ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-02 |
113-19 |
-0-15 |
-0.4% |
113-12 |
| High |
114-08 |
114-08 |
0-00 |
0.0% |
114-21 |
| Low |
113-16 |
113-13 |
-0-03 |
-0.1% |
112-07 |
| Close |
113-24 |
113-23 |
-0-01 |
0.0% |
114-16 |
| Range |
0-24 |
0-27 |
0-03 |
12.5% |
2-14 |
| ATR |
0-31 |
0-30 |
0-00 |
-0.8% |
0-00 |
| Volume |
317,036 |
375,881 |
58,845 |
18.6% |
1,559,325 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-10 |
115-28 |
114-06 |
|
| R3 |
115-15 |
115-01 |
113-30 |
|
| R2 |
114-20 |
114-20 |
113-28 |
|
| R1 |
114-06 |
114-06 |
113-25 |
114-13 |
| PP |
113-25 |
113-25 |
113-25 |
113-29 |
| S1 |
113-11 |
113-11 |
113-21 |
113-18 |
| S2 |
112-30 |
112-30 |
113-18 |
|
| S3 |
112-03 |
112-16 |
113-16 |
|
| S4 |
111-08 |
111-21 |
113-08 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-08 |
115-27 |
|
| R3 |
118-21 |
117-26 |
115-05 |
|
| R2 |
116-07 |
116-07 |
114-30 |
|
| R1 |
115-12 |
115-12 |
114-23 |
115-26 |
| PP |
113-25 |
113-25 |
113-25 |
114-00 |
| S1 |
112-30 |
112-30 |
114-09 |
113-12 |
| S2 |
111-11 |
111-11 |
114-02 |
|
| S3 |
108-29 |
110-16 |
113-27 |
|
| S4 |
106-15 |
108-02 |
113-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-25 |
112-07 |
2-18 |
2.3% |
1-05 |
1.0% |
59% |
False |
False |
422,442 |
| 10 |
114-25 |
112-07 |
2-18 |
2.3% |
0-30 |
0.8% |
59% |
False |
False |
358,973 |
| 20 |
114-25 |
110-02 |
4-23 |
4.1% |
0-29 |
0.8% |
77% |
False |
False |
347,697 |
| 40 |
114-25 |
109-29 |
4-28 |
4.3% |
0-31 |
0.8% |
78% |
False |
False |
321,552 |
| 60 |
114-25 |
108-30 |
5-27 |
5.1% |
0-30 |
0.8% |
82% |
False |
False |
266,973 |
| 80 |
114-25 |
107-06 |
7-19 |
6.7% |
0-29 |
0.8% |
86% |
False |
False |
200,494 |
| 100 |
114-25 |
105-17 |
9-08 |
8.1% |
0-27 |
0.7% |
89% |
False |
False |
160,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-27 |
|
2.618 |
116-15 |
|
1.618 |
115-20 |
|
1.000 |
115-03 |
|
0.618 |
114-25 |
|
HIGH |
114-08 |
|
0.618 |
113-30 |
|
0.500 |
113-26 |
|
0.382 |
113-23 |
|
LOW |
113-13 |
|
0.618 |
112-28 |
|
1.000 |
112-18 |
|
1.618 |
112-01 |
|
2.618 |
111-06 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-26 |
114-03 |
| PP |
113-25 |
113-31 |
| S1 |
113-24 |
113-27 |
|