ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-17 |
114-04 |
-1-13 |
-1.2% |
115-05 |
| High |
115-29 |
114-14 |
-1-15 |
-1.3% |
116-26 |
| Low |
114-02 |
113-18 |
-0-16 |
-0.4% |
113-18 |
| Close |
114-16 |
113-26 |
-0-22 |
-0.6% |
113-26 |
| Range |
1-27 |
0-28 |
-0-31 |
-52.5% |
3-08 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
428,363 |
326,607 |
-101,756 |
-23.8% |
1,808,650 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-18 |
116-02 |
114-09 |
|
| R3 |
115-22 |
115-06 |
114-02 |
|
| R2 |
114-26 |
114-26 |
113-31 |
|
| R1 |
114-10 |
114-10 |
113-29 |
114-04 |
| PP |
113-30 |
113-30 |
113-30 |
113-27 |
| S1 |
113-14 |
113-14 |
113-23 |
113-08 |
| S2 |
113-02 |
113-02 |
113-21 |
|
| S3 |
112-06 |
112-18 |
113-18 |
|
| S4 |
111-10 |
111-22 |
113-11 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
122-13 |
115-19 |
|
| R3 |
121-07 |
119-05 |
114-23 |
|
| R2 |
117-31 |
117-31 |
114-13 |
|
| R1 |
115-29 |
115-29 |
114-04 |
115-10 |
| PP |
114-23 |
114-23 |
114-23 |
114-14 |
| S1 |
112-21 |
112-21 |
113-16 |
112-02 |
| S2 |
111-15 |
111-15 |
113-07 |
|
| S3 |
108-07 |
109-13 |
112-29 |
|
| S4 |
104-31 |
106-05 |
112-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-26 |
113-18 |
3-08 |
2.9% |
1-22 |
1.5% |
8% |
False |
True |
361,730 |
| 10 |
118-22 |
113-18 |
5-04 |
4.5% |
1-14 |
1.3% |
5% |
False |
True |
374,197 |
| 20 |
119-14 |
113-18 |
5-28 |
5.2% |
1-13 |
1.2% |
4% |
False |
True |
242,613 |
| 40 |
119-14 |
111-14 |
8-00 |
7.0% |
1-04 |
1.0% |
30% |
False |
False |
121,828 |
| 60 |
119-14 |
109-24 |
9-22 |
8.5% |
0-29 |
0.8% |
42% |
False |
False |
81,281 |
| 80 |
119-14 |
109-24 |
9-22 |
8.5% |
0-25 |
0.7% |
42% |
False |
False |
60,964 |
| 100 |
119-14 |
108-23 |
10-23 |
9.4% |
0-20 |
0.6% |
48% |
False |
False |
48,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-05 |
|
2.618 |
116-23 |
|
1.618 |
115-27 |
|
1.000 |
115-10 |
|
0.618 |
114-31 |
|
HIGH |
114-14 |
|
0.618 |
114-03 |
|
0.500 |
114-00 |
|
0.382 |
113-29 |
|
LOW |
113-18 |
|
0.618 |
113-01 |
|
1.000 |
112-22 |
|
1.618 |
112-05 |
|
2.618 |
111-09 |
|
4.250 |
109-27 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-00 |
115-03 |
| PP |
113-30 |
114-21 |
| S1 |
113-28 |
114-08 |
|