ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-24 |
114-10 |
-0-14 |
-0.4% |
114-10 |
| High |
114-25 |
114-17 |
-0-08 |
-0.2% |
114-25 |
| Low |
114-06 |
113-26 |
-0-12 |
-0.3% |
113-13 |
| Close |
114-13 |
114-13 |
0-00 |
0.0% |
114-22 |
| Range |
0-19 |
0-23 |
0-04 |
21.1% |
1-12 |
| ATR |
0-29 |
0-29 |
0-00 |
-1.6% |
0-00 |
| Volume |
0 |
294,673 |
294,673 |
|
2,233,363 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-13 |
116-04 |
114-26 |
|
| R3 |
115-22 |
115-13 |
114-19 |
|
| R2 |
114-31 |
114-31 |
114-17 |
|
| R1 |
114-22 |
114-22 |
114-15 |
114-26 |
| PP |
114-08 |
114-08 |
114-08 |
114-10 |
| S1 |
113-31 |
113-31 |
114-11 |
114-04 |
| S2 |
113-17 |
113-17 |
114-09 |
|
| S3 |
112-26 |
113-08 |
114-07 |
|
| S4 |
112-03 |
112-17 |
114-00 |
|
|
| 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 |
113-19 |
1-06 |
1.0% |
0-26 |
0.7% |
68% |
False |
False |
251,509 |
| 10 |
114-25 |
112-07 |
2-18 |
2.2% |
1-00 |
0.9% |
85% |
False |
False |
336,975 |
| 20 |
114-25 |
111-13 |
3-12 |
3.0% |
0-29 |
0.8% |
89% |
False |
False |
336,955 |
| 40 |
114-25 |
109-29 |
4-28 |
4.3% |
0-30 |
0.8% |
92% |
False |
False |
314,552 |
| 60 |
114-25 |
109-16 |
5-09 |
4.6% |
0-29 |
0.8% |
93% |
False |
False |
287,720 |
| 80 |
114-25 |
108-04 |
6-21 |
5.8% |
0-29 |
0.8% |
94% |
False |
False |
216,193 |
| 100 |
114-25 |
105-30 |
8-27 |
7.7% |
0-27 |
0.7% |
96% |
False |
False |
173,037 |
| 120 |
114-25 |
104-18 |
10-07 |
8.9% |
0-26 |
0.7% |
96% |
False |
False |
144,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-19 |
|
2.618 |
116-13 |
|
1.618 |
115-22 |
|
1.000 |
115-08 |
|
0.618 |
114-31 |
|
HIGH |
114-17 |
|
0.618 |
114-08 |
|
0.500 |
114-06 |
|
0.382 |
114-03 |
|
LOW |
113-26 |
|
0.618 |
113-12 |
|
1.000 |
113-03 |
|
1.618 |
112-21 |
|
2.618 |
111-30 |
|
4.250 |
110-24 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-10 |
114-11 |
| PP |
114-08 |
114-10 |
| S1 |
114-06 |
114-08 |
|