ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
118-25 |
117-18 |
-1-07 |
-1.0% |
115-09 |
| High |
118-30 |
117-25 |
-1-05 |
-1.0% |
116-30 |
| Low |
117-00 |
116-23 |
-0-09 |
-0.2% |
115-09 |
| Close |
117-22 |
116-31 |
-0-23 |
-0.6% |
116-28 |
| Range |
1-30 |
1-02 |
-0-28 |
-45.2% |
1-21 |
| ATR |
1-01 |
1-01 |
0-00 |
0.1% |
0-00 |
| Volume |
124,105 |
228,545 |
104,440 |
84.2% |
89,346 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-11 |
119-23 |
117-18 |
|
| R3 |
119-09 |
118-21 |
117-08 |
|
| R2 |
118-07 |
118-07 |
117-05 |
|
| R1 |
117-19 |
117-19 |
117-02 |
117-12 |
| PP |
117-05 |
117-05 |
117-05 |
117-02 |
| S1 |
116-17 |
116-17 |
116-28 |
116-10 |
| S2 |
116-03 |
116-03 |
116-25 |
|
| S3 |
115-01 |
115-15 |
116-22 |
|
| S4 |
113-31 |
114-13 |
116-12 |
|
|
| 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% |
1-19 |
1.4% |
32% |
False |
False |
82,830 |
| 10 |
119-14 |
113-29 |
5-17 |
4.7% |
1-06 |
1.0% |
55% |
False |
False |
46,945 |
| 20 |
119-14 |
112-09 |
7-05 |
6.1% |
1-02 |
0.9% |
66% |
False |
False |
23,983 |
| 40 |
119-14 |
110-01 |
9-13 |
8.0% |
0-26 |
0.7% |
74% |
False |
False |
12,146 |
| 60 |
119-14 |
109-24 |
9-22 |
8.3% |
0-23 |
0.6% |
75% |
False |
False |
8,112 |
| 80 |
119-14 |
109-01 |
10-13 |
8.9% |
0-18 |
0.5% |
76% |
False |
False |
6,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-10 |
|
2.618 |
120-18 |
|
1.618 |
119-16 |
|
1.000 |
118-27 |
|
0.618 |
118-14 |
|
HIGH |
117-25 |
|
0.618 |
117-12 |
|
0.500 |
117-08 |
|
0.382 |
117-04 |
|
LOW |
116-23 |
|
0.618 |
116-02 |
|
1.000 |
115-21 |
|
1.618 |
115-00 |
|
2.618 |
113-30 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-08 |
118-00 |
| PP |
117-05 |
117-21 |
| S1 |
117-02 |
117-10 |
|