ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113-25 |
115-00 |
1-07 |
1.1% |
116-07 |
| High |
116-01 |
115-10 |
-0-23 |
-0.6% |
117-25 |
| Low |
113-25 |
114-00 |
0-07 |
0.2% |
114-00 |
| Close |
115-27 |
115-01 |
-0-26 |
-0.7% |
114-17 |
| Range |
2-08 |
1-10 |
-0-30 |
-41.7% |
3-25 |
| ATR |
1-02 |
1-03 |
0-02 |
5.4% |
0-00 |
| Volume |
325,382 |
432,485 |
107,103 |
32.9% |
2,065,768 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-23 |
118-06 |
115-24 |
|
| R3 |
117-13 |
116-28 |
115-13 |
|
| R2 |
116-03 |
116-03 |
115-09 |
|
| R1 |
115-18 |
115-18 |
115-05 |
115-26 |
| PP |
114-25 |
114-25 |
114-25 |
114-29 |
| S1 |
114-08 |
114-08 |
114-29 |
114-16 |
| S2 |
113-15 |
113-15 |
114-25 |
|
| S3 |
112-05 |
112-30 |
114-21 |
|
| S4 |
110-27 |
111-20 |
114-10 |
|
|
| 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 |
120-28 |
|
2.618 |
118-24 |
|
1.618 |
117-14 |
|
1.000 |
116-20 |
|
0.618 |
116-04 |
|
HIGH |
115-10 |
|
0.618 |
114-26 |
|
0.500 |
114-21 |
|
0.382 |
114-16 |
|
LOW |
114-00 |
|
0.618 |
113-06 |
|
1.000 |
112-22 |
|
1.618 |
111-28 |
|
2.618 |
110-18 |
|
4.250 |
108-14 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-29 |
114-30 |
| PP |
114-25 |
114-27 |
| S1 |
114-21 |
114-24 |
|