ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113-22 |
114-01 |
0-11 |
0.3% |
113-18 |
| High |
114-08 |
114-08 |
0-00 |
0.0% |
114-22 |
| Low |
113-15 |
113-22 |
0-07 |
0.2% |
112-09 |
| Close |
113-24 |
114-02 |
0-10 |
0.3% |
114-18 |
| Range |
0-25 |
0-18 |
-0-07 |
-28.0% |
2-13 |
| ATR |
0-24 |
0-24 |
0-00 |
-1.9% |
0-00 |
| Volume |
4,255 |
1,280 |
-2,975 |
-69.9% |
2,671 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-22 |
115-14 |
114-12 |
|
| R3 |
115-04 |
114-28 |
114-07 |
|
| R2 |
114-18 |
114-18 |
114-05 |
|
| R1 |
114-10 |
114-10 |
114-04 |
114-14 |
| PP |
114-00 |
114-00 |
114-00 |
114-02 |
| S1 |
113-24 |
113-24 |
114-00 |
113-28 |
| S2 |
113-14 |
113-14 |
113-31 |
|
| S3 |
112-28 |
113-06 |
113-29 |
|
| S4 |
112-10 |
112-20 |
113-24 |
|
|
| 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 |
113-14 |
1-13 |
1.2% |
0-26 |
0.7% |
44% |
False |
False |
1,704 |
| 10 |
114-27 |
112-09 |
2-18 |
2.2% |
0-26 |
0.7% |
70% |
False |
False |
994 |
| 20 |
114-27 |
110-05 |
4-22 |
4.1% |
0-24 |
0.7% |
83% |
False |
False |
679 |
| 40 |
114-27 |
109-24 |
5-03 |
4.5% |
0-20 |
0.6% |
85% |
False |
False |
410 |
| 60 |
114-27 |
109-01 |
5-26 |
5.1% |
0-16 |
0.4% |
87% |
False |
False |
279 |
| 80 |
114-27 |
107-06 |
7-21 |
6.7% |
0-13 |
0.4% |
90% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-20 |
|
2.618 |
115-23 |
|
1.618 |
115-05 |
|
1.000 |
114-26 |
|
0.618 |
114-19 |
|
HIGH |
114-08 |
|
0.618 |
114-01 |
|
0.500 |
113-31 |
|
0.382 |
113-29 |
|
LOW |
113-22 |
|
0.618 |
113-11 |
|
1.000 |
113-04 |
|
1.618 |
112-25 |
|
2.618 |
112-07 |
|
4.250 |
111-10 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-01 |
114-00 |
| PP |
114-00 |
113-30 |
| S1 |
113-31 |
113-28 |
|