ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
111-07 |
111-28 |
0-21 |
0.6% |
110-23 |
| High |
111-28 |
112-10 |
0-14 |
0.4% |
111-29 |
| Low |
111-06 |
111-14 |
0-08 |
0.2% |
110-06 |
| Close |
111-23 |
112-00 |
0-09 |
0.3% |
111-11 |
| Range |
0-22 |
0-28 |
0-06 |
27.3% |
1-23 |
| ATR |
0-30 |
0-30 |
0-00 |
-0.4% |
0-00 |
| Volume |
347,108 |
279,586 |
-67,522 |
-19.5% |
1,481,938 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-17 |
114-05 |
112-15 |
|
| R3 |
113-21 |
113-09 |
112-08 |
|
| R2 |
112-25 |
112-25 |
112-05 |
|
| R1 |
112-13 |
112-13 |
112-03 |
112-19 |
| PP |
111-29 |
111-29 |
111-29 |
112-00 |
| S1 |
111-17 |
111-17 |
111-29 |
111-23 |
| S2 |
111-01 |
111-01 |
111-27 |
|
| S3 |
110-05 |
110-21 |
111-24 |
|
| S4 |
109-09 |
109-25 |
111-17 |
|
|
| 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 |
112-10 |
110-06 |
2-04 |
1.9% |
0-28 |
0.8% |
85% |
True |
False |
303,191 |
| 10 |
112-16 |
109-29 |
2-19 |
2.3% |
1-00 |
0.9% |
81% |
False |
False |
331,362 |
| 20 |
114-08 |
109-29 |
4-11 |
3.9% |
1-00 |
0.9% |
48% |
False |
False |
320,308 |
| 40 |
114-08 |
108-21 |
5-19 |
5.0% |
0-29 |
0.8% |
60% |
False |
False |
191,639 |
| 60 |
114-08 |
106-11 |
7-29 |
7.1% |
0-28 |
0.8% |
72% |
False |
False |
127,981 |
| 80 |
114-08 |
104-18 |
9-22 |
8.6% |
0-25 |
0.7% |
77% |
False |
False |
96,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-01 |
|
2.618 |
114-19 |
|
1.618 |
113-23 |
|
1.000 |
113-06 |
|
0.618 |
112-27 |
|
HIGH |
112-10 |
|
0.618 |
111-31 |
|
0.500 |
111-28 |
|
0.382 |
111-25 |
|
LOW |
111-14 |
|
0.618 |
110-29 |
|
1.000 |
110-18 |
|
1.618 |
110-01 |
|
2.618 |
109-05 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-31 |
111-27 |
| PP |
111-29 |
111-23 |
| S1 |
111-28 |
111-18 |
|