ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-01 |
113-07 |
-0-26 |
-0.7% |
114-18 |
| High |
114-08 |
114-24 |
0-16 |
0.4% |
114-27 |
| Low |
113-22 |
113-07 |
-0-15 |
-0.4% |
113-07 |
| Close |
114-02 |
114-21 |
0-19 |
0.5% |
114-21 |
| Range |
0-18 |
1-17 |
0-31 |
172.2% |
1-20 |
| ATR |
0-24 |
0-26 |
0-02 |
7.5% |
0-00 |
| Volume |
1,280 |
686 |
-594 |
-46.4% |
7,837 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-26 |
118-08 |
115-16 |
|
| R3 |
117-09 |
116-23 |
115-02 |
|
| R2 |
115-24 |
115-24 |
114-30 |
|
| R1 |
115-06 |
115-06 |
114-25 |
115-15 |
| PP |
114-07 |
114-07 |
114-07 |
114-11 |
| S1 |
113-21 |
113-21 |
114-17 |
113-30 |
| S2 |
112-22 |
112-22 |
114-12 |
|
| S3 |
111-05 |
112-04 |
114-08 |
|
| S4 |
109-20 |
110-19 |
113-26 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-16 |
115-18 |
|
| R3 |
117-16 |
116-28 |
115-03 |
|
| R2 |
115-28 |
115-28 |
114-31 |
|
| R1 |
115-08 |
115-08 |
114-26 |
115-18 |
| PP |
114-08 |
114-08 |
114-08 |
114-12 |
| S1 |
113-20 |
113-20 |
114-16 |
113-30 |
| S2 |
112-20 |
112-20 |
114-11 |
|
| S3 |
111-00 |
112-00 |
114-07 |
|
| S4 |
109-12 |
110-12 |
113-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-27 |
113-07 |
1-20 |
1.4% |
0-28 |
0.8% |
88% |
False |
True |
1,567 |
| 10 |
114-27 |
112-09 |
2-18 |
2.2% |
0-29 |
0.8% |
93% |
False |
False |
1,050 |
| 20 |
114-27 |
110-05 |
4-22 |
4.1% |
0-26 |
0.7% |
96% |
False |
False |
710 |
| 40 |
114-27 |
109-24 |
5-03 |
4.4% |
0-21 |
0.6% |
96% |
False |
False |
427 |
| 60 |
114-27 |
109-01 |
5-26 |
5.1% |
0-17 |
0.5% |
97% |
False |
False |
291 |
| 80 |
114-27 |
108-08 |
6-19 |
5.8% |
0-13 |
0.4% |
97% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-08 |
|
2.618 |
118-24 |
|
1.618 |
117-07 |
|
1.000 |
116-09 |
|
0.618 |
115-22 |
|
HIGH |
114-24 |
|
0.618 |
114-05 |
|
0.500 |
114-00 |
|
0.382 |
113-26 |
|
LOW |
113-07 |
|
0.618 |
112-09 |
|
1.000 |
111-22 |
|
1.618 |
110-24 |
|
2.618 |
109-07 |
|
4.250 |
106-23 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-14 |
114-14 |
| PP |
114-07 |
114-07 |
| S1 |
114-00 |
114-00 |
|