ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-18 |
114-02 |
-0-16 |
-0.4% |
113-18 |
| High |
114-27 |
114-09 |
-0-18 |
-0.5% |
114-22 |
| Low |
114-00 |
113-20 |
-0-12 |
-0.3% |
112-09 |
| Close |
114-08 |
113-26 |
-0-14 |
-0.4% |
114-18 |
| Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
2-13 |
| ATR |
0-25 |
0-24 |
0-00 |
-1.0% |
0-00 |
| Volume |
749 |
867 |
118 |
15.8% |
2,671 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-28 |
115-16 |
114-06 |
|
| R3 |
115-07 |
114-27 |
114-00 |
|
| R2 |
114-18 |
114-18 |
113-30 |
|
| R1 |
114-06 |
114-06 |
113-28 |
114-02 |
| PP |
113-29 |
113-29 |
113-29 |
113-27 |
| S1 |
113-17 |
113-17 |
113-24 |
113-12 |
| S2 |
113-08 |
113-08 |
113-22 |
|
| S3 |
112-19 |
112-28 |
113-20 |
|
| S4 |
111-30 |
112-07 |
113-14 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-27 |
112-09 |
2-18 |
2.3% |
1-04 |
1.0% |
60% |
False |
False |
742 |
| 10 |
114-27 |
112-09 |
2-18 |
2.3% |
0-27 |
0.7% |
60% |
False |
False |
609 |
| 20 |
114-27 |
110-01 |
4-26 |
4.2% |
0-24 |
0.7% |
79% |
False |
False |
453 |
| 40 |
114-27 |
109-24 |
5-03 |
4.5% |
0-20 |
0.5% |
80% |
False |
False |
273 |
| 60 |
114-27 |
109-01 |
5-26 |
5.1% |
0-16 |
0.4% |
82% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-02 |
|
2.618 |
116-00 |
|
1.618 |
115-11 |
|
1.000 |
114-30 |
|
0.618 |
114-22 |
|
HIGH |
114-09 |
|
0.618 |
114-01 |
|
0.500 |
113-30 |
|
0.382 |
113-28 |
|
LOW |
113-20 |
|
0.618 |
113-07 |
|
1.000 |
112-31 |
|
1.618 |
112-18 |
|
2.618 |
111-29 |
|
4.250 |
110-27 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-30 |
114-04 |
| PP |
113-29 |
114-01 |
| S1 |
113-28 |
113-30 |
|