ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-23 |
116-04 |
1-13 |
1.2% |
117-13 |
| High |
116-23 |
116-10 |
-0-13 |
-0.3% |
118-20 |
| Low |
114-23 |
114-16 |
-0-07 |
-0.2% |
115-01 |
| Close |
116-14 |
115-21 |
-0-25 |
-0.7% |
115-06 |
| Range |
2-00 |
1-26 |
-0-06 |
-9.4% |
3-19 |
| ATR |
1-09 |
1-10 |
0-02 |
3.7% |
0-00 |
| Volume |
7,335 |
10,052 |
2,717 |
37.0% |
370,972 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-03 |
116-21 |
|
| R3 |
119-04 |
118-09 |
116-05 |
|
| R2 |
117-10 |
117-10 |
116-00 |
|
| R1 |
116-15 |
116-15 |
115-26 |
116-00 |
| PP |
115-16 |
115-16 |
115-16 |
115-08 |
| S1 |
114-21 |
114-21 |
115-16 |
114-06 |
| S2 |
113-22 |
113-22 |
115-10 |
|
| S3 |
111-28 |
112-27 |
115-05 |
|
| S4 |
110-02 |
111-01 |
114-21 |
|
|
| 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 |
117-04 |
114-15 |
2-21 |
2.3% |
1-16 |
1.3% |
45% |
False |
False |
16,482 |
| 10 |
118-20 |
114-15 |
4-05 |
3.6% |
1-14 |
1.2% |
29% |
False |
False |
169,707 |
| 20 |
119-12 |
113-26 |
5-18 |
4.8% |
1-10 |
1.1% |
33% |
False |
False |
278,606 |
| 40 |
119-12 |
110-13 |
8-31 |
7.8% |
1-04 |
1.0% |
59% |
False |
False |
307,681 |
| 60 |
119-12 |
109-29 |
9-15 |
8.2% |
1-02 |
0.9% |
61% |
False |
False |
303,517 |
| 80 |
119-12 |
109-16 |
9-28 |
8.5% |
1-00 |
0.9% |
62% |
False |
False |
281,796 |
| 100 |
119-12 |
108-04 |
11-08 |
9.7% |
0-31 |
0.8% |
67% |
False |
False |
225,736 |
| 120 |
119-12 |
105-30 |
13-14 |
11.6% |
0-30 |
0.8% |
72% |
False |
False |
188,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
121-02 |
|
1.618 |
119-08 |
|
1.000 |
118-04 |
|
0.618 |
117-14 |
|
HIGH |
116-10 |
|
0.618 |
115-20 |
|
0.500 |
115-13 |
|
0.382 |
115-06 |
|
LOW |
114-16 |
|
0.618 |
113-12 |
|
1.000 |
112-22 |
|
1.618 |
111-18 |
|
2.618 |
109-24 |
|
4.250 |
106-26 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
115-20 |
| PP |
115-16 |
115-20 |
| S1 |
115-13 |
115-19 |
|