ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
117-17 |
116-23 |
-0-26 |
-0.7% |
115-08 |
| High |
117-24 |
118-11 |
0-19 |
0.5% |
116-31 |
| Low |
116-22 |
116-13 |
-0-09 |
-0.2% |
115-06 |
| Close |
116-30 |
117-25 |
0-27 |
0.7% |
116-28 |
| Range |
1-02 |
1-30 |
0-28 |
82.4% |
1-25 |
| ATR |
1-03 |
1-05 |
0-02 |
5.4% |
0-00 |
| Volume |
745,500 |
615,524 |
-129,976 |
-17.4% |
1,393,563 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-10 |
122-16 |
118-27 |
|
| R3 |
121-12 |
120-18 |
118-10 |
|
| R2 |
119-14 |
119-14 |
118-04 |
|
| R1 |
118-20 |
118-20 |
117-31 |
119-01 |
| PP |
117-16 |
117-16 |
117-16 |
117-23 |
| S1 |
116-22 |
116-22 |
117-19 |
117-03 |
| S2 |
115-18 |
115-18 |
117-14 |
|
| S3 |
113-20 |
114-24 |
117-08 |
|
| S4 |
111-22 |
112-26 |
116-23 |
|
|
| 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 |
116-11 |
3-01 |
2.6% |
1-22 |
1.4% |
47% |
False |
False |
453,360 |
| 10 |
119-12 |
114-08 |
5-04 |
4.4% |
1-11 |
1.1% |
69% |
False |
False |
419,590 |
| 20 |
119-12 |
112-07 |
7-05 |
6.1% |
1-05 |
1.0% |
78% |
False |
False |
378,282 |
| 40 |
119-12 |
110-02 |
9-10 |
7.9% |
1-01 |
0.9% |
83% |
False |
False |
337,479 |
| 60 |
119-12 |
109-29 |
9-15 |
8.0% |
1-00 |
0.9% |
83% |
False |
False |
332,334 |
| 80 |
119-12 |
108-21 |
10-23 |
9.1% |
0-31 |
0.8% |
85% |
False |
False |
268,498 |
| 100 |
119-12 |
106-11 |
13-01 |
11.1% |
0-30 |
0.8% |
88% |
False |
False |
214,946 |
| 120 |
119-12 |
104-18 |
14-26 |
12.6% |
0-28 |
0.7% |
89% |
False |
False |
179,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-18 |
|
2.618 |
123-13 |
|
1.618 |
121-15 |
|
1.000 |
120-09 |
|
0.618 |
119-17 |
|
HIGH |
118-11 |
|
0.618 |
117-19 |
|
0.500 |
117-12 |
|
0.382 |
117-05 |
|
LOW |
116-13 |
|
0.618 |
115-07 |
|
1.000 |
114-15 |
|
1.618 |
113-09 |
|
2.618 |
111-11 |
|
4.250 |
108-06 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-21 |
117-24 |
| PP |
117-16 |
117-22 |
| S1 |
117-12 |
117-20 |
|