ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
117-17 |
-1-06 |
-1.0% |
115-08 |
| High |
118-28 |
117-24 |
-1-04 |
-0.9% |
116-31 |
| Low |
116-29 |
116-22 |
-0-07 |
-0.2% |
115-06 |
| Close |
117-20 |
116-30 |
-0-22 |
-0.6% |
116-28 |
| Range |
1-31 |
1-02 |
-0-29 |
-46.0% |
1-25 |
| ATR |
1-04 |
1-03 |
0-00 |
-0.3% |
0-00 |
| Volume |
555,283 |
745,500 |
190,217 |
34.3% |
1,393,563 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-22 |
117-17 |
|
| R3 |
119-08 |
118-20 |
117-07 |
|
| R2 |
118-06 |
118-06 |
117-04 |
|
| R1 |
117-18 |
117-18 |
117-01 |
117-11 |
| PP |
117-04 |
117-04 |
117-04 |
117-00 |
| S1 |
116-16 |
116-16 |
116-27 |
116-09 |
| S2 |
116-02 |
116-02 |
116-24 |
|
| S3 |
115-00 |
115-14 |
116-21 |
|
| S4 |
113-30 |
114-12 |
116-11 |
|
|
| 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 |
115-30 |
3-14 |
2.9% |
1-16 |
1.3% |
29% |
False |
False |
403,241 |
| 10 |
119-12 |
113-26 |
5-18 |
4.8% |
1-07 |
1.0% |
56% |
False |
False |
387,505 |
| 20 |
119-12 |
112-07 |
7-05 |
6.1% |
1-04 |
1.0% |
66% |
False |
False |
358,857 |
| 40 |
119-12 |
110-02 |
9-10 |
8.0% |
1-00 |
0.9% |
74% |
False |
False |
330,008 |
| 60 |
119-12 |
109-29 |
9-15 |
8.1% |
1-00 |
0.9% |
74% |
False |
False |
326,775 |
| 80 |
119-12 |
108-21 |
10-23 |
9.2% |
0-30 |
0.8% |
77% |
False |
False |
260,824 |
| 100 |
119-12 |
106-11 |
13-01 |
11.1% |
0-30 |
0.8% |
81% |
False |
False |
208,792 |
| 120 |
119-12 |
104-18 |
14-26 |
12.7% |
0-28 |
0.7% |
84% |
False |
False |
174,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
120-17 |
|
1.618 |
119-15 |
|
1.000 |
118-26 |
|
0.618 |
118-13 |
|
HIGH |
117-24 |
|
0.618 |
117-11 |
|
0.500 |
117-07 |
|
0.382 |
117-03 |
|
LOW |
116-22 |
|
0.618 |
116-01 |
|
1.000 |
115-20 |
|
1.618 |
114-31 |
|
2.618 |
113-29 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-07 |
117-30 |
| PP |
117-04 |
117-20 |
| S1 |
117-01 |
117-09 |
|