ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-03 |
115-16 |
-0-19 |
-0.5% |
116-07 |
| High |
116-05 |
115-16 |
-0-21 |
-0.6% |
117-25 |
| Low |
115-26 |
114-00 |
-1-26 |
-1.6% |
114-00 |
| Close |
115-31 |
114-17 |
-1-14 |
-1.2% |
114-17 |
| Range |
0-11 |
1-16 |
1-05 |
336.4% |
3-25 |
| ATR |
0-27 |
0-29 |
0-03 |
9.8% |
0-00 |
| Volume |
419,367 |
448,027 |
28,660 |
6.8% |
2,065,768 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-06 |
118-11 |
115-11 |
|
| R3 |
117-22 |
116-27 |
114-30 |
|
| R2 |
116-06 |
116-06 |
114-26 |
|
| R1 |
115-11 |
115-11 |
114-21 |
115-00 |
| PP |
114-22 |
114-22 |
114-22 |
114-16 |
| S1 |
113-27 |
113-27 |
114-13 |
113-16 |
| S2 |
113-06 |
113-06 |
114-08 |
|
| S3 |
111-22 |
112-11 |
114-04 |
|
| S4 |
110-06 |
110-27 |
113-23 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-25 |
124-14 |
116-20 |
|
| R3 |
123-00 |
120-21 |
115-18 |
|
| R2 |
119-07 |
119-07 |
115-07 |
|
| R1 |
116-28 |
116-28 |
114-28 |
116-05 |
| PP |
115-14 |
115-14 |
115-14 |
115-02 |
| S1 |
113-03 |
113-03 |
114-06 |
112-12 |
| S2 |
111-21 |
111-21 |
113-27 |
|
| S3 |
107-28 |
109-10 |
113-16 |
|
| S4 |
104-03 |
105-17 |
112-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
119-14 |
|
1.618 |
117-30 |
|
1.000 |
117-00 |
|
0.618 |
116-14 |
|
HIGH |
115-16 |
|
0.618 |
114-30 |
|
0.500 |
114-24 |
|
0.382 |
114-18 |
|
LOW |
114-00 |
|
0.618 |
113-02 |
|
1.000 |
112-16 |
|
1.618 |
111-18 |
|
2.618 |
110-02 |
|
4.250 |
107-20 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-24 |
115-18 |
| PP |
114-22 |
115-07 |
| S1 |
114-19 |
114-28 |
|