ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-10 |
114-24 |
0-14 |
0.4% |
115-10 |
| High |
114-30 |
115-14 |
0-16 |
0.4% |
116-23 |
| Low |
114-02 |
114-17 |
0-15 |
0.4% |
113-22 |
| Close |
114-11 |
115-09 |
0-30 |
0.8% |
113-26 |
| Range |
0-28 |
0-29 |
0-01 |
3.6% |
3-01 |
| ATR |
1-09 |
1-09 |
0-00 |
-1.1% |
0-00 |
| Volume |
3,125 |
8,192 |
5,067 |
162.1% |
41,100 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-26 |
117-14 |
115-25 |
|
| R3 |
116-29 |
116-17 |
115-17 |
|
| R2 |
116-00 |
116-00 |
115-14 |
|
| R1 |
115-20 |
115-20 |
115-12 |
115-26 |
| PP |
115-03 |
115-03 |
115-03 |
115-06 |
| S1 |
114-23 |
114-23 |
115-06 |
114-29 |
| S2 |
114-06 |
114-06 |
115-04 |
|
| S3 |
113-09 |
113-26 |
115-01 |
|
| S4 |
112-12 |
112-29 |
114-25 |
|
|
| 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 |
116-10 |
113-22 |
2-20 |
2.3% |
1-05 |
1.0% |
61% |
False |
False |
5,525 |
| 10 |
118-00 |
113-22 |
4-10 |
3.7% |
1-08 |
1.1% |
37% |
False |
False |
13,840 |
| 20 |
119-12 |
113-22 |
5-22 |
4.9% |
1-10 |
1.1% |
28% |
False |
False |
206,268 |
| 40 |
119-12 |
112-07 |
7-05 |
6.2% |
1-04 |
1.0% |
43% |
False |
False |
271,203 |
| 60 |
119-12 |
110-02 |
9-10 |
8.1% |
1-02 |
0.9% |
56% |
False |
False |
277,483 |
| 80 |
119-12 |
109-29 |
9-15 |
8.2% |
1-01 |
0.9% |
57% |
False |
False |
281,466 |
| 100 |
119-12 |
108-21 |
10-23 |
9.3% |
1-00 |
0.9% |
62% |
False |
False |
225,868 |
| 120 |
119-12 |
105-30 |
13-14 |
11.7% |
0-30 |
0.8% |
70% |
False |
False |
188,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-09 |
|
2.618 |
117-26 |
|
1.618 |
116-29 |
|
1.000 |
116-11 |
|
0.618 |
116-00 |
|
HIGH |
115-14 |
|
0.618 |
115-03 |
|
0.500 |
115-00 |
|
0.382 |
114-28 |
|
LOW |
114-17 |
|
0.618 |
113-31 |
|
1.000 |
113-20 |
|
1.618 |
113-02 |
|
2.618 |
112-05 |
|
4.250 |
110-22 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-06 |
115-01 |
| PP |
115-03 |
114-26 |
| S1 |
115-00 |
114-18 |
|