ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-00 |
113-06 |
0-06 |
0.2% |
110-05 |
| High |
113-12 |
114-05 |
0-25 |
0.7% |
113-16 |
| Low |
112-31 |
113-06 |
0-07 |
0.2% |
110-05 |
| Close |
113-06 |
113-31 |
0-25 |
0.7% |
113-07 |
| Range |
0-13 |
0-31 |
0-18 |
138.5% |
3-11 |
| ATR |
0-20 |
0-21 |
0-01 |
3.7% |
0-00 |
| Volume |
240 |
611 |
371 |
154.6% |
1,335 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-22 |
116-09 |
114-16 |
|
| R3 |
115-23 |
115-10 |
114-08 |
|
| R2 |
114-24 |
114-24 |
114-05 |
|
| R1 |
114-11 |
114-11 |
114-02 |
114-18 |
| PP |
113-25 |
113-25 |
113-25 |
113-28 |
| S1 |
113-12 |
113-12 |
113-28 |
113-18 |
| S2 |
112-26 |
112-26 |
113-25 |
|
| S3 |
111-27 |
112-13 |
113-22 |
|
| S4 |
110-28 |
111-14 |
113-14 |
|
|
| 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 |
118-09 |
|
2.618 |
116-22 |
|
1.618 |
115-23 |
|
1.000 |
115-04 |
|
0.618 |
114-24 |
|
HIGH |
114-05 |
|
0.618 |
113-25 |
|
0.500 |
113-22 |
|
0.382 |
113-18 |
|
LOW |
113-06 |
|
0.618 |
112-19 |
|
1.000 |
112-07 |
|
1.618 |
111-20 |
|
2.618 |
110-21 |
|
4.250 |
109-02 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
113-27 |
| PP |
113-25 |
113-22 |
| S1 |
113-22 |
113-18 |
|