ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-18 |
114-05 |
-1-13 |
-1.2% |
115-10 |
| High |
115-20 |
114-14 |
-1-06 |
-1.0% |
116-23 |
| Low |
114-05 |
113-22 |
-0-15 |
-0.4% |
113-22 |
| Close |
114-16 |
113-26 |
-0-22 |
-0.6% |
113-26 |
| Range |
1-15 |
0-24 |
-0-23 |
-48.9% |
3-01 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.8% |
0-00 |
| Volume |
4,054 |
2,203 |
-1,851 |
-45.7% |
41,100 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-07 |
115-25 |
114-07 |
|
| R3 |
115-15 |
115-01 |
114-01 |
|
| R2 |
114-23 |
114-23 |
113-30 |
|
| R1 |
114-09 |
114-09 |
113-28 |
114-04 |
| PP |
113-31 |
113-31 |
113-31 |
113-29 |
| S1 |
113-17 |
113-17 |
113-24 |
113-12 |
| S2 |
113-07 |
113-07 |
113-22 |
|
| S3 |
112-15 |
112-25 |
113-19 |
|
| S4 |
111-23 |
112-01 |
113-13 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
121-27 |
115-15 |
|
| R3 |
120-26 |
118-26 |
114-21 |
|
| R2 |
117-25 |
117-25 |
114-12 |
|
| R1 |
115-25 |
115-25 |
114-03 |
115-08 |
| PP |
114-24 |
114-24 |
114-24 |
114-15 |
| S1 |
112-24 |
112-24 |
113-17 |
112-08 |
| S2 |
111-23 |
111-23 |
113-08 |
|
| S3 |
108-22 |
109-23 |
112-31 |
|
| S4 |
105-21 |
106-22 |
112-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-23 |
113-22 |
3-01 |
2.7% |
1-15 |
1.3% |
4% |
False |
True |
8,220 |
| 10 |
118-20 |
113-22 |
4-30 |
4.3% |
1-10 |
1.1% |
3% |
False |
True |
41,207 |
| 20 |
119-12 |
113-22 |
5-22 |
5.0% |
1-11 |
1.2% |
2% |
False |
True |
245,816 |
| 40 |
119-12 |
112-06 |
7-06 |
6.3% |
1-04 |
1.0% |
23% |
False |
False |
287,923 |
| 60 |
119-12 |
109-29 |
9-15 |
8.3% |
1-02 |
0.9% |
41% |
False |
False |
291,145 |
| 80 |
119-12 |
109-16 |
9-28 |
8.7% |
1-01 |
0.9% |
44% |
False |
False |
281,782 |
| 100 |
119-12 |
108-14 |
10-30 |
9.6% |
1-00 |
0.9% |
49% |
False |
False |
225,784 |
| 120 |
119-12 |
105-30 |
13-14 |
11.8% |
0-30 |
0.8% |
59% |
False |
False |
188,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-20 |
|
2.618 |
116-13 |
|
1.618 |
115-21 |
|
1.000 |
115-06 |
|
0.618 |
114-29 |
|
HIGH |
114-14 |
|
0.618 |
114-05 |
|
0.500 |
114-02 |
|
0.382 |
113-31 |
|
LOW |
113-22 |
|
0.618 |
113-07 |
|
1.000 |
112-30 |
|
1.618 |
112-15 |
|
2.618 |
111-23 |
|
4.250 |
110-16 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-02 |
115-00 |
| PP |
113-31 |
114-19 |
| S1 |
113-29 |
114-07 |
|