ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
112-16 |
113-31 |
1-15 |
1.3% |
113-18 |
| High |
114-04 |
114-22 |
0-18 |
0.5% |
114-22 |
| Low |
112-09 |
113-14 |
1-05 |
1.0% |
112-09 |
| Close |
113-29 |
114-18 |
0-21 |
0.6% |
114-18 |
| Range |
1-27 |
1-08 |
-0-19 |
-32.2% |
2-13 |
| ATR |
0-23 |
0-24 |
0-01 |
5.2% |
0-00 |
| Volume |
434 |
1,373 |
939 |
216.4% |
2,671 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-31 |
117-17 |
115-08 |
|
| R3 |
116-23 |
116-09 |
114-29 |
|
| R2 |
115-15 |
115-15 |
114-25 |
|
| R1 |
115-01 |
115-01 |
114-22 |
115-08 |
| PP |
114-07 |
114-07 |
114-07 |
114-11 |
| S1 |
113-25 |
113-25 |
114-14 |
114-00 |
| S2 |
112-31 |
112-31 |
114-11 |
|
| S3 |
111-23 |
112-17 |
114-07 |
|
| S4 |
110-15 |
111-09 |
113-28 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-02 |
120-07 |
115-28 |
|
| R3 |
118-21 |
117-26 |
115-07 |
|
| R2 |
116-08 |
116-08 |
115-00 |
|
| R1 |
115-13 |
115-13 |
114-25 |
115-26 |
| PP |
113-27 |
113-27 |
113-27 |
114-02 |
| S1 |
113-00 |
113-00 |
114-11 |
113-14 |
| S2 |
111-14 |
111-14 |
114-04 |
|
| S3 |
109-01 |
110-19 |
113-29 |
|
| S4 |
106-20 |
108-06 |
113-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-00 |
|
2.618 |
117-31 |
|
1.618 |
116-23 |
|
1.000 |
115-30 |
|
0.618 |
115-15 |
|
HIGH |
114-22 |
|
0.618 |
114-07 |
|
0.500 |
114-02 |
|
0.382 |
113-29 |
|
LOW |
113-14 |
|
0.618 |
112-21 |
|
1.000 |
112-06 |
|
1.618 |
111-13 |
|
2.618 |
110-05 |
|
4.250 |
108-04 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-13 |
114-06 |
| PP |
114-07 |
113-27 |
| S1 |
114-02 |
113-16 |
|