ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-31 |
117-02 |
-0-29 |
-0.8% |
116-25 |
| High |
118-00 |
117-04 |
-0-28 |
-0.7% |
119-12 |
| Low |
116-31 |
116-11 |
-0-20 |
-0.5% |
116-13 |
| Close |
117-21 |
116-20 |
-1-01 |
-0.9% |
117-06 |
| Range |
1-01 |
0-25 |
-0-08 |
-24.2% |
2-31 |
| ATR |
1-06 |
1-06 |
0-00 |
0.8% |
0-00 |
| Volume |
38,425 |
25,433 |
-12,992 |
-33.8% |
2,688,886 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-20 |
117-02 |
|
| R3 |
118-08 |
117-27 |
116-27 |
|
| R2 |
117-15 |
117-15 |
116-25 |
|
| R1 |
117-02 |
117-02 |
116-22 |
116-28 |
| PP |
116-22 |
116-22 |
116-22 |
116-20 |
| S1 |
116-09 |
116-09 |
116-18 |
116-03 |
| S2 |
115-29 |
115-29 |
116-15 |
|
| S3 |
115-04 |
115-16 |
116-13 |
|
| S4 |
114-11 |
114-23 |
116-06 |
|
|
| 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 |
116-11 |
2-09 |
2.0% |
1-04 |
1.0% |
12% |
False |
True |
204,915 |
| 10 |
119-12 |
116-11 |
3-01 |
2.6% |
1-13 |
1.2% |
9% |
False |
True |
329,138 |
| 20 |
119-12 |
113-19 |
5-25 |
5.0% |
1-05 |
1.0% |
52% |
False |
False |
323,901 |
| 40 |
119-12 |
110-02 |
9-10 |
8.0% |
1-01 |
0.9% |
70% |
False |
False |
335,799 |
| 60 |
119-12 |
109-29 |
9-15 |
8.1% |
1-01 |
0.9% |
71% |
False |
False |
322,335 |
| 80 |
119-12 |
108-30 |
10-14 |
8.9% |
1-00 |
0.8% |
74% |
False |
False |
281,205 |
| 100 |
119-12 |
107-06 |
12-06 |
10.5% |
0-30 |
0.8% |
77% |
False |
False |
225,175 |
| 120 |
119-12 |
105-17 |
13-27 |
11.9% |
0-29 |
0.8% |
80% |
False |
False |
187,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-14 |
|
2.618 |
119-05 |
|
1.618 |
118-12 |
|
1.000 |
117-29 |
|
0.618 |
117-19 |
|
HIGH |
117-04 |
|
0.618 |
116-26 |
|
0.500 |
116-24 |
|
0.382 |
116-21 |
|
LOW |
116-11 |
|
0.618 |
115-28 |
|
1.000 |
115-18 |
|
1.618 |
115-03 |
|
2.618 |
114-10 |
|
4.250 |
113-01 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
117-16 |
| PP |
116-22 |
117-06 |
| S1 |
116-21 |
116-29 |
|