ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113-27 |
114-10 |
0-15 |
0.4% |
113-12 |
| High |
114-21 |
114-25 |
0-04 |
0.1% |
114-21 |
| Low |
113-10 |
113-27 |
0-17 |
0.5% |
112-07 |
| Close |
114-16 |
114-06 |
-0-10 |
-0.3% |
114-16 |
| Range |
1-11 |
0-30 |
-0-13 |
-30.2% |
2-14 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.3% |
0-00 |
| Volume |
481,617 |
577,574 |
95,957 |
19.9% |
1,559,325 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-03 |
116-18 |
114-22 |
|
| R3 |
116-05 |
115-20 |
114-14 |
|
| R2 |
115-07 |
115-07 |
114-12 |
|
| R1 |
114-22 |
114-22 |
114-09 |
114-16 |
| PP |
114-09 |
114-09 |
114-09 |
114-05 |
| S1 |
113-24 |
113-24 |
114-03 |
113-18 |
| S2 |
113-11 |
113-11 |
114-00 |
|
| S3 |
112-13 |
112-26 |
113-30 |
|
| S4 |
111-15 |
111-28 |
113-22 |
|
|
| 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 |
114-25 |
112-07 |
2-18 |
2.2% |
1-05 |
1.0% |
77% |
True |
False |
364,093 |
| 10 |
114-25 |
112-07 |
2-18 |
2.2% |
0-30 |
0.8% |
77% |
True |
False |
360,265 |
| 20 |
114-25 |
110-02 |
4-23 |
4.1% |
0-29 |
0.8% |
87% |
True |
False |
343,986 |
| 40 |
114-25 |
109-29 |
4-28 |
4.3% |
0-31 |
0.8% |
88% |
True |
False |
319,084 |
| 60 |
114-25 |
108-23 |
6-02 |
5.3% |
0-30 |
0.8% |
90% |
True |
False |
255,462 |
| 80 |
114-25 |
106-18 |
8-07 |
7.2% |
0-29 |
0.8% |
93% |
True |
False |
191,838 |
| 100 |
114-25 |
105-17 |
9-08 |
8.1% |
0-27 |
0.7% |
94% |
True |
False |
153,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-24 |
|
2.618 |
117-08 |
|
1.618 |
116-10 |
|
1.000 |
115-23 |
|
0.618 |
115-12 |
|
HIGH |
114-25 |
|
0.618 |
114-14 |
|
0.500 |
114-10 |
|
0.382 |
114-06 |
|
LOW |
113-27 |
|
0.618 |
113-08 |
|
1.000 |
112-29 |
|
1.618 |
112-10 |
|
2.618 |
111-12 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-10 |
113-31 |
| PP |
114-09 |
113-23 |
| S1 |
114-07 |
113-16 |
|