ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-05 |
115-31 |
-0-06 |
-0.2% |
113-29 |
| High |
116-14 |
116-30 |
0-16 |
0.4% |
115-24 |
| Low |
115-26 |
115-30 |
0-04 |
0.1% |
113-23 |
| Close |
116-08 |
116-16 |
0-08 |
0.2% |
115-18 |
| Range |
0-20 |
1-00 |
0-12 |
60.0% |
2-01 |
| ATR |
0-29 |
0-30 |
0-00 |
0.6% |
0-00 |
| Volume |
394,512 |
364,930 |
-29,582 |
-7.5% |
1,083,866 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
118-31 |
117-02 |
|
| R3 |
118-15 |
117-31 |
116-25 |
|
| R2 |
117-15 |
117-15 |
116-22 |
|
| R1 |
116-31 |
116-31 |
116-19 |
117-07 |
| PP |
116-15 |
116-15 |
116-15 |
116-18 |
| S1 |
115-31 |
115-31 |
116-13 |
116-07 |
| S2 |
115-15 |
115-15 |
116-10 |
|
| S3 |
114-15 |
114-31 |
116-07 |
|
| S4 |
113-15 |
113-31 |
115-30 |
|
|
| 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 |
116-30 |
114-08 |
2-22 |
2.3% |
0-31 |
0.8% |
84% |
True |
False |
385,820 |
| 10 |
116-30 |
113-19 |
3-11 |
2.9% |
0-29 |
0.8% |
87% |
True |
False |
318,664 |
| 20 |
116-30 |
112-07 |
4-23 |
4.1% |
0-30 |
0.8% |
91% |
True |
False |
338,818 |
| 40 |
116-30 |
110-02 |
6-28 |
5.9% |
0-30 |
0.8% |
94% |
True |
False |
319,587 |
| 60 |
116-30 |
109-29 |
7-01 |
6.0% |
0-30 |
0.8% |
94% |
True |
False |
316,255 |
| 80 |
116-30 |
108-21 |
8-09 |
7.1% |
0-29 |
0.8% |
95% |
True |
False |
240,239 |
| 100 |
116-30 |
105-30 |
11-00 |
9.4% |
0-28 |
0.7% |
96% |
True |
False |
192,308 |
| 120 |
116-30 |
104-18 |
12-12 |
10.6% |
0-27 |
0.7% |
96% |
True |
False |
160,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-06 |
|
2.618 |
119-18 |
|
1.618 |
118-18 |
|
1.000 |
117-30 |
|
0.618 |
117-18 |
|
HIGH |
116-30 |
|
0.618 |
116-18 |
|
0.500 |
116-14 |
|
0.382 |
116-10 |
|
LOW |
115-30 |
|
0.618 |
115-10 |
|
1.000 |
114-30 |
|
1.618 |
114-10 |
|
2.618 |
113-10 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-15 |
116-11 |
| PP |
116-15 |
116-07 |
| S1 |
116-14 |
116-02 |
|