ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-24 |
115-06 |
0-14 |
0.4% |
115-10 |
| High |
115-14 |
115-27 |
0-13 |
0.4% |
116-23 |
| Low |
114-17 |
115-05 |
0-20 |
0.5% |
113-22 |
| Close |
115-09 |
115-23 |
0-14 |
0.4% |
113-26 |
| Range |
0-29 |
0-22 |
-0-07 |
-24.1% |
3-01 |
| ATR |
1-09 |
1-07 |
-0-01 |
-3.3% |
0-00 |
| Volume |
8,192 |
2,041 |
-6,151 |
-75.1% |
41,100 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-20 |
117-12 |
116-03 |
|
| R3 |
116-30 |
116-22 |
115-29 |
|
| R2 |
116-08 |
116-08 |
115-27 |
|
| R1 |
116-00 |
116-00 |
115-25 |
116-04 |
| PP |
115-18 |
115-18 |
115-18 |
115-20 |
| S1 |
115-10 |
115-10 |
115-21 |
115-14 |
| S2 |
114-28 |
114-28 |
115-19 |
|
| S3 |
114-06 |
114-20 |
115-17 |
|
| S4 |
113-16 |
113-30 |
115-11 |
|
|
| 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 |
115-27 |
113-22 |
2-05 |
1.9% |
0-30 |
0.8% |
94% |
True |
False |
3,923 |
| 10 |
117-04 |
113-22 |
3-14 |
3.0% |
1-07 |
1.1% |
59% |
False |
False |
10,202 |
| 20 |
119-12 |
113-22 |
5-22 |
4.9% |
1-10 |
1.1% |
36% |
False |
False |
186,645 |
| 40 |
119-12 |
112-07 |
7-05 |
6.2% |
1-04 |
1.0% |
49% |
False |
False |
261,766 |
| 60 |
119-12 |
110-02 |
9-10 |
8.0% |
1-02 |
0.9% |
61% |
False |
False |
273,883 |
| 80 |
119-12 |
109-29 |
9-15 |
8.2% |
1-01 |
0.9% |
61% |
False |
False |
281,139 |
| 100 |
119-12 |
108-21 |
10-23 |
9.3% |
1-00 |
0.9% |
66% |
False |
False |
225,876 |
| 120 |
119-12 |
105-30 |
13-14 |
11.6% |
0-30 |
0.8% |
73% |
False |
False |
188,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-24 |
|
2.618 |
117-21 |
|
1.618 |
116-31 |
|
1.000 |
116-17 |
|
0.618 |
116-09 |
|
HIGH |
115-27 |
|
0.618 |
115-19 |
|
0.500 |
115-16 |
|
0.382 |
115-13 |
|
LOW |
115-05 |
|
0.618 |
114-23 |
|
1.000 |
114-15 |
|
1.618 |
114-01 |
|
2.618 |
113-11 |
|
4.250 |
112-08 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-21 |
115-15 |
| PP |
115-18 |
115-07 |
| S1 |
115-16 |
114-30 |
|