ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
118-06 |
117-31 |
-0-07 |
-0.2% |
116-25 |
| High |
118-20 |
118-00 |
-0-20 |
-0.5% |
119-12 |
| Low |
117-19 |
116-31 |
-0-20 |
-0.5% |
116-13 |
| Close |
118-00 |
117-21 |
-0-11 |
-0.3% |
117-06 |
| Range |
1-01 |
1-01 |
0-00 |
0.0% |
2-31 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.9% |
0-00 |
| Volume |
70,051 |
38,425 |
-31,626 |
-45.1% |
2,688,886 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-20 |
120-06 |
118-07 |
|
| R3 |
119-19 |
119-05 |
117-30 |
|
| R2 |
118-18 |
118-18 |
117-27 |
|
| R1 |
118-04 |
118-04 |
117-24 |
117-26 |
| PP |
117-17 |
117-17 |
117-17 |
117-13 |
| S1 |
117-03 |
117-03 |
117-18 |
116-26 |
| S2 |
116-16 |
116-16 |
117-15 |
|
| S3 |
115-15 |
116-02 |
117-12 |
|
| S4 |
114-14 |
115-01 |
117-03 |
|
|
| 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 |
118-20 |
116-13 |
2-07 |
1.9% |
1-11 |
1.1% |
56% |
False |
False |
322,933 |
| 10 |
119-12 |
115-30 |
3-14 |
2.9% |
1-14 |
1.2% |
50% |
False |
False |
363,087 |
| 20 |
119-12 |
113-13 |
5-31 |
5.1% |
1-05 |
1.0% |
71% |
False |
False |
341,423 |
| 40 |
119-12 |
110-02 |
9-10 |
7.9% |
1-01 |
0.9% |
82% |
False |
False |
341,083 |
| 60 |
119-12 |
109-29 |
9-15 |
8.0% |
1-01 |
0.9% |
82% |
False |
False |
326,080 |
| 80 |
119-12 |
108-30 |
10-14 |
8.9% |
1-00 |
0.8% |
84% |
False |
False |
280,903 |
| 100 |
119-12 |
106-30 |
12-14 |
10.6% |
0-30 |
0.8% |
86% |
False |
False |
224,923 |
| 120 |
119-12 |
105-17 |
13-27 |
11.8% |
0-29 |
0.8% |
88% |
False |
False |
187,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-12 |
|
2.618 |
120-22 |
|
1.618 |
119-21 |
|
1.000 |
119-01 |
|
0.618 |
118-20 |
|
HIGH |
118-00 |
|
0.618 |
117-19 |
|
0.500 |
117-16 |
|
0.382 |
117-12 |
|
LOW |
116-31 |
|
0.618 |
116-11 |
|
1.000 |
115-30 |
|
1.618 |
115-10 |
|
2.618 |
114-09 |
|
4.250 |
112-19 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-19 |
117-26 |
| PP |
117-17 |
117-24 |
| S1 |
117-16 |
117-22 |
|