ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-29 |
117-13 |
-0-16 |
-0.4% |
116-25 |
| High |
118-05 |
118-13 |
0-08 |
0.2% |
119-12 |
| Low |
116-19 |
117-07 |
0-20 |
0.5% |
116-13 |
| Close |
117-06 |
118-00 |
0-26 |
0.7% |
117-06 |
| Range |
1-18 |
1-06 |
-0-12 |
-24.0% |
2-31 |
| ATR |
1-06 |
1-06 |
0-00 |
0.1% |
0-00 |
| Volume |
675,740 |
214,929 |
-460,811 |
-68.2% |
2,688,886 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
120-29 |
118-21 |
|
| R3 |
120-08 |
119-23 |
118-10 |
|
| R2 |
119-02 |
119-02 |
118-07 |
|
| R1 |
118-17 |
118-17 |
118-03 |
118-26 |
| PP |
117-28 |
117-28 |
117-28 |
118-00 |
| S1 |
117-11 |
117-11 |
117-29 |
117-20 |
| S2 |
116-22 |
116-22 |
117-25 |
|
| S3 |
115-16 |
116-05 |
117-22 |
|
| S4 |
114-10 |
114-31 |
117-11 |
|
|
| 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 |
118-28 |
116-13 |
2-15 |
2.1% |
1-17 |
1.3% |
65% |
False |
False |
561,395 |
| 10 |
119-12 |
115-06 |
4-06 |
3.5% |
1-13 |
1.2% |
67% |
False |
False |
429,737 |
| 20 |
119-12 |
113-13 |
5-31 |
5.1% |
1-04 |
1.0% |
77% |
False |
False |
380,730 |
| 40 |
119-12 |
110-02 |
9-10 |
7.9% |
1-01 |
0.9% |
85% |
False |
False |
347,918 |
| 60 |
119-12 |
109-29 |
9-15 |
8.0% |
1-01 |
0.9% |
85% |
False |
False |
336,379 |
| 80 |
119-12 |
108-23 |
10-21 |
9.0% |
0-31 |
0.8% |
87% |
False |
False |
279,588 |
| 100 |
119-12 |
106-18 |
12-26 |
10.9% |
0-30 |
0.8% |
89% |
False |
False |
223,842 |
| 120 |
119-12 |
105-17 |
13-27 |
11.7% |
0-28 |
0.7% |
90% |
False |
False |
186,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-16 |
|
1.618 |
120-10 |
|
1.000 |
119-19 |
|
0.618 |
119-04 |
|
HIGH |
118-13 |
|
0.618 |
117-30 |
|
0.500 |
117-26 |
|
0.382 |
117-22 |
|
LOW |
117-07 |
|
0.618 |
116-16 |
|
1.000 |
116-01 |
|
1.618 |
115-10 |
|
2.618 |
114-04 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-30 |
117-26 |
| PP |
117-28 |
117-19 |
| S1 |
117-26 |
117-13 |
|