ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-25 |
118-23 |
1-30 |
1.7% |
115-08 |
| High |
119-12 |
118-28 |
-0-16 |
-0.4% |
116-31 |
| Low |
116-17 |
116-29 |
0-12 |
0.3% |
115-06 |
| Close |
118-25 |
117-20 |
-1-05 |
-1.0% |
116-28 |
| Range |
2-27 |
1-31 |
-0-28 |
-30.8% |
1-25 |
| ATR |
1-01 |
1-04 |
0-02 |
6.3% |
0-00 |
| Volume |
96,839 |
555,283 |
458,444 |
473.4% |
1,393,563 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-23 |
122-20 |
118-23 |
|
| R3 |
121-24 |
120-21 |
118-05 |
|
| R2 |
119-25 |
119-25 |
118-00 |
|
| R1 |
118-22 |
118-22 |
117-26 |
118-08 |
| PP |
117-26 |
117-26 |
117-26 |
117-18 |
| S1 |
116-23 |
116-23 |
117-14 |
116-09 |
| S2 |
115-27 |
115-27 |
117-08 |
|
| S3 |
113-28 |
114-24 |
117-03 |
|
| S4 |
111-29 |
112-25 |
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 |
119-12 |
115-26 |
3-18 |
3.0% |
1-13 |
1.2% |
51% |
False |
False |
333,044 |
| 10 |
119-12 |
113-26 |
5-18 |
4.7% |
1-05 |
1.0% |
69% |
False |
False |
312,955 |
| 20 |
119-12 |
112-07 |
7-05 |
6.1% |
1-03 |
0.9% |
76% |
False |
False |
330,290 |
| 40 |
119-12 |
110-02 |
9-10 |
7.9% |
1-00 |
0.8% |
81% |
False |
False |
318,360 |
| 60 |
119-12 |
109-29 |
9-15 |
8.0% |
1-00 |
0.8% |
82% |
False |
False |
319,247 |
| 80 |
119-12 |
108-21 |
10-23 |
9.1% |
0-30 |
0.8% |
84% |
False |
False |
251,518 |
| 100 |
119-12 |
105-30 |
13-14 |
11.4% |
0-29 |
0.8% |
87% |
False |
False |
201,337 |
| 120 |
119-12 |
104-18 |
14-26 |
12.6% |
0-27 |
0.7% |
88% |
False |
False |
167,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-08 |
|
2.618 |
124-01 |
|
1.618 |
122-02 |
|
1.000 |
120-27 |
|
0.618 |
120-03 |
|
HIGH |
118-28 |
|
0.618 |
118-04 |
|
0.500 |
117-28 |
|
0.382 |
117-21 |
|
LOW |
116-29 |
|
0.618 |
115-22 |
|
1.000 |
114-30 |
|
1.618 |
113-23 |
|
2.618 |
111-24 |
|
4.250 |
108-17 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-28 |
| PP |
117-26 |
117-25 |
| S1 |
117-23 |
117-22 |
|