ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
110-23 |
111-11 |
0-20 |
0.6% |
110-23 |
| High |
111-14 |
111-29 |
0-15 |
0.4% |
111-29 |
| Low |
110-12 |
110-26 |
0-14 |
0.4% |
110-06 |
| Close |
111-11 |
111-11 |
0-00 |
0.0% |
111-11 |
| Range |
1-02 |
1-03 |
0-01 |
2.9% |
1-23 |
| ATR |
0-30 |
0-30 |
0-00 |
1.2% |
0-00 |
| Volume |
313,260 |
294,466 |
-18,794 |
-6.0% |
1,481,938 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-20 |
114-03 |
111-30 |
|
| R3 |
113-17 |
113-00 |
111-21 |
|
| R2 |
112-14 |
112-14 |
111-17 |
|
| R1 |
111-29 |
111-29 |
111-14 |
111-28 |
| PP |
111-11 |
111-11 |
111-11 |
111-11 |
| S1 |
110-26 |
110-26 |
111-08 |
110-26 |
| S2 |
110-08 |
110-08 |
111-05 |
|
| S3 |
109-05 |
109-23 |
111-01 |
|
| S4 |
108-02 |
108-20 |
110-24 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-10 |
115-17 |
112-09 |
|
| R3 |
114-19 |
113-26 |
111-26 |
|
| R2 |
112-28 |
112-28 |
111-21 |
|
| R1 |
112-03 |
112-03 |
111-16 |
112-16 |
| PP |
111-05 |
111-05 |
111-05 |
111-11 |
| S1 |
110-12 |
110-12 |
111-06 |
110-24 |
| S2 |
109-14 |
109-14 |
111-01 |
|
| S3 |
107-23 |
108-21 |
110-28 |
|
| S4 |
106-00 |
106-30 |
110-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-29 |
110-06 |
1-23 |
1.5% |
0-28 |
0.8% |
67% |
True |
False |
296,387 |
| 10 |
113-06 |
109-29 |
3-09 |
2.9% |
1-01 |
0.9% |
44% |
False |
False |
324,096 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
0-31 |
0.9% |
33% |
False |
False |
317,440 |
| 40 |
114-08 |
108-21 |
5-19 |
5.0% |
0-29 |
0.8% |
48% |
False |
False |
176,021 |
| 60 |
114-08 |
105-30 |
8-10 |
7.5% |
0-27 |
0.8% |
65% |
False |
False |
117,538 |
| 80 |
114-08 |
104-18 |
9-22 |
8.7% |
0-26 |
0.7% |
70% |
False |
False |
88,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-18 |
|
2.618 |
114-25 |
|
1.618 |
113-22 |
|
1.000 |
113-00 |
|
0.618 |
112-19 |
|
HIGH |
111-29 |
|
0.618 |
111-16 |
|
0.500 |
111-12 |
|
0.382 |
111-07 |
|
LOW |
110-26 |
|
0.618 |
110-04 |
|
1.000 |
109-23 |
|
1.618 |
109-01 |
|
2.618 |
107-30 |
|
4.250 |
106-05 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-12 |
111-08 |
| PP |
111-11 |
111-05 |
| S1 |
111-11 |
111-02 |
|