ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
116-08 |
0-02 |
0.1% |
115-25 |
| High |
116-06 |
118-06 |
2-00 |
1.7% |
116-06 |
| Low |
116-06 |
116-08 |
0-02 |
0.1% |
115-19 |
| Close |
116-06 |
118-06 |
2-00 |
1.7% |
116-06 |
| Range |
0-00 |
1-30 |
1-30 |
|
0-19 |
| ATR |
0-15 |
0-19 |
0-03 |
22.8% |
0-00 |
| Volume |
106,966 |
679,748 |
572,782 |
535.5% |
1,194,166 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
122-23 |
119-08 |
|
| R3 |
121-13 |
120-25 |
118-23 |
|
| R2 |
119-15 |
119-15 |
118-17 |
|
| R1 |
118-27 |
118-27 |
118-12 |
119-05 |
| PP |
117-17 |
117-17 |
117-17 |
117-22 |
| S1 |
116-29 |
116-29 |
118-00 |
117-07 |
| S2 |
115-19 |
115-19 |
117-27 |
|
| S3 |
113-21 |
114-31 |
117-21 |
|
| S4 |
111-23 |
113-01 |
117-04 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-25 |
117-18 |
116-16 |
|
| R3 |
117-06 |
116-31 |
116-11 |
|
| R2 |
116-19 |
116-19 |
116-09 |
|
| R1 |
116-12 |
116-12 |
116-08 |
116-16 |
| PP |
116-00 |
116-00 |
116-00 |
116-01 |
| S1 |
115-25 |
115-25 |
116-04 |
115-28 |
| S2 |
115-13 |
115-13 |
116-03 |
|
| S3 |
114-26 |
115-06 |
116-01 |
|
| S4 |
114-07 |
114-19 |
115-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-14 |
|
2.618 |
123-08 |
|
1.618 |
121-10 |
|
1.000 |
120-04 |
|
0.618 |
119-12 |
|
HIGH |
118-06 |
|
0.618 |
117-14 |
|
0.500 |
117-07 |
|
0.382 |
117-00 |
|
LOW |
116-08 |
|
0.618 |
115-02 |
|
1.000 |
114-10 |
|
1.618 |
113-04 |
|
2.618 |
111-06 |
|
4.250 |
108-00 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-26 |
| PP |
117-17 |
117-13 |
| S1 |
117-07 |
117-00 |
|