |
4-03 |
3.6% |
0-29 |
0.8% |
84% |
False |
False |
307,965 |
| 40 |
114-08 |
109-29 |
4-11 |
3.8% |
0-30 |
0.8% |
83% |
False |
False |
312,703 |
| 60 |
114-08 |
108-21 |
5-19 |
4.9% |
0-29 |
0.8% |
87% |
False |
False |
220,002 |
| 80 |
114-08 |
105-30 |
8-10 |
7.3% |
0-28 |
0.8% |
91% |
False |
False |
165,144 |
| 100 |
114-08 |
104-18 |
9-22 |
8.5% |
0-26 |
0.7% |
92% |
False |
False |
132,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-31 |
|
2.618 |
115-25 |
|
1.618 |
115-02 |
|
1.000 |
114-20 |
|
0.618 |
114-11 |
|
HIGH |
113-29 |
|
0.618 |
113-20 |
|
0.500 |
113-18 |
|
0.382 |
113-15 |
|
LOW |
113-06 |
|
0.618 |
112-24 |
|
1.000 |
112-15 |
|
1.618 |
112-01 |
|
2.618 |
111-10 |
|
4.250 |
110-04 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-21 |
| PP |
113-17 |
113-19 |
| S1 |
113-16 |
113-18 |
|