ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115-17 |
115-08 |
-0-09 |
-0.2% |
113-29 |
| High |
115-24 |
116-17 |
0-25 |
0.7% |
115-24 |
| Low |
115-04 |
115-06 |
0-02 |
0.1% |
113-23 |
| Close |
115-18 |
116-07 |
0-21 |
0.6% |
115-18 |
| Range |
0-20 |
1-11 |
0-23 |
115.0% |
2-01 |
| ATR |
0-29 |
0-30 |
0-01 |
3.4% |
0-00 |
| Volume |
421,815 |
380,465 |
-41,350 |
-9.8% |
1,083,866 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-00 |
119-15 |
116-31 |
|
| R3 |
118-21 |
118-04 |
116-19 |
|
| R2 |
117-10 |
117-10 |
116-15 |
|
| R1 |
116-25 |
116-25 |
116-11 |
117-02 |
| PP |
115-31 |
115-31 |
115-31 |
116-04 |
| S1 |
115-14 |
115-14 |
116-03 |
115-22 |
| S2 |
114-20 |
114-20 |
115-31 |
|
| S3 |
113-09 |
114-03 |
115-27 |
|
| S4 |
111-30 |
112-24 |
115-15 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-12 |
116-22 |
|
| R3 |
119-02 |
118-11 |
116-04 |
|
| R2 |
117-01 |
117-01 |
115-30 |
|
| R1 |
116-10 |
116-10 |
115-24 |
116-22 |
| PP |
115-00 |
115-00 |
115-00 |
115-06 |
| S1 |
114-09 |
114-09 |
115-12 |
114-20 |
| S2 |
112-31 |
112-31 |
115-06 |
|
| S3 |
110-30 |
112-08 |
115-00 |
|
| S4 |
108-29 |
110-07 |
114-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-17 |
113-26 |
2-23 |
2.3% |
0-29 |
0.8% |
89% |
True |
False |
292,866 |
| 10 |
116-17 |
113-13 |
3-04 |
2.7% |
0-29 |
0.8% |
90% |
True |
False |
312,012 |
| 20 |
116-17 |
112-07 |
4-10 |
3.7% |
0-29 |
0.8% |
93% |
True |
False |
336,138 |
| 40 |
116-17 |
110-02 |
6-15 |
5.6% |
0-30 |
0.8% |
95% |
True |
False |
313,090 |
| 60 |
116-17 |
109-29 |
6-20 |
5.7% |
0-30 |
0.8% |
95% |
True |
False |
306,531 |
| 80 |
116-17 |
108-21 |
7-28 |
6.8% |
0-29 |
0.8% |
96% |
True |
False |
230,768 |
| 100 |
116-17 |
105-30 |
10-19 |
9.1% |
0-28 |
0.7% |
97% |
True |
False |
184,719 |
| 120 |
116-17 |
104-18 |
11-31 |
10.3% |
0-27 |
0.7% |
97% |
True |
False |
153,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
120-02 |
|
1.618 |
118-23 |
|
1.000 |
117-28 |
|
0.618 |
117-12 |
|
HIGH |
116-17 |
|
0.618 |
116-01 |
|
0.500 |
115-28 |
|
0.382 |
115-22 |
|
LOW |
115-06 |
|
0.618 |
114-11 |
|
1.000 |
113-27 |
|
1.618 |
113-00 |
|
2.618 |
111-21 |
|
4.250 |
109-15 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-03 |
115-30 |
| PP |
115-31 |
115-21 |
| S1 |
115-28 |
115-12 |
|