ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-19 |
115-10 |
-1-09 |
-1.1% |
117-13 |
| High |
116-21 |
115-26 |
-0-27 |
-0.7% |
118-20 |
| Low |
115-01 |
114-15 |
-0-18 |
-0.5% |
115-01 |
| Close |
115-06 |
114-26 |
-0-12 |
-0.3% |
115-06 |
| Range |
1-20 |
1-11 |
-0-09 |
-17.3% |
3-19 |
| ATR |
1-07 |
1-07 |
0-00 |
0.8% |
0-00 |
| Volume |
22,134 |
17,456 |
-4,678 |
-21.1% |
370,972 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-02 |
118-09 |
115-18 |
|
| R3 |
117-23 |
116-30 |
115-06 |
|
| R2 |
116-12 |
116-12 |
115-02 |
|
| R1 |
115-19 |
115-19 |
114-30 |
115-10 |
| PP |
115-01 |
115-01 |
115-01 |
114-28 |
| S1 |
114-08 |
114-08 |
114-22 |
113-31 |
| S2 |
113-22 |
113-22 |
114-18 |
|
| S3 |
112-11 |
112-29 |
114-14 |
|
| S4 |
111-00 |
111-18 |
114-02 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-02 |
124-23 |
117-05 |
|
| R3 |
123-15 |
121-04 |
116-06 |
|
| R2 |
119-28 |
119-28 |
115-27 |
|
| R1 |
117-17 |
117-17 |
115-17 |
116-29 |
| PP |
116-09 |
116-09 |
116-09 |
115-31 |
| S1 |
113-30 |
113-30 |
114-27 |
113-10 |
| S2 |
112-22 |
112-22 |
114-17 |
|
| S3 |
109-03 |
110-11 |
114-06 |
|
| S4 |
105-16 |
106-24 |
113-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-20 |
114-15 |
4-05 |
3.6% |
1-05 |
1.0% |
8% |
False |
True |
34,699 |
| 10 |
118-28 |
114-15 |
4-13 |
3.8% |
1-11 |
1.2% |
8% |
False |
True |
298,047 |
| 20 |
119-12 |
113-23 |
5-21 |
4.9% |
1-07 |
1.1% |
19% |
False |
False |
277,737 |
| 40 |
119-12 |
110-02 |
9-10 |
8.1% |
1-02 |
0.9% |
51% |
False |
False |
321,002 |
| 60 |
119-12 |
109-29 |
9-15 |
8.2% |
1-01 |
0.9% |
52% |
False |
False |
312,461 |
| 80 |
119-12 |
108-30 |
10-14 |
9.1% |
1-00 |
0.9% |
56% |
False |
False |
281,619 |
| 100 |
119-12 |
107-11 |
12-01 |
10.5% |
0-31 |
0.8% |
62% |
False |
False |
225,570 |
| 120 |
119-12 |
105-17 |
13-27 |
12.1% |
0-29 |
0.8% |
67% |
False |
False |
188,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-17 |
|
2.618 |
119-11 |
|
1.618 |
118-00 |
|
1.000 |
117-05 |
|
0.618 |
116-21 |
|
HIGH |
115-26 |
|
0.618 |
115-10 |
|
0.500 |
115-04 |
|
0.382 |
114-31 |
|
LOW |
114-15 |
|
0.618 |
113-20 |
|
1.000 |
113-04 |
|
1.618 |
112-09 |
|
2.618 |
110-30 |
|
4.250 |
108-24 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-04 |
115-26 |
| PP |
115-01 |
115-15 |
| S1 |
114-30 |
115-04 |
|