ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-10 |
114-23 |
-0-19 |
-0.5% |
117-13 |
| High |
115-26 |
116-23 |
0-29 |
0.8% |
118-20 |
| Low |
114-15 |
114-23 |
0-08 |
0.2% |
115-01 |
| Close |
114-26 |
116-14 |
1-20 |
1.4% |
115-06 |
| Range |
1-11 |
2-00 |
0-21 |
48.8% |
3-19 |
| ATR |
1-07 |
1-09 |
0-02 |
4.5% |
0-00 |
| Volume |
17,456 |
7,335 |
-10,121 |
-58.0% |
370,972 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-31 |
121-06 |
117-17 |
|
| R3 |
119-31 |
119-06 |
117-00 |
|
| R2 |
117-31 |
117-31 |
116-26 |
|
| R1 |
117-06 |
117-06 |
116-20 |
117-18 |
| PP |
115-31 |
115-31 |
115-31 |
116-05 |
| S1 |
115-06 |
115-06 |
116-08 |
115-18 |
| S2 |
113-31 |
113-31 |
116-02 |
|
| S3 |
111-31 |
113-06 |
115-28 |
|
| S4 |
109-31 |
111-06 |
115-11 |
|
|
| 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 |
118-00 |
114-15 |
3-17 |
3.0% |
1-11 |
1.2% |
56% |
False |
False |
22,156 |
| 10 |
118-20 |
114-15 |
4-05 |
3.6% |
1-11 |
1.2% |
47% |
False |
False |
243,252 |
| 20 |
119-12 |
113-26 |
5-18 |
4.8% |
1-08 |
1.1% |
47% |
False |
False |
278,103 |
| 40 |
119-12 |
110-08 |
9-04 |
7.8% |
1-03 |
0.9% |
68% |
False |
False |
312,541 |
| 60 |
119-12 |
109-29 |
9-15 |
8.1% |
1-02 |
0.9% |
69% |
False |
False |
306,652 |
| 80 |
119-12 |
109-12 |
10-00 |
8.6% |
1-00 |
0.9% |
71% |
False |
False |
281,688 |
| 100 |
119-12 |
108-03 |
11-09 |
9.7% |
0-31 |
0.8% |
74% |
False |
False |
225,642 |
| 120 |
119-12 |
105-30 |
13-14 |
11.5% |
0-29 |
0.8% |
78% |
False |
False |
188,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-07 |
|
2.618 |
121-31 |
|
1.618 |
119-31 |
|
1.000 |
118-23 |
|
0.618 |
117-31 |
|
HIGH |
116-23 |
|
0.618 |
115-31 |
|
0.500 |
115-23 |
|
0.382 |
115-15 |
|
LOW |
114-23 |
|
0.618 |
113-15 |
|
1.000 |
112-23 |
|
1.618 |
111-15 |
|
2.618 |
109-15 |
|
4.250 |
106-07 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-06 |
116-05 |
| PP |
115-31 |
115-28 |
| S1 |
115-23 |
115-19 |
|