ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
110-22 |
110-20 |
-0-02 |
-0.1% |
110-23 |
| High |
110-23 |
111-24 |
1-01 |
0.9% |
111-00 |
| Low |
110-17 |
110-20 |
0-03 |
0.1% |
110-01 |
| Close |
110-12 |
111-20 |
1-08 |
1.1% |
110-10 |
| Range |
0-06 |
1-04 |
0-30 |
500.0% |
0-31 |
| ATR |
0-17 |
0-19 |
0-02 |
11.4% |
0-00 |
| Volume |
592 |
164 |
-428 |
-72.3% |
1,171 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-23 |
114-09 |
112-08 |
|
| R3 |
113-19 |
113-05 |
111-30 |
|
| R2 |
112-15 |
112-15 |
111-27 |
|
| R1 |
112-01 |
112-01 |
111-23 |
112-08 |
| PP |
111-11 |
111-11 |
111-11 |
111-14 |
| S1 |
110-29 |
110-29 |
111-17 |
111-04 |
| S2 |
110-07 |
110-07 |
111-13 |
|
| S3 |
109-03 |
109-25 |
111-10 |
|
| S4 |
107-31 |
108-21 |
111-00 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-11 |
112-26 |
110-27 |
|
| R3 |
112-12 |
111-27 |
110-19 |
|
| R2 |
111-13 |
111-13 |
110-16 |
|
| R1 |
110-28 |
110-28 |
110-13 |
110-21 |
| PP |
110-14 |
110-14 |
110-14 |
110-11 |
| S1 |
109-29 |
109-29 |
110-07 |
109-22 |
| S2 |
109-15 |
109-15 |
110-04 |
|
| S3 |
108-16 |
108-30 |
110-01 |
|
| S4 |
107-17 |
107-31 |
109-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-17 |
|
2.618 |
114-22 |
|
1.618 |
113-18 |
|
1.000 |
112-28 |
|
0.618 |
112-14 |
|
HIGH |
111-24 |
|
0.618 |
111-10 |
|
0.500 |
111-06 |
|
0.382 |
111-02 |
|
LOW |
110-20 |
|
0.618 |
109-30 |
|
1.000 |
109-16 |
|
1.618 |
108-26 |
|
2.618 |
107-22 |
|
4.250 |
105-27 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-15 |
111-13 |
| PP |
111-11 |
111-06 |
| S1 |
111-06 |
110-30 |
|