ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 19-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
111-14 |
112-05 |
0-23 |
0.6% |
110-05 |
High |
112-07 |
113-16 |
1-09 |
1.1% |
113-16 |
Low |
111-14 |
112-05 |
0-23 |
0.6% |
110-05 |
Close |
112-04 |
113-07 |
1-03 |
1.0% |
113-07 |
Range |
0-25 |
1-11 |
0-18 |
72.0% |
3-11 |
ATR |
0-19 |
0-21 |
0-02 |
9.1% |
0-00 |
Volume |
316 |
126 |
-190 |
-60.1% |
1,335 |
|
Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-00 |
116-14 |
113-31 |
|
R3 |
115-21 |
115-03 |
113-19 |
|
R2 |
114-10 |
114-10 |
113-15 |
|
R1 |
113-24 |
113-24 |
113-11 |
114-01 |
PP |
112-31 |
112-31 |
112-31 |
113-03 |
S1 |
112-13 |
112-13 |
113-03 |
112-22 |
S2 |
111-20 |
111-20 |
112-31 |
|
S3 |
110-09 |
111-02 |
112-27 |
|
S4 |
108-30 |
109-23 |
112-15 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-10 |
121-04 |
115-02 |
|
R3 |
118-31 |
117-25 |
114-04 |
|
R2 |
115-20 |
115-20 |
113-27 |
|
R1 |
114-14 |
114-14 |
113-17 |
115-01 |
PP |
112-09 |
112-09 |
112-09 |
112-19 |
S1 |
111-03 |
111-03 |
112-29 |
111-22 |
S2 |
108-30 |
108-30 |
112-19 |
|
S3 |
105-19 |
107-24 |
112-10 |
|
S4 |
102-08 |
104-13 |
111-12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-07 |
2.618 |
117-01 |
1.618 |
115-22 |
1.000 |
114-27 |
0.618 |
114-11 |
HIGH |
113-16 |
0.618 |
113-00 |
0.500 |
112-26 |
0.382 |
112-21 |
LOW |
112-05 |
0.618 |
111-10 |
1.000 |
110-26 |
1.618 |
109-31 |
2.618 |
108-20 |
4.250 |
106-14 |
|
|
Fisher Pivots for day following 19-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113-03 |
112-27 |
PP |
112-31 |
112-14 |
S1 |
112-26 |
112-02 |
|