ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-23 |
117-30 |
1-07 |
1.0% |
116-25 |
| High |
118-13 |
118-05 |
-0-08 |
-0.2% |
119-14 |
| Low |
116-14 |
116-19 |
0-05 |
0.1% |
116-14 |
| Close |
117-26 |
117-06 |
-0-20 |
-0.5% |
117-06 |
| Range |
1-31 |
1-18 |
-0-13 |
-20.6% |
3-00 |
| ATR |
1-04 |
1-05 |
0-01 |
2.9% |
0-00 |
| Volume |
267,909 |
380,507 |
112,598 |
42.0% |
1,011,188 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-05 |
118-02 |
|
| R3 |
120-14 |
119-19 |
117-20 |
|
| R2 |
118-28 |
118-28 |
117-15 |
|
| R1 |
118-01 |
118-01 |
117-11 |
117-22 |
| PP |
117-10 |
117-10 |
117-10 |
117-04 |
| S1 |
116-15 |
116-15 |
117-01 |
116-04 |
| S2 |
115-24 |
115-24 |
116-29 |
|
| S3 |
114-06 |
114-29 |
116-24 |
|
| S4 |
112-20 |
113-11 |
116-10 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
124-30 |
118-27 |
|
| R3 |
123-22 |
121-30 |
118-00 |
|
| R2 |
120-22 |
120-22 |
117-24 |
|
| R1 |
118-30 |
118-30 |
117-15 |
119-26 |
| PP |
117-22 |
117-22 |
117-22 |
118-04 |
| S1 |
115-30 |
115-30 |
116-29 |
116-26 |
| S2 |
114-22 |
114-22 |
116-20 |
|
| S3 |
111-22 |
112-30 |
116-12 |
|
| S4 |
108-22 |
109-30 |
115-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-14 |
116-14 |
3-00 |
2.6% |
1-28 |
1.6% |
25% |
False |
False |
202,237 |
| 10 |
119-14 |
115-05 |
4-09 |
3.7% |
1-12 |
1.2% |
47% |
False |
False |
111,030 |
| 20 |
119-14 |
112-09 |
7-05 |
6.1% |
1-06 |
1.0% |
69% |
False |
False |
56,375 |
| 40 |
119-14 |
110-01 |
9-13 |
8.0% |
0-28 |
0.7% |
76% |
False |
False |
28,354 |
| 60 |
119-14 |
109-24 |
9-22 |
8.3% |
0-25 |
0.7% |
77% |
False |
False |
18,918 |
| 80 |
119-14 |
109-01 |
10-13 |
8.9% |
0-19 |
0.5% |
78% |
False |
False |
14,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-26 |
|
2.618 |
122-08 |
|
1.618 |
120-22 |
|
1.000 |
119-23 |
|
0.618 |
119-04 |
|
HIGH |
118-05 |
|
0.618 |
117-18 |
|
0.500 |
117-12 |
|
0.382 |
117-06 |
|
LOW |
116-19 |
|
0.618 |
115-20 |
|
1.000 |
115-01 |
|
1.618 |
114-02 |
|
2.618 |
112-16 |
|
4.250 |
109-30 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-12 |
117-14 |
| PP |
117-10 |
117-11 |
| S1 |
117-08 |
117-08 |
|