ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113-29 |
113-29 |
0-00 |
0.0% |
114-10 |
| High |
114-09 |
114-25 |
0-16 |
0.4% |
114-25 |
| Low |
113-19 |
113-23 |
0-04 |
0.1% |
113-13 |
| Close |
114-02 |
114-22 |
0-20 |
0.5% |
114-22 |
| Range |
0-22 |
1-02 |
0-12 |
54.5% |
1-12 |
| ATR |
0-30 |
0-30 |
0-00 |
1.0% |
0-00 |
| Volume |
470,638 |
492,234 |
21,596 |
4.6% |
2,233,363 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-19 |
117-06 |
115-09 |
|
| R3 |
116-17 |
116-04 |
114-31 |
|
| R2 |
115-15 |
115-15 |
114-28 |
|
| R1 |
115-02 |
115-02 |
114-25 |
115-08 |
| PP |
114-13 |
114-13 |
114-13 |
114-16 |
| S1 |
114-00 |
114-00 |
114-19 |
114-06 |
| S2 |
113-11 |
113-11 |
114-16 |
|
| S3 |
112-09 |
112-30 |
114-13 |
|
| S4 |
111-07 |
111-28 |
114-03 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-13 |
117-30 |
115-14 |
|
| R3 |
117-01 |
116-18 |
115-02 |
|
| R2 |
115-21 |
115-21 |
114-30 |
|
| R1 |
115-06 |
115-06 |
114-26 |
115-14 |
| PP |
114-09 |
114-09 |
114-09 |
114-13 |
| S1 |
113-26 |
113-26 |
114-18 |
114-02 |
| S2 |
112-29 |
112-29 |
114-14 |
|
| S3 |
111-17 |
112-14 |
114-10 |
|
| S4 |
110-05 |
111-02 |
113-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-25 |
113-13 |
1-12 |
1.2% |
0-27 |
0.7% |
93% |
True |
False |
446,672 |
| 10 |
114-25 |
112-07 |
2-18 |
2.2% |
1-00 |
0.9% |
96% |
True |
False |
379,268 |
| 20 |
114-25 |
110-02 |
4-23 |
4.1% |
0-29 |
0.8% |
98% |
True |
False |
364,268 |
| 40 |
114-25 |
109-29 |
4-28 |
4.3% |
0-30 |
0.8% |
98% |
True |
False |
329,824 |
| 60 |
114-25 |
108-30 |
5-27 |
5.1% |
0-29 |
0.8% |
98% |
True |
False |
282,913 |
| 80 |
114-25 |
107-11 |
7-14 |
6.5% |
0-29 |
0.8% |
99% |
True |
False |
212,528 |
| 100 |
114-25 |
105-17 |
9-08 |
8.1% |
0-27 |
0.7% |
99% |
True |
False |
170,096 |
| 120 |
114-25 |
104-18 |
10-07 |
8.9% |
0-26 |
0.7% |
99% |
True |
False |
141,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-10 |
|
2.618 |
117-18 |
|
1.618 |
116-16 |
|
1.000 |
115-27 |
|
0.618 |
115-14 |
|
HIGH |
114-25 |
|
0.618 |
114-12 |
|
0.500 |
114-08 |
|
0.382 |
114-04 |
|
LOW |
113-23 |
|
0.618 |
113-02 |
|
1.000 |
112-21 |
|
1.618 |
112-00 |
|
2.618 |
110-30 |
|
4.250 |
109-06 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-17 |
114-16 |
| PP |
114-13 |
114-09 |
| S1 |
114-08 |
114-03 |
|