ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-16 |
115-16 |
1-00 |
0.9% |
114-21 |
| High |
115-17 |
115-22 |
0-05 |
0.1% |
115-22 |
| Low |
114-16 |
115-05 |
0-21 |
0.6% |
113-29 |
| Close |
115-13 |
115-18 |
0-05 |
0.1% |
115-18 |
| Range |
1-01 |
0-17 |
-0-16 |
-48.5% |
1-25 |
| ATR |
0-25 |
0-25 |
-0-01 |
-2.4% |
0-00 |
| Volume |
5,518 |
9,767 |
4,249 |
77.0% |
17,332 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-02 |
116-27 |
115-27 |
|
| R3 |
116-17 |
116-10 |
115-23 |
|
| R2 |
116-00 |
116-00 |
115-21 |
|
| R1 |
115-25 |
115-25 |
115-20 |
115-28 |
| PP |
115-15 |
115-15 |
115-15 |
115-17 |
| S1 |
115-08 |
115-08 |
115-16 |
115-12 |
| S2 |
114-30 |
114-30 |
115-15 |
|
| S3 |
114-13 |
114-23 |
115-13 |
|
| S4 |
113-28 |
114-06 |
115-09 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-13 |
119-24 |
116-17 |
|
| R3 |
118-20 |
117-31 |
116-02 |
|
| R2 |
116-27 |
116-27 |
115-28 |
|
| R1 |
116-06 |
116-06 |
115-23 |
116-16 |
| PP |
115-02 |
115-02 |
115-02 |
115-07 |
| S1 |
114-13 |
114-13 |
115-13 |
114-24 |
| S2 |
113-09 |
113-09 |
115-08 |
|
| S3 |
111-16 |
112-20 |
115-02 |
|
| S4 |
109-23 |
110-27 |
114-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-22 |
113-07 |
2-15 |
2.1% |
0-27 |
0.7% |
95% |
True |
False |
3,603 |
| 10 |
115-22 |
113-07 |
2-15 |
2.1% |
0-26 |
0.7% |
95% |
True |
False |
2,654 |
| 20 |
115-22 |
112-05 |
3-17 |
3.1% |
0-26 |
0.7% |
96% |
True |
False |
1,516 |
| 40 |
115-22 |
109-24 |
5-30 |
5.1% |
0-20 |
0.5% |
98% |
True |
False |
858 |
| 60 |
115-22 |
109-24 |
5-30 |
5.1% |
0-18 |
0.5% |
98% |
True |
False |
577 |
| 80 |
115-22 |
109-01 |
6-21 |
5.8% |
0-14 |
0.4% |
98% |
True |
False |
444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-30 |
|
2.618 |
117-03 |
|
1.618 |
116-18 |
|
1.000 |
116-07 |
|
0.618 |
116-01 |
|
HIGH |
115-22 |
|
0.618 |
115-16 |
|
0.500 |
115-14 |
|
0.382 |
115-11 |
|
LOW |
115-05 |
|
0.618 |
114-26 |
|
1.000 |
114-20 |
|
1.618 |
114-09 |
|
2.618 |
113-24 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-16 |
115-10 |
| PP |
115-15 |
115-02 |
| S1 |
115-14 |
114-26 |
|