ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-16 |
115-27 |
1-11 |
1.2% |
114-25 |
| High |
116-04 |
116-23 |
0-19 |
0.5% |
116-04 |
| Low |
114-10 |
115-25 |
1-15 |
1.3% |
113-13 |
| Close |
115-22 |
116-12 |
0-22 |
0.6% |
115-22 |
| Range |
1-26 |
0-30 |
-0-28 |
-48.3% |
2-23 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.7% |
0-00 |
| Volume |
126,607 |
136,238 |
9,631 |
7.6% |
448,418 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-03 |
118-22 |
116-28 |
|
| R3 |
118-05 |
117-24 |
116-20 |
|
| R2 |
117-07 |
117-07 |
116-18 |
|
| R1 |
116-26 |
116-26 |
116-15 |
117-00 |
| PP |
116-09 |
116-09 |
116-09 |
116-13 |
| S1 |
115-28 |
115-28 |
116-09 |
116-02 |
| S2 |
115-11 |
115-11 |
116-06 |
|
| S3 |
114-13 |
114-30 |
116-04 |
|
| S4 |
113-15 |
114-00 |
115-28 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-06 |
117-06 |
|
| R3 |
120-16 |
119-15 |
116-14 |
|
| R2 |
117-25 |
117-25 |
116-06 |
|
| R1 |
116-24 |
116-24 |
115-30 |
117-08 |
| PP |
115-02 |
115-02 |
115-02 |
115-11 |
| S1 |
114-01 |
114-01 |
115-14 |
114-18 |
| S2 |
112-11 |
112-11 |
115-06 |
|
| S3 |
109-20 |
111-10 |
114-30 |
|
| S4 |
106-29 |
108-19 |
114-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-23 |
113-13 |
3-10 |
2.8% |
1-06 |
1.0% |
90% |
True |
False |
116,931 |
| 10 |
117-01 |
113-13 |
3-20 |
3.1% |
1-08 |
1.1% |
82% |
False |
False |
186,338 |
| 20 |
118-22 |
113-13 |
5-09 |
4.5% |
1-11 |
1.2% |
56% |
False |
False |
280,267 |
| 40 |
119-14 |
112-09 |
7-05 |
6.1% |
1-08 |
1.1% |
57% |
False |
False |
168,321 |
| 60 |
119-14 |
110-01 |
9-13 |
8.1% |
1-01 |
0.9% |
67% |
False |
False |
112,325 |
| 80 |
119-14 |
109-24 |
9-22 |
8.3% |
0-29 |
0.8% |
68% |
False |
False |
84,256 |
| 100 |
119-14 |
109-01 |
10-13 |
8.9% |
0-24 |
0.6% |
71% |
False |
False |
67,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-22 |
|
2.618 |
119-06 |
|
1.618 |
118-08 |
|
1.000 |
117-21 |
|
0.618 |
117-10 |
|
HIGH |
116-23 |
|
0.618 |
116-12 |
|
0.500 |
116-08 |
|
0.382 |
116-04 |
|
LOW |
115-25 |
|
0.618 |
115-06 |
|
1.000 |
114-27 |
|
1.618 |
114-08 |
|
2.618 |
113-10 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-11 |
115-30 |
| PP |
116-09 |
115-17 |
| S1 |
116-08 |
115-04 |
|