ECBOT 30 Year Treasury Bond Future December 2007
Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
113-29 |
114-24 |
0-27 |
0.7% |
114-10 |
High |
114-25 |
114-25 |
0-00 |
0.0% |
114-25 |
Low |
113-23 |
114-06 |
0-15 |
0.4% |
113-13 |
Close |
114-22 |
114-13 |
-0-09 |
-0.2% |
114-22 |
Range |
1-02 |
0-19 |
-0-15 |
-44.1% |
1-12 |
ATR |
0-30 |
0-29 |
-0-01 |
-2.7% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-08 |
115-29 |
114-23 |
|
R3 |
115-21 |
115-10 |
114-18 |
|
R2 |
115-02 |
115-02 |
114-16 |
|
R1 |
114-23 |
114-23 |
114-15 |
114-19 |
PP |
114-15 |
114-15 |
114-15 |
114-12 |
S1 |
114-04 |
114-04 |
114-11 |
114-00 |
S2 |
113-28 |
113-28 |
114-10 |
|
S3 |
113-09 |
113-17 |
114-08 |
|
S4 |
112-22 |
112-30 |
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% |
73% |
True |
False |
267,750 |
10 |
114-25 |
112-07 |
2-18 |
2.2% |
1-01 |
0.9% |
85% |
True |
False |
330,210 |
20 |
114-25 |
110-13 |
4-12 |
3.8% |
0-30 |
0.8% |
91% |
True |
False |
336,755 |
40 |
114-25 |
109-29 |
4-28 |
4.3% |
0-30 |
0.8% |
92% |
True |
False |
315,973 |
60 |
114-25 |
109-16 |
5-09 |
4.6% |
0-29 |
0.8% |
93% |
True |
False |
282,859 |
80 |
114-25 |
108-04 |
6-21 |
5.8% |
0-29 |
0.8% |
94% |
True |
False |
212,519 |
100 |
114-25 |
105-30 |
8-27 |
7.7% |
0-27 |
0.7% |
96% |
True |
False |
170,093 |
120 |
114-25 |
104-18 |
10-07 |
8.9% |
0-26 |
0.7% |
96% |
True |
False |
141,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-10 |
2.618 |
116-11 |
1.618 |
115-24 |
1.000 |
115-12 |
0.618 |
115-05 |
HIGH |
114-25 |
0.618 |
114-18 |
0.500 |
114-16 |
0.382 |
114-13 |
LOW |
114-06 |
0.618 |
113-26 |
1.000 |
113-19 |
1.618 |
113-07 |
2.618 |
112-20 |
4.250 |
111-21 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
114-16 |
114-11 |
PP |
114-15 |
114-10 |
S1 |
114-14 |
114-08 |
|