ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-05 |
114-10 |
0-05 |
0.1% |
115-10 |
| High |
114-14 |
114-30 |
0-16 |
0.4% |
116-23 |
| Low |
113-22 |
114-02 |
0-12 |
0.3% |
113-22 |
| Close |
113-26 |
114-11 |
0-17 |
0.5% |
113-26 |
| Range |
0-24 |
0-28 |
0-04 |
16.7% |
3-01 |
| ATR |
1-10 |
1-09 |
0-00 |
-1.0% |
0-00 |
| Volume |
2,203 |
3,125 |
922 |
41.9% |
41,100 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-02 |
116-19 |
114-26 |
|
| R3 |
116-06 |
115-23 |
114-19 |
|
| R2 |
115-10 |
115-10 |
114-16 |
|
| R1 |
114-27 |
114-27 |
114-14 |
115-02 |
| PP |
114-14 |
114-14 |
114-14 |
114-18 |
| S1 |
113-31 |
113-31 |
114-08 |
114-06 |
| S2 |
113-18 |
113-18 |
114-06 |
|
| S3 |
112-22 |
113-03 |
114-03 |
|
| S4 |
111-26 |
112-07 |
113-28 |
|
|
| 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% |
1-12 |
1.2% |
22% |
False |
False |
5,353 |
| 10 |
118-20 |
113-22 |
4-30 |
4.3% |
1-09 |
1.1% |
13% |
False |
False |
20,026 |
| 20 |
119-12 |
113-22 |
5-22 |
5.0% |
1-11 |
1.2% |
12% |
False |
False |
224,882 |
| 40 |
119-12 |
112-07 |
7-05 |
6.3% |
1-04 |
1.0% |
30% |
False |
False |
280,485 |
| 60 |
119-12 |
110-02 |
9-10 |
8.1% |
1-02 |
0.9% |
46% |
False |
False |
283,590 |
| 80 |
119-12 |
109-29 |
9-15 |
8.3% |
1-01 |
0.9% |
47% |
False |
False |
281,690 |
| 100 |
119-12 |
108-21 |
10-23 |
9.4% |
1-00 |
0.9% |
53% |
False |
False |
225,804 |
| 120 |
119-12 |
105-30 |
13-14 |
11.8% |
0-30 |
0.8% |
63% |
False |
False |
188,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-21 |
|
2.618 |
117-07 |
|
1.618 |
116-11 |
|
1.000 |
115-26 |
|
0.618 |
115-15 |
|
HIGH |
114-30 |
|
0.618 |
114-19 |
|
0.500 |
114-16 |
|
0.382 |
114-13 |
|
LOW |
114-02 |
|
0.618 |
113-17 |
|
1.000 |
113-06 |
|
1.618 |
112-21 |
|
2.618 |
111-25 |
|
4.250 |
110-11 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-16 |
114-21 |
| PP |
114-14 |
114-18 |
| S1 |
114-13 |
114-14 |
|