ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113-19 |
112-19 |
-1-00 |
-0.9% |
113-14 |
| High |
113-20 |
114-02 |
0-14 |
0.4% |
114-05 |
| Low |
112-17 |
112-07 |
-0-10 |
-0.3% |
112-28 |
| Close |
112-19 |
113-27 |
1-08 |
1.1% |
113-16 |
| Range |
1-03 |
1-27 |
0-24 |
68.6% |
1-09 |
| ATR |
0-28 |
0-30 |
0-02 |
7.9% |
0-00 |
| Volume |
227,021 |
360,103 |
133,082 |
58.6% |
1,845,218 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-29 |
118-07 |
114-27 |
|
| R3 |
117-02 |
116-12 |
114-11 |
|
| R2 |
115-07 |
115-07 |
114-06 |
|
| R1 |
114-17 |
114-17 |
114-00 |
114-28 |
| PP |
113-12 |
113-12 |
113-12 |
113-18 |
| S1 |
112-22 |
112-22 |
113-22 |
113-01 |
| S2 |
111-17 |
111-17 |
113-16 |
|
| S3 |
109-22 |
110-27 |
113-11 |
|
| S4 |
107-27 |
109-00 |
112-27 |
|
|
| 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 |
114-02 |
112-07 |
1-27 |
1.6% |
1-00 |
0.9% |
88% |
True |
True |
280,813 |
| 10 |
114-05 |
112-06 |
1-31 |
1.7% |
0-30 |
0.8% |
84% |
False |
False |
322,355 |
| 20 |
114-05 |
110-02 |
4-03 |
3.6% |
0-31 |
0.8% |
92% |
False |
False |
300,772 |
| 40 |
114-08 |
109-29 |
4-11 |
3.8% |
0-31 |
0.8% |
91% |
False |
False |
309,649 |
| 60 |
114-08 |
108-23 |
5-17 |
4.9% |
0-29 |
0.8% |
93% |
False |
False |
237,866 |
| 80 |
114-08 |
106-11 |
7-29 |
6.9% |
0-28 |
0.8% |
95% |
False |
False |
178,602 |
| 100 |
114-08 |
105-12 |
8-28 |
7.8% |
0-26 |
0.7% |
95% |
False |
False |
142,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-29 |
|
2.618 |
118-28 |
|
1.618 |
117-01 |
|
1.000 |
115-29 |
|
0.618 |
115-06 |
|
HIGH |
114-02 |
|
0.618 |
113-11 |
|
0.500 |
113-04 |
|
0.382 |
112-30 |
|
LOW |
112-07 |
|
0.618 |
111-03 |
|
1.000 |
110-12 |
|
1.618 |
109-08 |
|
2.618 |
107-13 |
|
4.250 |
104-12 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-20 |
113-20 |
| PP |
113-12 |
113-12 |
| S1 |
113-04 |
113-04 |
|