ECBOT 30 Year Treasury Bond Future March 2008
Trading Metrics calculated at close of trading on 05-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
113-31 |
114-18 |
0-19 |
0.5% |
113-18 |
High |
114-22 |
114-27 |
0-05 |
0.1% |
114-22 |
Low |
113-14 |
114-00 |
0-18 |
0.5% |
112-09 |
Close |
114-18 |
114-08 |
-0-10 |
-0.3% |
114-18 |
Range |
1-08 |
0-27 |
-0-13 |
-32.5% |
2-13 |
ATR |
0-24 |
0-25 |
0-00 |
0.8% |
0-00 |
Volume |
1,373 |
749 |
-624 |
-45.4% |
2,671 |
|
Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-29 |
116-13 |
114-23 |
|
R3 |
116-02 |
115-18 |
114-15 |
|
R2 |
115-07 |
115-07 |
114-13 |
|
R1 |
114-23 |
114-23 |
114-10 |
114-18 |
PP |
114-12 |
114-12 |
114-12 |
114-09 |
S1 |
113-28 |
113-28 |
114-06 |
113-22 |
S2 |
113-17 |
113-17 |
114-03 |
|
S3 |
112-22 |
113-01 |
114-01 |
|
S4 |
111-27 |
112-06 |
113-25 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-02 |
120-07 |
115-28 |
|
R3 |
118-21 |
117-26 |
115-07 |
|
R2 |
116-08 |
116-08 |
115-00 |
|
R1 |
115-13 |
115-13 |
114-25 |
115-26 |
PP |
113-27 |
113-27 |
113-27 |
114-02 |
S1 |
113-00 |
113-00 |
114-11 |
113-14 |
S2 |
111-14 |
111-14 |
114-04 |
|
S3 |
109-01 |
110-19 |
113-29 |
|
S4 |
106-20 |
108-06 |
113-08 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-14 |
2.618 |
117-02 |
1.618 |
116-07 |
1.000 |
115-22 |
0.618 |
115-12 |
HIGH |
114-27 |
0.618 |
114-17 |
0.500 |
114-14 |
0.382 |
114-10 |
LOW |
114-00 |
0.618 |
113-15 |
1.000 |
113-05 |
1.618 |
112-20 |
2.618 |
111-25 |
4.250 |
110-13 |
|
|
Fisher Pivots for day following 05-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
114-14 |
114-01 |
PP |
114-12 |
113-25 |
S1 |
114-10 |
113-18 |
|