ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-18 |
113-13 |
-0-05 |
-0.1% |
113-21 |
| High |
113-25 |
113-21 |
-0-04 |
-0.1% |
114-05 |
| Low |
113-09 |
112-22 |
-0-19 |
-0.5% |
112-31 |
| Close |
113-20 |
112-20 |
-1-00 |
-0.9% |
113-17 |
| Range |
0-16 |
0-31 |
0-15 |
93.8% |
1-06 |
| ATR |
0-20 |
0-20 |
0-01 |
4.1% |
0-00 |
| Volume |
281 |
289 |
8 |
2.8% |
2,358 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-29 |
115-07 |
113-05 |
|
| R3 |
114-30 |
114-08 |
112-29 |
|
| R2 |
113-31 |
113-31 |
112-26 |
|
| R1 |
113-09 |
113-09 |
112-23 |
113-04 |
| PP |
113-00 |
113-00 |
113-00 |
112-29 |
| S1 |
112-10 |
112-10 |
112-17 |
112-06 |
| S2 |
112-01 |
112-01 |
112-14 |
|
| S3 |
111-02 |
111-11 |
112-11 |
|
| S4 |
110-03 |
110-12 |
112-03 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-25 |
|
2.618 |
116-06 |
|
1.618 |
115-07 |
|
1.000 |
114-20 |
|
0.618 |
114-08 |
|
HIGH |
113-21 |
|
0.618 |
113-09 |
|
0.500 |
113-06 |
|
0.382 |
113-02 |
|
LOW |
112-22 |
|
0.618 |
112-03 |
|
1.000 |
111-23 |
|
1.618 |
111-04 |
|
2.618 |
110-05 |
|
4.250 |
108-18 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-06 |
113-08 |
| PP |
113-00 |
113-01 |
| S1 |
112-26 |
112-27 |
|