ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115-08 |
116-05 |
0-29 |
0.8% |
113-29 |
| High |
116-17 |
116-14 |
-0-03 |
-0.1% |
115-24 |
| Low |
115-06 |
115-26 |
0-20 |
0.5% |
113-23 |
| Close |
116-07 |
116-08 |
0-01 |
0.0% |
115-18 |
| Range |
1-11 |
0-20 |
-0-23 |
-53.5% |
2-01 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.4% |
0-00 |
| Volume |
380,465 |
394,512 |
14,047 |
3.7% |
1,083,866 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-01 |
117-25 |
116-19 |
|
| R3 |
117-13 |
117-05 |
116-14 |
|
| R2 |
116-25 |
116-25 |
116-12 |
|
| R1 |
116-17 |
116-17 |
116-10 |
116-21 |
| PP |
116-05 |
116-05 |
116-05 |
116-08 |
| S1 |
115-29 |
115-29 |
116-06 |
116-01 |
| S2 |
115-17 |
115-17 |
116-04 |
|
| S3 |
114-29 |
115-09 |
116-02 |
|
| S4 |
114-09 |
114-21 |
115-29 |
|
|
| 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% |
0-30 |
0.8% |
90% |
False |
False |
371,768 |
| 10 |
116-17 |
113-13 |
3-04 |
2.7% |
0-28 |
0.8% |
91% |
False |
False |
319,759 |
| 20 |
116-17 |
112-07 |
4-10 |
3.7% |
0-30 |
0.8% |
93% |
False |
False |
336,887 |
| 40 |
116-17 |
110-02 |
6-15 |
5.6% |
0-30 |
0.8% |
96% |
False |
False |
317,502 |
| 60 |
116-17 |
109-29 |
6-20 |
5.7% |
0-30 |
0.8% |
96% |
False |
False |
312,637 |
| 80 |
116-17 |
108-21 |
7-28 |
6.8% |
0-29 |
0.8% |
96% |
False |
False |
235,684 |
| 100 |
116-17 |
105-30 |
10-19 |
9.1% |
0-28 |
0.7% |
97% |
False |
False |
188,661 |
| 120 |
116-17 |
104-18 |
11-31 |
10.3% |
0-27 |
0.7% |
98% |
False |
False |
157,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-03 |
|
2.618 |
118-02 |
|
1.618 |
117-14 |
|
1.000 |
117-02 |
|
0.618 |
116-26 |
|
HIGH |
116-14 |
|
0.618 |
116-06 |
|
0.500 |
116-04 |
|
0.382 |
116-02 |
|
LOW |
115-26 |
|
0.618 |
115-14 |
|
1.000 |
115-06 |
|
1.618 |
114-26 |
|
2.618 |
114-06 |
|
4.250 |
113-05 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-07 |
116-04 |
| PP |
116-05 |
115-31 |
| S1 |
116-04 |
115-26 |
|