ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-04 |
116-03 |
-1-01 |
-0.9% |
116-08 |
| High |
117-04 |
116-05 |
-0-31 |
-0.8% |
118-06 |
| Low |
116-16 |
115-26 |
-0-22 |
-0.6% |
116-00 |
| Close |
117-01 |
115-31 |
-1-02 |
-0.9% |
116-17 |
| Range |
0-20 |
0-11 |
-0-09 |
-45.0% |
2-06 |
| ATR |
0-26 |
0-27 |
0-01 |
3.7% |
0-00 |
| Volume |
377,987 |
419,367 |
41,380 |
10.9% |
4,280,715 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-00 |
116-27 |
116-05 |
|
| R3 |
116-21 |
116-16 |
116-02 |
|
| R2 |
116-10 |
116-10 |
116-01 |
|
| R1 |
116-05 |
116-05 |
116-00 |
116-02 |
| PP |
115-31 |
115-31 |
115-31 |
115-30 |
| S1 |
115-26 |
115-26 |
115-30 |
115-23 |
| S2 |
115-20 |
115-20 |
115-29 |
|
| S3 |
115-09 |
115-15 |
115-28 |
|
| S4 |
114-30 |
115-04 |
115-25 |
|
|
| 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 |
117-20 |
|
2.618 |
117-02 |
|
1.618 |
116-23 |
|
1.000 |
116-16 |
|
0.618 |
116-12 |
|
HIGH |
116-05 |
|
0.618 |
116-01 |
|
0.500 |
116-00 |
|
0.382 |
115-30 |
|
LOW |
115-26 |
|
0.618 |
115-19 |
|
1.000 |
115-15 |
|
1.618 |
115-08 |
|
2.618 |
114-29 |
|
4.250 |
114-11 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
116-26 |
| PP |
115-31 |
116-17 |
| S1 |
115-31 |
116-08 |
|