ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113-24 |
114-21 |
0-29 |
0.8% |
115-05 |
| High |
115-00 |
115-20 |
0-20 |
0.5% |
116-26 |
| Low |
113-20 |
114-14 |
0-26 |
0.7% |
113-18 |
| Close |
114-11 |
115-12 |
1-01 |
0.9% |
113-26 |
| Range |
1-12 |
1-06 |
-0-06 |
-13.6% |
3-08 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.4% |
0-00 |
| Volume |
236,280 |
181,444 |
-54,836 |
-23.2% |
1,808,650 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-23 |
118-07 |
116-01 |
|
| R3 |
117-17 |
117-01 |
115-22 |
|
| R2 |
116-11 |
116-11 |
115-19 |
|
| R1 |
115-27 |
115-27 |
115-15 |
116-03 |
| PP |
115-05 |
115-05 |
115-05 |
115-08 |
| S1 |
114-21 |
114-21 |
115-09 |
114-29 |
| S2 |
113-31 |
113-31 |
115-05 |
|
| S3 |
112-25 |
113-15 |
115-02 |
|
| S4 |
111-19 |
112-09 |
114-23 |
|
|
| 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 |
116-20 |
113-18 |
3-02 |
2.7% |
1-15 |
1.3% |
59% |
False |
False |
297,537 |
| 10 |
118-03 |
113-18 |
4-17 |
3.9% |
1-15 |
1.3% |
40% |
False |
False |
333,869 |
| 20 |
119-14 |
113-18 |
5-28 |
5.1% |
1-15 |
1.3% |
31% |
False |
False |
262,219 |
| 40 |
119-14 |
112-09 |
7-05 |
6.2% |
1-04 |
1.0% |
43% |
False |
False |
132,260 |
| 60 |
119-14 |
110-01 |
9-13 |
8.2% |
0-29 |
0.8% |
57% |
False |
False |
88,240 |
| 80 |
119-14 |
109-24 |
9-22 |
8.4% |
0-26 |
0.7% |
58% |
False |
False |
66,186 |
| 100 |
119-14 |
109-01 |
10-13 |
9.0% |
0-21 |
0.6% |
61% |
False |
False |
52,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-22 |
|
2.618 |
118-23 |
|
1.618 |
117-17 |
|
1.000 |
116-26 |
|
0.618 |
116-11 |
|
HIGH |
115-20 |
|
0.618 |
115-05 |
|
0.500 |
115-01 |
|
0.382 |
114-29 |
|
LOW |
114-14 |
|
0.618 |
113-23 |
|
1.000 |
113-08 |
|
1.618 |
112-17 |
|
2.618 |
111-11 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
115-04 |
| PP |
115-05 |
114-27 |
| S1 |
115-01 |
114-19 |
|