ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-25 |
118-25 |
2-00 |
1.7% |
115-09 |
| High |
119-14 |
118-30 |
-0-16 |
-0.4% |
116-30 |
| Low |
116-18 |
117-00 |
0-14 |
0.4% |
115-09 |
| Close |
118-28 |
117-22 |
-1-06 |
-1.0% |
116-28 |
| Range |
2-28 |
1-30 |
-0-30 |
-32.6% |
1-21 |
| ATR |
0-31 |
1-01 |
0-02 |
7.1% |
0-00 |
| Volume |
10,122 |
124,105 |
113,983 |
1,126.1% |
89,346 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-22 |
122-20 |
118-24 |
|
| R3 |
121-24 |
120-22 |
118-07 |
|
| R2 |
119-26 |
119-26 |
118-01 |
|
| R1 |
118-24 |
118-24 |
117-28 |
118-10 |
| PP |
117-28 |
117-28 |
117-28 |
117-21 |
| S1 |
116-26 |
116-26 |
117-16 |
116-12 |
| S2 |
115-30 |
115-30 |
117-11 |
|
| S3 |
114-00 |
114-28 |
117-05 |
|
| S4 |
112-02 |
112-30 |
116-20 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-11 |
120-24 |
117-25 |
|
| R3 |
119-22 |
119-03 |
117-11 |
|
| R2 |
118-01 |
118-01 |
117-06 |
|
| R1 |
117-14 |
117-14 |
117-01 |
117-24 |
| PP |
116-12 |
116-12 |
116-12 |
116-16 |
| S1 |
115-25 |
115-25 |
116-23 |
116-02 |
| S2 |
114-23 |
114-23 |
116-18 |
|
| S3 |
113-02 |
114-04 |
116-13 |
|
| S4 |
111-13 |
112-15 |
115-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-14 |
115-26 |
3-20 |
3.1% |
1-16 |
1.3% |
52% |
False |
False |
41,544 |
| 10 |
119-14 |
113-29 |
5-17 |
4.7% |
1-04 |
1.0% |
68% |
False |
False |
24,090 |
| 20 |
119-14 |
112-09 |
7-05 |
6.1% |
1-01 |
0.9% |
76% |
False |
False |
12,570 |
| 40 |
119-14 |
110-01 |
9-13 |
8.0% |
0-25 |
0.7% |
81% |
False |
False |
6,435 |
| 60 |
119-14 |
109-24 |
9-22 |
8.2% |
0-23 |
0.6% |
82% |
False |
False |
4,303 |
| 80 |
119-14 |
109-01 |
10-13 |
8.8% |
0-18 |
0.5% |
83% |
False |
False |
3,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-06 |
|
2.618 |
124-00 |
|
1.618 |
122-02 |
|
1.000 |
120-28 |
|
0.618 |
120-04 |
|
HIGH |
118-30 |
|
0.618 |
118-06 |
|
0.500 |
117-31 |
|
0.382 |
117-24 |
|
LOW |
117-00 |
|
0.618 |
115-26 |
|
1.000 |
115-02 |
|
1.618 |
113-28 |
|
2.618 |
111-30 |
|
4.250 |
108-24 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
117-21 |
| PP |
117-28 |
117-21 |
| S1 |
117-25 |
117-20 |
|