ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
111-11 |
110-23 |
-0-20 |
-0.6% |
111-07 |
| High |
111-11 |
110-23 |
-0-20 |
-0.6% |
112-07 |
| Low |
110-18 |
110-23 |
0-05 |
0.1% |
110-18 |
| Close |
110-23 |
110-23 |
0-00 |
0.0% |
110-23 |
| Range |
0-25 |
0-00 |
-0-25 |
-100.0% |
1-21 |
| ATR |
0-20 |
0-18 |
-0-01 |
-7.1% |
0-00 |
| Volume |
863 |
81 |
-782 |
-90.6% |
1,152 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-23 |
110-23 |
110-23 |
|
| R3 |
110-23 |
110-23 |
110-23 |
|
| R2 |
110-23 |
110-23 |
110-23 |
|
| R1 |
110-23 |
110-23 |
110-23 |
110-23 |
| PP |
110-23 |
110-23 |
110-23 |
110-23 |
| S1 |
110-23 |
110-23 |
110-23 |
110-23 |
| S2 |
110-23 |
110-23 |
110-23 |
|
| S3 |
110-23 |
110-23 |
110-23 |
|
| S4 |
110-23 |
110-23 |
110-23 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-04 |
115-03 |
111-20 |
|
| R3 |
114-15 |
113-14 |
111-06 |
|
| R2 |
112-26 |
112-26 |
111-01 |
|
| R1 |
111-25 |
111-25 |
110-28 |
111-15 |
| PP |
111-05 |
111-05 |
111-05 |
111-00 |
| S1 |
110-04 |
110-04 |
110-18 |
109-26 |
| S2 |
109-16 |
109-16 |
110-13 |
|
| S3 |
107-27 |
108-15 |
110-08 |
|
| S4 |
106-06 |
106-26 |
109-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-23 |
|
2.618 |
110-23 |
|
1.618 |
110-23 |
|
1.000 |
110-23 |
|
0.618 |
110-23 |
|
HIGH |
110-23 |
|
0.618 |
110-23 |
|
0.500 |
110-23 |
|
0.382 |
110-23 |
|
LOW |
110-23 |
|
0.618 |
110-23 |
|
1.000 |
110-23 |
|
1.618 |
110-23 |
|
2.618 |
110-23 |
|
4.250 |
110-23 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-23 |
111-06 |
| PP |
110-23 |
111-01 |
| S1 |
110-23 |
110-28 |
|