ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-18 |
113-18 |
0-00 |
0.0% |
113-21 |
| High |
113-26 |
113-25 |
-0-01 |
0.0% |
114-05 |
| Low |
113-18 |
113-09 |
-0-09 |
-0.2% |
112-31 |
| Close |
113-22 |
113-20 |
-0-02 |
-0.1% |
113-17 |
| Range |
0-08 |
0-16 |
0-08 |
100.0% |
1-06 |
| ATR |
0-20 |
0-20 |
0-00 |
-1.4% |
0-00 |
| Volume |
294 |
281 |
-13 |
-4.4% |
2,358 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-02 |
114-27 |
113-29 |
|
| R3 |
114-18 |
114-11 |
113-24 |
|
| R2 |
114-02 |
114-02 |
113-23 |
|
| R1 |
113-27 |
113-27 |
113-21 |
113-30 |
| PP |
113-18 |
113-18 |
113-18 |
113-20 |
| S1 |
113-11 |
113-11 |
113-19 |
113-14 |
| S2 |
113-02 |
113-02 |
113-17 |
|
| S3 |
112-18 |
112-27 |
113-16 |
|
| S4 |
112-02 |
112-11 |
113-11 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-04 |
116-16 |
114-06 |
|
| R3 |
115-30 |
115-10 |
113-27 |
|
| R2 |
114-24 |
114-24 |
113-24 |
|
| R1 |
114-04 |
114-04 |
113-20 |
113-27 |
| PP |
113-18 |
113-18 |
113-18 |
113-13 |
| S1 |
112-30 |
112-30 |
113-14 |
112-21 |
| S2 |
112-12 |
112-12 |
113-10 |
|
| S3 |
111-06 |
111-24 |
113-07 |
|
| S4 |
110-00 |
110-18 |
112-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-05 |
113-06 |
0-31 |
0.9% |
0-18 |
0.5% |
45% |
False |
False |
475 |
| 10 |
114-05 |
110-20 |
3-17 |
3.1% |
0-23 |
0.6% |
85% |
False |
False |
353 |
| 20 |
114-05 |
110-01 |
4-04 |
3.6% |
0-17 |
0.5% |
87% |
False |
False |
324 |
| 40 |
114-11 |
109-24 |
4-19 |
4.0% |
0-18 |
0.5% |
84% |
False |
False |
183 |
| 60 |
114-11 |
109-01 |
5-10 |
4.7% |
0-13 |
0.4% |
86% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-29 |
|
2.618 |
115-03 |
|
1.618 |
114-19 |
|
1.000 |
114-09 |
|
0.618 |
114-03 |
|
HIGH |
113-25 |
|
0.618 |
113-19 |
|
0.500 |
113-17 |
|
0.382 |
113-15 |
|
LOW |
113-09 |
|
0.618 |
112-31 |
|
1.000 |
112-25 |
|
1.618 |
112-15 |
|
2.618 |
111-31 |
|
4.250 |
111-05 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-19 |
113-19 |
| PP |
113-18 |
113-19 |
| S1 |
113-17 |
113-18 |
|