ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
110-15 |
111-16 |
1-01 |
0.9% |
112-05 |
| High |
111-27 |
112-08 |
0-13 |
0.4% |
112-07 |
| Low |
110-13 |
111-13 |
1-00 |
0.9% |
110-02 |
| Close |
111-22 |
112-05 |
0-15 |
0.4% |
110-12 |
| Range |
1-14 |
0-27 |
-0-19 |
-41.3% |
2-05 |
| ATR |
0-30 |
0-30 |
0-00 |
-0.7% |
0-00 |
| Volume |
290,667 |
505,909 |
215,242 |
74.1% |
1,250,144 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-15 |
114-05 |
112-20 |
|
| R3 |
113-20 |
113-10 |
112-12 |
|
| R2 |
112-25 |
112-25 |
112-10 |
|
| R1 |
112-15 |
112-15 |
112-07 |
112-20 |
| PP |
111-30 |
111-30 |
111-30 |
112-00 |
| S1 |
111-20 |
111-20 |
112-03 |
111-25 |
| S2 |
111-03 |
111-03 |
112-00 |
|
| S3 |
110-08 |
110-25 |
111-30 |
|
| S4 |
109-13 |
109-30 |
111-22 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-11 |
116-01 |
111-18 |
|
| R3 |
115-06 |
113-28 |
110-31 |
|
| R2 |
113-01 |
113-01 |
110-25 |
|
| R1 |
111-23 |
111-23 |
110-18 |
111-10 |
| PP |
110-28 |
110-28 |
110-28 |
110-22 |
| S1 |
109-18 |
109-18 |
110-06 |
109-04 |
| S2 |
108-23 |
108-23 |
109-31 |
|
| S3 |
106-18 |
107-13 |
109-25 |
|
| S4 |
104-13 |
105-08 |
109-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-08 |
110-02 |
2-06 |
2.0% |
0-27 |
0.7% |
96% |
True |
False |
341,311 |
| 10 |
112-08 |
110-02 |
2-06 |
2.0% |
0-31 |
0.9% |
96% |
True |
False |
279,190 |
| 20 |
112-10 |
109-29 |
2-13 |
2.1% |
0-29 |
0.8% |
94% |
False |
False |
297,589 |
| 40 |
114-08 |
109-16 |
4-24 |
4.2% |
0-30 |
0.8% |
56% |
False |
False |
275,641 |
| 60 |
114-08 |
108-14 |
5-26 |
5.2% |
0-29 |
0.8% |
64% |
False |
False |
184,359 |
| 80 |
114-08 |
105-30 |
8-10 |
7.4% |
0-27 |
0.7% |
75% |
False |
False |
138,376 |
| 100 |
114-08 |
104-18 |
9-22 |
8.6% |
0-26 |
0.7% |
78% |
False |
False |
110,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-27 |
|
2.618 |
114-15 |
|
1.618 |
113-20 |
|
1.000 |
113-03 |
|
0.618 |
112-25 |
|
HIGH |
112-08 |
|
0.618 |
111-30 |
|
0.500 |
111-26 |
|
0.382 |
111-23 |
|
LOW |
111-13 |
|
0.618 |
110-28 |
|
1.000 |
110-18 |
|
1.618 |
110-01 |
|
2.618 |
109-06 |
|
4.250 |
107-26 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-02 |
111-27 |
| PP |
111-30 |
111-18 |
| S1 |
111-26 |
111-08 |
|