ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115-31 |
116-17 |
0-18 |
0.5% |
115-08 |
| High |
116-30 |
116-31 |
0-01 |
0.0% |
116-31 |
| Low |
115-30 |
116-11 |
0-13 |
0.4% |
115-06 |
| Close |
116-16 |
116-28 |
0-12 |
0.3% |
116-28 |
| Range |
1-00 |
0-20 |
-0-12 |
-37.5% |
1-25 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.3% |
0-00 |
| Volume |
364,930 |
253,656 |
-111,274 |
-30.5% |
1,393,563 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-19 |
118-12 |
117-07 |
|
| R3 |
117-31 |
117-24 |
117-02 |
|
| R2 |
117-11 |
117-11 |
117-00 |
|
| R1 |
117-04 |
117-04 |
116-30 |
117-08 |
| PP |
116-23 |
116-23 |
116-23 |
116-25 |
| S1 |
116-16 |
116-16 |
116-26 |
116-20 |
| S2 |
116-03 |
116-03 |
116-24 |
|
| S3 |
115-15 |
115-28 |
116-22 |
|
| S4 |
114-27 |
115-08 |
116-17 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-22 |
121-02 |
117-27 |
|
| R3 |
119-29 |
119-09 |
117-12 |
|
| R2 |
118-04 |
118-04 |
117-06 |
|
| R1 |
117-16 |
117-16 |
117-01 |
117-26 |
| PP |
116-11 |
116-11 |
116-11 |
116-16 |
| S1 |
115-23 |
115-23 |
116-23 |
116-01 |
| S2 |
114-18 |
114-18 |
116-18 |
|
| S3 |
112-25 |
113-30 |
116-12 |
|
| S4 |
111-00 |
112-05 |
115-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-31 |
115-04 |
1-27 |
1.6% |
0-27 |
0.7% |
95% |
True |
False |
363,075 |
| 10 |
116-31 |
113-23 |
3-08 |
2.8% |
0-29 |
0.8% |
97% |
True |
False |
296,966 |
| 20 |
116-31 |
112-07 |
4-24 |
4.1% |
0-30 |
0.8% |
98% |
True |
False |
329,823 |
| 40 |
116-31 |
110-02 |
6-29 |
5.9% |
0-29 |
0.8% |
99% |
True |
False |
318,097 |
| 60 |
116-31 |
109-29 |
7-02 |
6.0% |
0-30 |
0.8% |
99% |
True |
False |
317,041 |
| 80 |
116-31 |
108-21 |
8-10 |
7.1% |
0-29 |
0.8% |
99% |
True |
False |
243,397 |
| 100 |
116-31 |
105-30 |
11-01 |
9.4% |
0-28 |
0.8% |
99% |
True |
False |
194,830 |
| 120 |
116-31 |
104-18 |
12-13 |
10.6% |
0-27 |
0.7% |
99% |
True |
False |
162,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-20 |
|
2.618 |
118-19 |
|
1.618 |
117-31 |
|
1.000 |
117-19 |
|
0.618 |
117-11 |
|
HIGH |
116-31 |
|
0.618 |
116-23 |
|
0.500 |
116-21 |
|
0.382 |
116-19 |
|
LOW |
116-11 |
|
0.618 |
115-31 |
|
1.000 |
115-23 |
|
1.618 |
115-11 |
|
2.618 |
114-23 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-26 |
116-23 |
| PP |
116-23 |
116-18 |
| S1 |
116-21 |
116-12 |
|