ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
118-11 |
117-30 |
-0-13 |
-0.3% |
116-25 |
| High |
118-22 |
118-03 |
-0-19 |
-0.5% |
119-14 |
| Low |
117-20 |
117-00 |
-0-20 |
-0.5% |
116-14 |
| Close |
118-02 |
117-22 |
-0-12 |
-0.3% |
117-06 |
| Range |
1-02 |
1-03 |
0-01 |
2.9% |
3-00 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.3% |
0-00 |
| Volume |
349,256 |
362,609 |
13,353 |
3.8% |
1,011,188 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
120-12 |
118-09 |
|
| R3 |
119-25 |
119-09 |
118-00 |
|
| R2 |
118-22 |
118-22 |
117-28 |
|
| R1 |
118-06 |
118-06 |
117-25 |
117-28 |
| PP |
117-19 |
117-19 |
117-19 |
117-14 |
| S1 |
117-03 |
117-03 |
117-19 |
116-26 |
| S2 |
116-16 |
116-16 |
117-16 |
|
| S3 |
115-13 |
116-00 |
117-12 |
|
| S4 |
114-10 |
114-29 |
117-03 |
|
|
| 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 |
118-22 |
116-14 |
2-08 |
1.9% |
1-12 |
1.2% |
56% |
False |
False |
366,405 |
| 10 |
119-14 |
115-26 |
3-20 |
3.1% |
1-16 |
1.3% |
52% |
False |
False |
224,617 |
| 20 |
119-14 |
113-07 |
6-07 |
5.3% |
1-05 |
1.0% |
72% |
False |
False |
115,428 |
| 40 |
119-14 |
110-01 |
9-13 |
8.0% |
0-30 |
0.8% |
81% |
False |
False |
57,919 |
| 60 |
119-14 |
109-24 |
9-22 |
8.2% |
0-25 |
0.7% |
82% |
False |
False |
38,644 |
| 80 |
119-14 |
109-01 |
10-13 |
8.8% |
0-21 |
0.5% |
83% |
False |
False |
28,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-24 |
|
2.618 |
120-31 |
|
1.618 |
119-28 |
|
1.000 |
119-06 |
|
0.618 |
118-25 |
|
HIGH |
118-03 |
|
0.618 |
117-22 |
|
0.500 |
117-18 |
|
0.382 |
117-13 |
|
LOW |
117-00 |
|
0.618 |
116-10 |
|
1.000 |
115-29 |
|
1.618 |
115-07 |
|
2.618 |
114-04 |
|
4.250 |
112-11 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
117-27 |
| PP |
117-19 |
117-25 |
| S1 |
117-18 |
117-24 |
|