ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-22 |
116-20 |
1-30 |
1.7% |
117-14 |
| High |
116-26 |
116-20 |
-0-06 |
-0.2% |
118-22 |
| Low |
114-21 |
114-16 |
-0-05 |
-0.1% |
115-00 |
| Close |
116-15 |
115-21 |
-0-26 |
-0.7% |
115-05 |
| Range |
2-05 |
2-04 |
-0-01 |
-1.4% |
3-22 |
| ATR |
1-09 |
1-11 |
0-02 |
4.6% |
0-00 |
| Volume |
308,368 |
314,992 |
6,624 |
2.1% |
1,933,325 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-31 |
120-30 |
116-26 |
|
| R3 |
119-27 |
118-26 |
116-08 |
|
| R2 |
117-23 |
117-23 |
116-01 |
|
| R1 |
116-22 |
116-22 |
115-27 |
116-04 |
| PP |
115-19 |
115-19 |
115-19 |
115-10 |
| S1 |
114-18 |
114-18 |
115-15 |
114-00 |
| S2 |
113-15 |
113-15 |
115-09 |
|
| S3 |
111-11 |
112-14 |
115-02 |
|
| S4 |
109-07 |
110-10 |
114-16 |
|
|
| 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 |
117-06 |
114-12 |
2-26 |
2.4% |
1-22 |
1.5% |
46% |
False |
False |
360,679 |
| 10 |
118-22 |
114-12 |
4-10 |
3.7% |
1-17 |
1.3% |
30% |
False |
False |
363,542 |
| 20 |
119-14 |
113-29 |
5-17 |
4.8% |
1-12 |
1.2% |
32% |
False |
False |
205,243 |
| 40 |
119-14 |
110-17 |
8-29 |
7.7% |
1-03 |
0.9% |
58% |
False |
False |
102,973 |
| 60 |
119-14 |
109-24 |
9-22 |
8.4% |
0-28 |
0.8% |
61% |
False |
False |
68,698 |
| 80 |
119-14 |
109-01 |
10-13 |
9.0% |
0-24 |
0.6% |
64% |
False |
False |
51,528 |
| 100 |
119-14 |
108-08 |
11-06 |
9.7% |
0-20 |
0.5% |
66% |
False |
False |
41,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-21 |
|
2.618 |
122-06 |
|
1.618 |
120-02 |
|
1.000 |
118-24 |
|
0.618 |
117-30 |
|
HIGH |
116-20 |
|
0.618 |
115-26 |
|
0.500 |
115-18 |
|
0.382 |
115-10 |
|
LOW |
114-16 |
|
0.618 |
113-06 |
|
1.000 |
112-12 |
|
1.618 |
111-02 |
|
2.618 |
108-30 |
|
4.250 |
105-15 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
115-20 |
| PP |
115-19 |
115-20 |
| S1 |
115-18 |
115-19 |
|