ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 08-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
111-11 |
110-23 |
-0-20 |
-0.6% |
111-07 |
High |
111-11 |
110-23 |
-0-20 |
-0.6% |
112-07 |
Low |
110-18 |
110-23 |
0-05 |
0.1% |
110-18 |
Close |
110-23 |
110-23 |
0-00 |
0.0% |
110-23 |
Range |
0-25 |
0-00 |
-0-25 |
-100.0% |
1-21 |
ATR |
0-20 |
0-18 |
-0-01 |
-7.1% |
0-00 |
Volume |
863 |
81 |
-782 |
-90.6% |
1,152 |
|
Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-23 |
110-23 |
110-23 |
|
R3 |
110-23 |
110-23 |
110-23 |
|
R2 |
110-23 |
110-23 |
110-23 |
|
R1 |
110-23 |
110-23 |
110-23 |
110-23 |
PP |
110-23 |
110-23 |
110-23 |
110-23 |
S1 |
110-23 |
110-23 |
110-23 |
110-23 |
S2 |
110-23 |
110-23 |
110-23 |
|
S3 |
110-23 |
110-23 |
110-23 |
|
S4 |
110-23 |
110-23 |
110-23 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-04 |
115-03 |
111-20 |
|
R3 |
114-15 |
113-14 |
111-06 |
|
R2 |
112-26 |
112-26 |
111-01 |
|
R1 |
111-25 |
111-25 |
110-28 |
111-15 |
PP |
111-05 |
111-05 |
111-05 |
111-00 |
S1 |
110-04 |
110-04 |
110-18 |
109-26 |
S2 |
109-16 |
109-16 |
110-13 |
|
S3 |
107-27 |
108-15 |
110-08 |
|
S4 |
106-06 |
106-26 |
109-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-23 |
2.618 |
110-23 |
1.618 |
110-23 |
1.000 |
110-23 |
0.618 |
110-23 |
HIGH |
110-23 |
0.618 |
110-23 |
0.500 |
110-23 |
0.382 |
110-23 |
LOW |
110-23 |
0.618 |
110-23 |
1.000 |
110-23 |
1.618 |
110-23 |
2.618 |
110-23 |
4.250 |
110-23 |
|
|
Fisher Pivots for day following 08-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
110-23 |
111-06 |
PP |
110-23 |
111-01 |
S1 |
110-23 |
110-28 |
|