ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
116-18 |
-0-15 |
-0.4% |
117-14 |
| High |
117-06 |
116-24 |
-0-14 |
-0.4% |
118-22 |
| Low |
116-10 |
115-00 |
-1-10 |
-1.1% |
115-00 |
| Close |
116-20 |
115-05 |
-1-15 |
-1.3% |
115-05 |
| Range |
0-28 |
1-24 |
0-28 |
100.0% |
3-22 |
| ATR |
1-05 |
1-06 |
0-01 |
3.6% |
0-00 |
| Volume |
352,492 |
397,223 |
44,731 |
12.7% |
1,933,325 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
119-25 |
116-04 |
|
| R3 |
119-04 |
118-01 |
115-20 |
|
| R2 |
117-12 |
117-12 |
115-15 |
|
| R1 |
116-09 |
116-09 |
115-10 |
115-30 |
| PP |
115-20 |
115-20 |
115-20 |
115-15 |
| S1 |
114-17 |
114-17 |
115-00 |
114-06 |
| S2 |
113-28 |
113-28 |
114-27 |
|
| S3 |
112-04 |
112-25 |
114-22 |
|
| S4 |
110-12 |
111-01 |
114-06 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-11 |
124-30 |
117-06 |
|
| R3 |
123-21 |
121-08 |
116-05 |
|
| R2 |
119-31 |
119-31 |
115-27 |
|
| R1 |
117-18 |
117-18 |
115-16 |
116-30 |
| PP |
116-09 |
116-09 |
116-09 |
115-31 |
| S1 |
113-28 |
113-28 |
114-26 |
113-08 |
| S2 |
112-19 |
112-19 |
114-15 |
|
| S3 |
108-29 |
110-06 |
114-05 |
|
| S4 |
105-07 |
106-16 |
113-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-22 |
115-00 |
3-22 |
3.2% |
1-07 |
1.0% |
4% |
False |
True |
386,665 |
| 10 |
119-14 |
115-00 |
4-14 |
3.9% |
1-17 |
1.3% |
4% |
False |
True |
294,451 |
| 20 |
119-14 |
113-07 |
6-07 |
5.4% |
1-07 |
1.0% |
31% |
False |
False |
152,657 |
| 40 |
119-14 |
110-01 |
9-13 |
8.2% |
0-31 |
0.9% |
54% |
False |
False |
76,654 |
| 60 |
119-14 |
109-24 |
9-22 |
8.4% |
0-26 |
0.7% |
56% |
False |
False |
51,138 |
| 80 |
119-14 |
109-01 |
10-13 |
9.0% |
0-22 |
0.6% |
59% |
False |
False |
38,358 |
| 100 |
119-14 |
107-06 |
12-08 |
10.6% |
0-18 |
0.5% |
65% |
False |
False |
30,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-06 |
|
2.618 |
121-11 |
|
1.618 |
119-19 |
|
1.000 |
118-16 |
|
0.618 |
117-27 |
|
HIGH |
116-24 |
|
0.618 |
116-03 |
|
0.500 |
115-28 |
|
0.382 |
115-21 |
|
LOW |
115-00 |
|
0.618 |
113-29 |
|
1.000 |
113-08 |
|
1.618 |
112-05 |
|
2.618 |
110-13 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
116-18 |
| PP |
115-20 |
116-03 |
| S1 |
115-13 |
115-20 |
|