ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
117-01 |
-0-29 |
-0.8% |
116-25 |
| High |
118-03 |
117-06 |
-0-29 |
-0.8% |
119-14 |
| Low |
117-00 |
116-10 |
-0-22 |
-0.6% |
116-14 |
| Close |
117-22 |
116-20 |
-1-02 |
-0.9% |
117-06 |
| Range |
1-03 |
0-28 |
-0-07 |
-20.0% |
3-00 |
| ATR |
1-05 |
1-05 |
0-01 |
1.5% |
0-00 |
| Volume |
362,609 |
352,492 |
-10,117 |
-2.8% |
1,011,188 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-11 |
118-27 |
117-03 |
|
| R3 |
118-15 |
117-31 |
116-28 |
|
| R2 |
117-19 |
117-19 |
116-25 |
|
| R1 |
117-03 |
117-03 |
116-23 |
116-29 |
| PP |
116-23 |
116-23 |
116-23 |
116-20 |
| S1 |
116-07 |
116-07 |
116-17 |
116-01 |
| S2 |
115-27 |
115-27 |
116-15 |
|
| S3 |
114-31 |
115-11 |
116-12 |
|
| S4 |
114-03 |
114-15 |
116-05 |
|
|
| 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 |
116-10 |
2-12 |
2.0% |
1-05 |
1.0% |
13% |
False |
True |
383,321 |
| 10 |
119-14 |
115-26 |
3-20 |
3.1% |
1-15 |
1.3% |
22% |
False |
False |
258,195 |
| 20 |
119-14 |
113-07 |
6-07 |
5.3% |
1-05 |
1.0% |
55% |
False |
False |
133,009 |
| 40 |
119-14 |
110-01 |
9-13 |
8.1% |
0-30 |
0.8% |
70% |
False |
False |
66,731 |
| 60 |
119-14 |
109-24 |
9-22 |
8.3% |
0-26 |
0.7% |
71% |
False |
False |
44,518 |
| 80 |
119-14 |
109-01 |
10-13 |
8.9% |
0-21 |
0.6% |
73% |
False |
False |
33,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-29 |
|
2.618 |
119-15 |
|
1.618 |
118-19 |
|
1.000 |
118-02 |
|
0.618 |
117-23 |
|
HIGH |
117-06 |
|
0.618 |
116-27 |
|
0.500 |
116-24 |
|
0.382 |
116-21 |
|
LOW |
116-10 |
|
0.618 |
115-25 |
|
1.000 |
115-14 |
|
1.618 |
114-29 |
|
2.618 |
114-01 |
|
4.250 |
112-19 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
117-16 |
| PP |
116-23 |
117-07 |
| S1 |
116-21 |
116-29 |
|