ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
114-16 |
-0-16 |
-0.4% |
116-07 |
| High |
115-10 |
114-16 |
-0-26 |
-0.7% |
117-25 |
| Low |
114-00 |
113-16 |
-0-16 |
-0.4% |
114-00 |
| Close |
115-01 |
113-27 |
-1-06 |
-1.0% |
114-17 |
| Range |
1-10 |
1-00 |
-0-10 |
-23.8% |
3-25 |
| ATR |
1-03 |
1-04 |
0-01 |
2.7% |
0-00 |
| Volume |
432,485 |
328,828 |
-103,657 |
-24.0% |
2,065,768 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-30 |
116-13 |
114-13 |
|
| R3 |
115-30 |
115-13 |
114-04 |
|
| R2 |
114-30 |
114-30 |
114-01 |
|
| R1 |
114-13 |
114-13 |
113-30 |
114-06 |
| PP |
113-30 |
113-30 |
113-30 |
113-27 |
| S1 |
113-13 |
113-13 |
113-24 |
113-06 |
| S2 |
112-30 |
112-30 |
113-21 |
|
| S3 |
111-30 |
112-13 |
113-18 |
|
| S4 |
110-30 |
111-13 |
113-09 |
|
|
| 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 |
118-24 |
|
2.618 |
117-04 |
|
1.618 |
116-04 |
|
1.000 |
115-16 |
|
0.618 |
115-04 |
|
HIGH |
114-16 |
|
0.618 |
114-04 |
|
0.500 |
114-00 |
|
0.382 |
113-28 |
|
LOW |
113-16 |
|
0.618 |
112-28 |
|
1.000 |
112-16 |
|
1.618 |
111-28 |
|
2.618 |
110-28 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-00 |
114-24 |
| PP |
113-30 |
114-15 |
| S1 |
113-29 |
114-05 |
|