ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
115-18 |
-0-18 |
-0.5% |
117-13 |
| High |
116-10 |
115-20 |
-0-22 |
-0.6% |
118-20 |
| Low |
114-16 |
114-05 |
-0-11 |
-0.3% |
115-01 |
| Close |
115-21 |
114-16 |
-1-05 |
-1.0% |
115-06 |
| Range |
1-26 |
1-15 |
-0-11 |
-19.0% |
3-19 |
| ATR |
1-10 |
1-11 |
0-00 |
0.9% |
0-00 |
| Volume |
10,052 |
4,054 |
-5,998 |
-59.7% |
370,972 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-05 |
118-10 |
115-10 |
|
| R3 |
117-22 |
116-27 |
114-29 |
|
| R2 |
116-07 |
116-07 |
114-25 |
|
| R1 |
115-12 |
115-12 |
114-20 |
115-02 |
| PP |
114-24 |
114-24 |
114-24 |
114-20 |
| S1 |
113-29 |
113-29 |
114-12 |
113-19 |
| S2 |
113-09 |
113-09 |
114-07 |
|
| S3 |
111-26 |
112-14 |
114-03 |
|
| S4 |
110-11 |
110-31 |
113-22 |
|
|
| 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 |
116-23 |
114-05 |
2-18 |
2.2% |
1-21 |
1.4% |
13% |
False |
True |
12,206 |
| 10 |
118-20 |
114-05 |
4-15 |
3.9% |
1-12 |
1.2% |
8% |
False |
True |
108,560 |
| 20 |
119-12 |
114-05 |
5-07 |
4.6% |
1-12 |
1.2% |
7% |
False |
True |
264,075 |
| 40 |
119-12 |
111-13 |
7-31 |
7.0% |
1-04 |
1.0% |
39% |
False |
False |
300,515 |
| 60 |
119-12 |
109-29 |
9-15 |
8.3% |
1-02 |
0.9% |
49% |
False |
False |
297,726 |
| 80 |
119-12 |
109-16 |
9-28 |
8.6% |
1-01 |
0.9% |
51% |
False |
False |
281,809 |
| 100 |
119-12 |
108-04 |
11-08 |
9.8% |
1-00 |
0.9% |
57% |
False |
False |
225,769 |
| 120 |
119-12 |
105-30 |
13-14 |
11.7% |
0-30 |
0.8% |
64% |
False |
False |
188,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
119-15 |
|
1.618 |
118-00 |
|
1.000 |
117-03 |
|
0.618 |
116-17 |
|
HIGH |
115-20 |
|
0.618 |
115-02 |
|
0.500 |
114-28 |
|
0.382 |
114-23 |
|
LOW |
114-05 |
|
0.618 |
113-08 |
|
1.000 |
112-22 |
|
1.618 |
111-25 |
|
2.618 |
110-10 |
|
4.250 |
107-29 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-28 |
115-14 |
| PP |
114-24 |
115-04 |
| S1 |
114-20 |
114-26 |
|