ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
111-00 |
111-02 |
0-02 |
0.1% |
110-15 |
High |
111-08 |
111-21 |
0-13 |
0.4% |
111-21 |
Low |
111-00 |
111-02 |
0-02 |
0.1% |
110-09 |
Close |
111-06 |
111-07 |
0-01 |
0.0% |
111-07 |
Range |
0-08 |
0-19 |
0-11 |
137.5% |
1-12 |
ATR |
0-22 |
0-22 |
0-00 |
-0.9% |
0-00 |
Volume |
7 |
10 |
3 |
42.9% |
370 |
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-03 |
112-24 |
111-17 |
|
R3 |
112-16 |
112-05 |
111-12 |
|
R2 |
111-29 |
111-29 |
111-10 |
|
R1 |
111-18 |
111-18 |
111-09 |
111-24 |
PP |
111-10 |
111-10 |
111-10 |
111-13 |
S1 |
110-31 |
110-31 |
111-05 |
111-04 |
S2 |
110-23 |
110-23 |
111-04 |
|
S3 |
110-04 |
110-12 |
111-02 |
|
S4 |
109-17 |
109-25 |
110-29 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-06 |
114-18 |
111-31 |
|
R3 |
113-26 |
113-06 |
111-19 |
|
R2 |
112-14 |
112-14 |
111-15 |
|
R1 |
111-26 |
111-26 |
111-11 |
112-04 |
PP |
111-02 |
111-02 |
111-02 |
111-06 |
S1 |
110-14 |
110-14 |
111-03 |
110-24 |
S2 |
109-22 |
109-22 |
110-31 |
|
S3 |
108-10 |
109-02 |
110-27 |
|
S4 |
106-30 |
107-22 |
110-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-06 |
2.618 |
113-07 |
1.618 |
112-20 |
1.000 |
112-08 |
0.618 |
112-01 |
HIGH |
111-21 |
0.618 |
111-14 |
0.500 |
111-12 |
0.382 |
111-09 |
LOW |
111-02 |
0.618 |
110-22 |
1.000 |
110-15 |
1.618 |
110-03 |
2.618 |
109-16 |
4.250 |
108-17 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
111-12 |
111-04 |
PP |
111-10 |
111-02 |
S1 |
111-08 |
110-31 |
|