ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 22-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112-05 |
113-21 |
1-16 |
1.3% |
110-05 |
High |
113-16 |
113-21 |
0-05 |
0.1% |
113-16 |
Low |
112-05 |
113-02 |
0-29 |
0.8% |
110-05 |
Close |
113-07 |
113-13 |
0-06 |
0.2% |
113-07 |
Range |
1-11 |
0-19 |
-0-24 |
-55.8% |
3-11 |
ATR |
0-21 |
0-21 |
0-00 |
-0.7% |
0-00 |
Volume |
126 |
315 |
189 |
150.0% |
1,335 |
|
Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-05 |
114-28 |
113-23 |
|
R3 |
114-18 |
114-09 |
113-18 |
|
R2 |
113-31 |
113-31 |
113-16 |
|
R1 |
113-22 |
113-22 |
113-15 |
113-17 |
PP |
113-12 |
113-12 |
113-12 |
113-10 |
S1 |
113-03 |
113-03 |
113-11 |
112-30 |
S2 |
112-25 |
112-25 |
113-10 |
|
S3 |
112-06 |
112-16 |
113-08 |
|
S4 |
111-19 |
111-29 |
113-03 |
|
|
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 |
116-06 |
2.618 |
115-07 |
1.618 |
114-20 |
1.000 |
114-08 |
0.618 |
114-01 |
HIGH |
113-21 |
0.618 |
113-14 |
0.500 |
113-12 |
0.382 |
113-09 |
LOW |
113-02 |
0.618 |
112-22 |
1.000 |
112-15 |
1.618 |
112-03 |
2.618 |
111-16 |
4.250 |
110-17 |
|
|
Fisher Pivots for day following 22-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113-12 |
113-04 |
PP |
113-12 |
112-27 |
S1 |
113-12 |
112-18 |
|