ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 12-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
110-23 |
110-14 |
-0-09 |
-0.3% |
110-23 |
High |
110-24 |
110-26 |
0-02 |
0.1% |
111-00 |
Low |
110-01 |
110-09 |
0-08 |
0.2% |
110-01 |
Close |
110-18 |
110-10 |
-0-08 |
-0.2% |
110-10 |
Range |
0-23 |
0-17 |
-0-06 |
-26.1% |
0-31 |
ATR |
0-18 |
0-18 |
0-00 |
-0.5% |
0-00 |
Volume |
705 |
84 |
-621 |
-88.1% |
1,171 |
|
Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-02 |
111-23 |
110-19 |
|
R3 |
111-17 |
111-06 |
110-15 |
|
R2 |
111-00 |
111-00 |
110-13 |
|
R1 |
110-21 |
110-21 |
110-12 |
110-18 |
PP |
110-15 |
110-15 |
110-15 |
110-14 |
S1 |
110-04 |
110-04 |
110-08 |
110-01 |
S2 |
109-30 |
109-30 |
110-07 |
|
S3 |
109-13 |
109-19 |
110-05 |
|
S4 |
108-28 |
109-02 |
110-01 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-11 |
112-26 |
110-27 |
|
R3 |
112-12 |
111-27 |
110-19 |
|
R2 |
111-13 |
111-13 |
110-16 |
|
R1 |
110-28 |
110-28 |
110-13 |
110-21 |
PP |
110-14 |
110-14 |
110-14 |
110-11 |
S1 |
109-29 |
109-29 |
110-07 |
109-22 |
S2 |
109-15 |
109-15 |
110-04 |
|
S3 |
108-16 |
108-30 |
110-01 |
|
S4 |
107-17 |
107-31 |
109-25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-02 |
2.618 |
112-07 |
1.618 |
111-22 |
1.000 |
111-11 |
0.618 |
111-05 |
HIGH |
110-26 |
0.618 |
110-20 |
0.500 |
110-18 |
0.382 |
110-15 |
LOW |
110-09 |
0.618 |
109-30 |
1.000 |
109-24 |
1.618 |
109-13 |
2.618 |
108-28 |
4.250 |
108-01 |
|
|
Fisher Pivots for day following 12-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
110-18 |
110-16 |
PP |
110-15 |
110-14 |
S1 |
110-12 |
110-12 |
|