ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-10 |
114-17 |
0-07 |
0.2% |
114-10 |
| High |
114-17 |
115-18 |
1-01 |
0.9% |
114-25 |
| Low |
113-26 |
114-08 |
0-14 |
0.4% |
113-13 |
| Close |
114-13 |
115-13 |
1-00 |
0.9% |
114-22 |
| Range |
0-23 |
1-10 |
0-19 |
82.6% |
1-12 |
| ATR |
0-29 |
0-30 |
0-01 |
3.2% |
0-00 |
| Volume |
294,673 |
367,378 |
72,705 |
24.7% |
2,233,363 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-00 |
118-17 |
116-04 |
|
| R3 |
117-22 |
117-07 |
115-25 |
|
| R2 |
116-12 |
116-12 |
115-21 |
|
| R1 |
115-29 |
115-29 |
115-17 |
116-04 |
| PP |
115-02 |
115-02 |
115-02 |
115-06 |
| S1 |
114-19 |
114-19 |
115-09 |
114-26 |
| S2 |
113-24 |
113-24 |
115-05 |
|
| S3 |
112-14 |
113-09 |
115-01 |
|
| S4 |
111-04 |
111-31 |
114-22 |
|
|
| 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 |
115-18 |
113-23 |
1-27 |
1.6% |
0-30 |
0.8% |
92% |
True |
False |
230,857 |
| 10 |
115-18 |
113-10 |
2-08 |
1.9% |
0-30 |
0.8% |
93% |
True |
False |
337,703 |
| 20 |
115-18 |
112-06 |
3-12 |
2.9% |
0-30 |
0.8% |
95% |
True |
False |
330,029 |
| 40 |
115-18 |
109-29 |
5-21 |
4.9% |
0-29 |
0.8% |
97% |
True |
False |
313,809 |
| 60 |
115-18 |
109-16 |
6-02 |
5.3% |
0-30 |
0.8% |
97% |
True |
False |
293,770 |
| 80 |
115-18 |
108-14 |
7-04 |
6.2% |
0-29 |
0.8% |
98% |
True |
False |
220,776 |
| 100 |
115-18 |
105-30 |
9-20 |
8.3% |
0-27 |
0.7% |
98% |
True |
False |
176,707 |
| 120 |
115-18 |
104-18 |
11-00 |
9.5% |
0-26 |
0.7% |
99% |
True |
False |
147,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
119-00 |
|
1.618 |
117-22 |
|
1.000 |
116-28 |
|
0.618 |
116-12 |
|
HIGH |
115-18 |
|
0.618 |
115-02 |
|
0.500 |
114-29 |
|
0.382 |
114-24 |
|
LOW |
114-08 |
|
0.618 |
113-14 |
|
1.000 |
112-30 |
|
1.618 |
112-04 |
|
2.618 |
110-26 |
|
4.250 |
108-22 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
115-05 |
| PP |
115-02 |
114-30 |
| S1 |
114-29 |
114-22 |
|