ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
112-19 |
113-27 |
1-08 |
1.1% |
113-12 |
| High |
114-02 |
114-21 |
0-19 |
0.5% |
114-21 |
| Low |
112-07 |
113-10 |
1-03 |
1.0% |
112-07 |
| Close |
113-27 |
114-16 |
0-21 |
0.6% |
114-16 |
| Range |
1-27 |
1-11 |
-0-16 |
-27.1% |
2-14 |
| ATR |
0-30 |
0-31 |
0-01 |
3.0% |
0-00 |
| Volume |
360,103 |
481,617 |
121,514 |
33.7% |
1,559,325 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-06 |
117-22 |
115-08 |
|
| R3 |
116-27 |
116-11 |
114-28 |
|
| R2 |
115-16 |
115-16 |
114-24 |
|
| R1 |
115-00 |
115-00 |
114-20 |
115-08 |
| PP |
114-05 |
114-05 |
114-05 |
114-09 |
| S1 |
113-21 |
113-21 |
114-12 |
113-29 |
| S2 |
112-26 |
112-26 |
114-08 |
|
| S3 |
111-15 |
112-10 |
114-04 |
|
| S4 |
110-04 |
110-31 |
113-24 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-08 |
115-27 |
|
| R3 |
118-21 |
117-26 |
115-05 |
|
| R2 |
116-07 |
116-07 |
114-30 |
|
| R1 |
115-12 |
115-12 |
114-23 |
115-26 |
| PP |
113-25 |
113-25 |
113-25 |
114-00 |
| S1 |
112-30 |
112-30 |
114-09 |
113-12 |
| S2 |
111-11 |
111-11 |
114-02 |
|
| S3 |
108-29 |
110-16 |
113-27 |
|
| S4 |
106-15 |
108-02 |
113-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-21 |
112-07 |
2-14 |
2.1% |
1-04 |
1.0% |
94% |
True |
False |
311,865 |
| 10 |
114-21 |
112-07 |
2-14 |
2.1% |
0-30 |
0.8% |
94% |
True |
False |
340,454 |
| 20 |
114-21 |
110-02 |
4-19 |
4.0% |
0-30 |
0.8% |
97% |
True |
False |
315,107 |
| 40 |
114-21 |
109-29 |
4-24 |
4.1% |
0-31 |
0.8% |
97% |
True |
False |
314,203 |
| 60 |
114-21 |
108-23 |
5-30 |
5.2% |
0-29 |
0.8% |
97% |
True |
False |
245,874 |
| 80 |
114-21 |
106-18 |
8-03 |
7.1% |
0-28 |
0.8% |
98% |
True |
False |
184,620 |
| 100 |
114-21 |
105-17 |
9-04 |
8.0% |
0-27 |
0.7% |
98% |
True |
False |
147,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-12 |
|
2.618 |
118-06 |
|
1.618 |
116-27 |
|
1.000 |
116-00 |
|
0.618 |
115-16 |
|
HIGH |
114-21 |
|
0.618 |
114-05 |
|
0.500 |
114-00 |
|
0.382 |
113-26 |
|
LOW |
113-10 |
|
0.618 |
112-15 |
|
1.000 |
111-31 |
|
1.618 |
111-04 |
|
2.618 |
109-25 |
|
4.250 |
107-19 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-10 |
114-05 |
| PP |
114-05 |
113-25 |
| S1 |
114-00 |
113-14 |
|