ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
110-20 |
111-14 |
0-26 |
0.7% |
110-23 |
High |
111-24 |
112-07 |
0-15 |
0.4% |
111-00 |
Low |
110-20 |
111-14 |
0-26 |
0.7% |
110-01 |
Close |
111-20 |
112-04 |
0-16 |
0.4% |
110-10 |
Range |
1-04 |
0-25 |
-0-11 |
-30.6% |
0-31 |
ATR |
0-19 |
0-19 |
0-00 |
2.3% |
0-00 |
Volume |
164 |
316 |
152 |
92.7% |
1,171 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-09 |
113-31 |
112-18 |
|
R3 |
113-16 |
113-06 |
112-11 |
|
R2 |
112-23 |
112-23 |
112-09 |
|
R1 |
112-13 |
112-13 |
112-06 |
112-18 |
PP |
111-30 |
111-30 |
111-30 |
112-00 |
S1 |
111-20 |
111-20 |
112-02 |
111-25 |
S2 |
111-05 |
111-05 |
111-31 |
|
S3 |
110-12 |
110-27 |
111-29 |
|
S4 |
109-19 |
110-02 |
111-22 |
|
|
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 |
115-17 |
2.618 |
114-08 |
1.618 |
113-15 |
1.000 |
113-00 |
0.618 |
112-22 |
HIGH |
112-07 |
0.618 |
111-29 |
0.500 |
111-26 |
0.382 |
111-24 |
LOW |
111-14 |
0.618 |
110-31 |
1.000 |
110-21 |
1.618 |
110-06 |
2.618 |
109-13 |
4.250 |
108-04 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112-01 |
111-28 |
PP |
111-30 |
111-20 |
S1 |
111-26 |
111-12 |
|