ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-06 |
113-31 |
0-25 |
0.7% |
110-05 |
| High |
114-05 |
114-02 |
-0-03 |
-0.1% |
113-16 |
| Low |
113-06 |
113-15 |
0-09 |
0.2% |
110-05 |
| Close |
113-31 |
113-26 |
-0-05 |
-0.1% |
113-07 |
| Range |
0-31 |
0-19 |
-0-12 |
-38.7% |
3-11 |
| ATR |
0-21 |
0-21 |
0-00 |
-0.7% |
0-00 |
| Volume |
611 |
1,069 |
458 |
75.0% |
1,335 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-18 |
115-09 |
114-04 |
|
| R3 |
114-31 |
114-22 |
113-31 |
|
| R2 |
114-12 |
114-12 |
113-29 |
|
| R1 |
114-03 |
114-03 |
113-28 |
113-30 |
| PP |
113-25 |
113-25 |
113-25 |
113-22 |
| S1 |
113-16 |
113-16 |
113-24 |
113-11 |
| S2 |
113-06 |
113-06 |
113-23 |
|
| S3 |
112-19 |
112-29 |
113-21 |
|
| S4 |
112-00 |
112-10 |
113-16 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-05 |
112-05 |
2-00 |
1.8% |
0-25 |
0.7% |
83% |
False |
False |
472 |
| 10 |
114-05 |
110-05 |
4-00 |
3.5% |
0-22 |
0.6% |
91% |
False |
False |
365 |
| 20 |
114-05 |
110-01 |
4-04 |
3.6% |
0-17 |
0.5% |
92% |
False |
False |
295 |
| 40 |
114-11 |
109-24 |
4-19 |
4.0% |
0-17 |
0.5% |
88% |
False |
False |
167 |
| 60 |
114-11 |
109-01 |
5-10 |
4.7% |
0-12 |
0.3% |
90% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-19 |
|
2.618 |
115-20 |
|
1.618 |
115-01 |
|
1.000 |
114-21 |
|
0.618 |
114-14 |
|
HIGH |
114-02 |
|
0.618 |
113-27 |
|
0.500 |
113-24 |
|
0.382 |
113-22 |
|
LOW |
113-15 |
|
0.618 |
113-03 |
|
1.000 |
112-28 |
|
1.618 |
112-16 |
|
2.618 |
111-29 |
|
4.250 |
110-30 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-26 |
113-23 |
| PP |
113-25 |
113-21 |
| S1 |
113-24 |
113-18 |
|