ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-23 |
117-29 |
1-06 |
1.0% |
116-25 |
| High |
118-11 |
118-05 |
-0-06 |
-0.2% |
119-12 |
| Low |
116-13 |
116-19 |
0-06 |
0.2% |
116-13 |
| Close |
117-25 |
117-06 |
-0-19 |
-0.5% |
117-06 |
| Range |
1-30 |
1-18 |
-0-12 |
-19.4% |
2-31 |
| ATR |
1-05 |
1-06 |
0-01 |
2.4% |
0-00 |
| Volume |
615,524 |
675,740 |
60,216 |
9.8% |
2,688,886 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-05 |
118-02 |
|
| R3 |
120-14 |
119-19 |
117-20 |
|
| R2 |
118-28 |
118-28 |
117-15 |
|
| R1 |
118-01 |
118-01 |
117-11 |
117-22 |
| PP |
117-10 |
117-10 |
117-10 |
117-04 |
| S1 |
116-15 |
116-15 |
117-01 |
116-04 |
| S2 |
115-24 |
115-24 |
116-29 |
|
| S3 |
114-06 |
114-29 |
116-24 |
|
| S4 |
112-20 |
113-11 |
116-10 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
124-27 |
118-26 |
|
| R3 |
123-19 |
121-28 |
118-00 |
|
| R2 |
120-20 |
120-20 |
117-23 |
|
| R1 |
118-29 |
118-29 |
117-15 |
119-24 |
| PP |
117-21 |
117-21 |
117-21 |
118-03 |
| S1 |
115-30 |
115-30 |
116-29 |
116-26 |
| S2 |
114-22 |
114-22 |
116-21 |
|
| S3 |
111-23 |
112-31 |
116-12 |
|
| S4 |
108-24 |
110-00 |
115-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-12 |
116-13 |
2-31 |
2.5% |
1-28 |
1.6% |
26% |
False |
False |
537,777 |
| 10 |
119-12 |
115-04 |
4-08 |
3.6% |
1-12 |
1.2% |
49% |
False |
False |
450,426 |
| 20 |
119-12 |
113-10 |
6-02 |
5.2% |
1-05 |
1.0% |
64% |
False |
False |
394,064 |
| 40 |
119-12 |
110-02 |
9-10 |
7.9% |
1-02 |
0.9% |
77% |
False |
False |
347,418 |
| 60 |
119-12 |
109-29 |
9-15 |
8.1% |
1-01 |
0.9% |
77% |
False |
False |
337,787 |
| 80 |
119-12 |
108-23 |
10-21 |
9.1% |
0-31 |
0.8% |
79% |
False |
False |
276,915 |
| 100 |
119-12 |
106-11 |
13-01 |
11.1% |
0-30 |
0.8% |
83% |
False |
False |
221,695 |
| 120 |
119-12 |
105-12 |
14-00 |
11.9% |
0-28 |
0.7% |
84% |
False |
False |
184,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-26 |
|
2.618 |
122-08 |
|
1.618 |
120-22 |
|
1.000 |
119-23 |
|
0.618 |
119-04 |
|
HIGH |
118-05 |
|
0.618 |
117-18 |
|
0.500 |
117-12 |
|
0.382 |
117-06 |
|
LOW |
116-19 |
|
0.618 |
115-20 |
|
1.000 |
115-01 |
|
1.618 |
114-02 |
|
2.618 |
112-16 |
|
4.250 |
109-30 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-12 |
117-12 |
| PP |
117-10 |
117-10 |
| S1 |
117-08 |
117-08 |
|