ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-07 |
114-25 |
-1-14 |
-1.2% |
113-24 |
| High |
116-09 |
114-30 |
-1-11 |
-1.2% |
117-01 |
| Low |
114-25 |
114-09 |
-0-16 |
-0.4% |
113-20 |
| Close |
115-00 |
114-12 |
-0-20 |
-0.5% |
115-00 |
| Range |
1-16 |
0-21 |
-0-27 |
-56.3% |
3-13 |
| ATR |
1-12 |
1-11 |
-0-02 |
-3.4% |
0-00 |
| Volume |
254,948 |
196,189 |
-58,759 |
-23.0% |
1,278,724 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-16 |
116-03 |
114-24 |
|
| R3 |
115-27 |
115-14 |
114-18 |
|
| R2 |
115-06 |
115-06 |
114-16 |
|
| R1 |
114-25 |
114-25 |
114-14 |
114-21 |
| PP |
114-17 |
114-17 |
114-17 |
114-15 |
| S1 |
114-04 |
114-04 |
114-10 |
114-00 |
| S2 |
113-28 |
113-28 |
114-08 |
|
| S3 |
113-07 |
113-15 |
114-06 |
|
| S4 |
112-18 |
112-26 |
114-00 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-14 |
123-20 |
116-28 |
|
| R3 |
122-01 |
120-07 |
115-30 |
|
| R2 |
118-20 |
118-20 |
115-20 |
|
| R1 |
116-26 |
116-26 |
115-10 |
117-23 |
| PP |
115-07 |
115-07 |
115-07 |
115-22 |
| S1 |
113-13 |
113-13 |
114-22 |
114-10 |
| S2 |
111-26 |
111-26 |
114-12 |
|
| S3 |
108-13 |
110-00 |
114-02 |
|
| S4 |
105-00 |
106-19 |
113-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-01 |
114-09 |
2-24 |
2.4% |
1-06 |
1.0% |
3% |
False |
True |
247,726 |
| 10 |
117-01 |
113-18 |
3-15 |
3.0% |
1-14 |
1.3% |
23% |
False |
False |
285,324 |
| 20 |
118-30 |
113-18 |
5-12 |
4.7% |
1-13 |
1.2% |
15% |
False |
False |
310,897 |
| 40 |
119-14 |
112-09 |
7-05 |
6.3% |
1-06 |
1.0% |
29% |
False |
False |
158,634 |
| 60 |
119-14 |
110-01 |
9-13 |
8.2% |
0-31 |
0.8% |
46% |
False |
False |
105,854 |
| 80 |
119-14 |
109-24 |
9-22 |
8.5% |
0-28 |
0.8% |
48% |
False |
False |
79,400 |
| 100 |
119-14 |
109-01 |
10-13 |
9.1% |
0-23 |
0.6% |
51% |
False |
False |
63,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-23 |
|
2.618 |
116-21 |
|
1.618 |
116-00 |
|
1.000 |
115-19 |
|
0.618 |
115-11 |
|
HIGH |
114-30 |
|
0.618 |
114-22 |
|
0.500 |
114-20 |
|
0.382 |
114-17 |
|
LOW |
114-09 |
|
0.618 |
113-28 |
|
1.000 |
113-20 |
|
1.618 |
113-07 |
|
2.618 |
112-18 |
|
4.250 |
111-16 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-20 |
115-21 |
| PP |
114-17 |
115-07 |
| S1 |
114-14 |
114-26 |
|