ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113-21 |
113-19 |
-0-02 |
-0.1% |
113-14 |
| High |
113-26 |
113-20 |
-0-06 |
-0.2% |
114-05 |
| Low |
113-07 |
112-17 |
-0-22 |
-0.6% |
112-28 |
| Close |
113-19 |
112-19 |
-1-00 |
-0.9% |
113-16 |
| Range |
0-19 |
1-03 |
0-16 |
84.2% |
1-09 |
| ATR |
0-27 |
0-28 |
0-01 |
2.0% |
0-00 |
| Volume |
174,152 |
227,021 |
52,869 |
30.4% |
1,845,218 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-06 |
115-16 |
113-06 |
|
| R3 |
115-03 |
114-13 |
112-29 |
|
| R2 |
114-00 |
114-00 |
112-25 |
|
| R1 |
113-10 |
113-10 |
112-22 |
113-04 |
| PP |
112-29 |
112-29 |
112-29 |
112-26 |
| S1 |
112-07 |
112-07 |
112-16 |
112-00 |
| S2 |
111-26 |
111-26 |
112-13 |
|
| S3 |
110-23 |
111-04 |
112-09 |
|
| S4 |
109-20 |
110-01 |
112-00 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-11 |
116-23 |
114-07 |
|
| R3 |
116-02 |
115-14 |
113-27 |
|
| R2 |
114-25 |
114-25 |
113-24 |
|
| R1 |
114-05 |
114-05 |
113-20 |
114-15 |
| PP |
113-16 |
113-16 |
113-16 |
113-22 |
| S1 |
112-28 |
112-28 |
113-12 |
113-06 |
| S2 |
112-07 |
112-07 |
113-08 |
|
| S3 |
110-30 |
111-19 |
113-05 |
|
| S4 |
109-21 |
110-10 |
112-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-02 |
112-17 |
1-17 |
1.4% |
0-24 |
0.7% |
4% |
False |
True |
295,504 |
| 10 |
114-05 |
111-13 |
2-24 |
2.4% |
0-27 |
0.7% |
43% |
False |
False |
336,936 |
| 20 |
114-05 |
110-02 |
4-03 |
3.6% |
0-29 |
0.8% |
62% |
False |
False |
296,675 |
| 40 |
114-08 |
109-29 |
4-11 |
3.9% |
0-30 |
0.8% |
62% |
False |
False |
309,360 |
| 60 |
114-08 |
108-21 |
5-19 |
5.0% |
0-29 |
0.8% |
70% |
False |
False |
231,903 |
| 80 |
114-08 |
106-11 |
7-29 |
7.0% |
0-28 |
0.8% |
79% |
False |
False |
174,112 |
| 100 |
114-08 |
104-18 |
9-22 |
8.6% |
0-26 |
0.7% |
83% |
False |
False |
139,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-09 |
|
2.618 |
116-16 |
|
1.618 |
115-13 |
|
1.000 |
114-23 |
|
0.618 |
114-10 |
|
HIGH |
113-20 |
|
0.618 |
113-07 |
|
0.500 |
113-02 |
|
0.382 |
112-30 |
|
LOW |
112-17 |
|
0.618 |
111-27 |
|
1.000 |
111-14 |
|
1.618 |
110-24 |
|
2.618 |
109-21 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-02 |
113-06 |
| PP |
112-29 |
112-31 |
| S1 |
112-24 |
112-25 |
|