ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-25 |
114-12 |
-0-13 |
-0.4% |
113-24 |
| High |
114-30 |
114-23 |
-0-07 |
-0.2% |
117-01 |
| Low |
114-09 |
113-13 |
-0-28 |
-0.8% |
113-20 |
| Close |
114-12 |
113-17 |
-0-27 |
-0.7% |
115-00 |
| Range |
0-21 |
1-10 |
0-21 |
100.0% |
3-13 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.1% |
0-00 |
| Volume |
196,189 |
41,418 |
-154,771 |
-78.9% |
1,278,724 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-26 |
117-00 |
114-08 |
|
| R3 |
116-16 |
115-22 |
113-29 |
|
| R2 |
115-06 |
115-06 |
113-25 |
|
| R1 |
114-12 |
114-12 |
113-21 |
114-04 |
| PP |
113-28 |
113-28 |
113-28 |
113-24 |
| S1 |
113-02 |
113-02 |
113-13 |
112-26 |
| S2 |
112-18 |
112-18 |
113-09 |
|
| S3 |
111-08 |
111-24 |
113-05 |
|
| S4 |
109-30 |
110-14 |
112-26 |
|
|
| 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 |
113-13 |
3-20 |
3.2% |
1-07 |
1.1% |
3% |
False |
True |
219,721 |
| 10 |
117-01 |
113-13 |
3-20 |
3.2% |
1-11 |
1.2% |
3% |
False |
True |
258,629 |
| 20 |
118-22 |
113-13 |
5-09 |
4.7% |
1-12 |
1.2% |
2% |
False |
True |
306,763 |
| 40 |
119-14 |
112-09 |
7-05 |
6.3% |
1-07 |
1.1% |
17% |
False |
False |
159,667 |
| 60 |
119-14 |
110-01 |
9-13 |
8.3% |
0-31 |
0.9% |
37% |
False |
False |
106,544 |
| 80 |
119-14 |
109-24 |
9-22 |
8.5% |
0-28 |
0.8% |
39% |
False |
False |
79,918 |
| 100 |
119-14 |
109-01 |
10-13 |
9.2% |
0-23 |
0.6% |
43% |
False |
False |
63,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-10 |
|
2.618 |
118-05 |
|
1.618 |
116-27 |
|
1.000 |
116-01 |
|
0.618 |
115-17 |
|
HIGH |
114-23 |
|
0.618 |
114-07 |
|
0.500 |
114-02 |
|
0.382 |
113-29 |
|
LOW |
113-13 |
|
0.618 |
112-19 |
|
1.000 |
112-03 |
|
1.618 |
111-09 |
|
2.618 |
109-31 |
|
4.250 |
107-26 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-02 |
114-27 |
| PP |
113-28 |
114-13 |
| S1 |
113-23 |
113-31 |
|