ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-07 |
117-19 |
1-12 |
1.2% |
116-08 |
| High |
117-25 |
117-25 |
0-00 |
0.0% |
118-06 |
| Low |
116-07 |
117-13 |
1-06 |
1.0% |
116-00 |
| Close |
117-12 |
117-13 |
0-01 |
0.0% |
116-17 |
| Range |
1-18 |
0-12 |
-1-06 |
-76.0% |
2-06 |
| ATR |
0-26 |
0-25 |
-0-01 |
-3.6% |
0-00 |
| Volume |
419,328 |
401,059 |
-18,269 |
-4.4% |
4,280,715 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-21 |
118-13 |
117-20 |
|
| R3 |
118-09 |
118-01 |
117-16 |
|
| R2 |
117-29 |
117-29 |
117-15 |
|
| R1 |
117-21 |
117-21 |
117-14 |
117-19 |
| PP |
117-17 |
117-17 |
117-17 |
117-16 |
| S1 |
117-09 |
117-09 |
117-12 |
117-07 |
| S2 |
117-05 |
117-05 |
117-11 |
|
| S3 |
116-25 |
116-29 |
117-10 |
|
| S4 |
116-13 |
116-17 |
117-06 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-06 |
117-24 |
|
| R3 |
121-09 |
120-00 |
117-04 |
|
| R2 |
119-03 |
119-03 |
116-30 |
|
| R1 |
117-26 |
117-26 |
116-23 |
118-14 |
| PP |
116-29 |
116-29 |
116-29 |
117-07 |
| S1 |
115-20 |
115-20 |
116-11 |
116-08 |
| S2 |
114-23 |
114-23 |
116-04 |
|
| S3 |
112-17 |
113-14 |
115-30 |
|
| S4 |
110-11 |
111-08 |
115-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-12 |
|
2.618 |
118-24 |
|
1.618 |
118-12 |
|
1.000 |
118-05 |
|
0.618 |
118-00 |
|
HIGH |
117-25 |
|
0.618 |
117-20 |
|
0.500 |
117-19 |
|
0.382 |
117-18 |
|
LOW |
117-13 |
|
0.618 |
117-06 |
|
1.000 |
117-01 |
|
1.618 |
116-26 |
|
2.618 |
116-14 |
|
4.250 |
115-26 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-19 |
117-08 |
| PP |
117-17 |
117-02 |
| S1 |
117-15 |
116-28 |
|