ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-00 |
113-16 |
-0-16 |
-0.4% |
112-23 |
| High |
114-02 |
113-25 |
-0-09 |
-0.2% |
116-12 |
| Low |
113-25 |
112-29 |
-0-28 |
-0.8% |
112-21 |
| Close |
113-25 |
112-29 |
-0-28 |
-0.8% |
114-13 |
| Range |
0-09 |
0-28 |
0-19 |
211.1% |
3-23 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.6% |
0-00 |
| Volume |
41,425 |
84,332 |
42,907 |
103.6% |
1,249,797 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-26 |
115-08 |
113-12 |
|
| R3 |
114-30 |
114-12 |
113-05 |
|
| R2 |
114-02 |
114-02 |
113-02 |
|
| R1 |
113-16 |
113-16 |
113-00 |
113-11 |
| PP |
113-06 |
113-06 |
113-06 |
113-04 |
| S1 |
112-20 |
112-20 |
112-26 |
112-15 |
| S2 |
112-10 |
112-10 |
112-24 |
|
| S3 |
111-14 |
111-24 |
112-21 |
|
| S4 |
110-18 |
110-28 |
112-14 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-20 |
123-24 |
116-14 |
|
| R3 |
121-29 |
120-01 |
115-14 |
|
| R2 |
118-06 |
118-06 |
115-03 |
|
| R1 |
116-10 |
116-10 |
114-24 |
117-08 |
| PP |
114-15 |
114-15 |
114-15 |
114-30 |
| S1 |
112-19 |
112-19 |
114-02 |
113-17 |
| S2 |
110-24 |
110-24 |
113-23 |
|
| S3 |
107-01 |
108-28 |
113-12 |
|
| S4 |
103-10 |
105-05 |
112-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-16 |
|
2.618 |
116-02 |
|
1.618 |
115-06 |
|
1.000 |
114-21 |
|
0.618 |
114-10 |
|
HIGH |
113-25 |
|
0.618 |
113-14 |
|
0.500 |
113-11 |
|
0.382 |
113-08 |
|
LOW |
112-29 |
|
0.618 |
112-12 |
|
1.000 |
112-01 |
|
1.618 |
111-16 |
|
2.618 |
110-20 |
|
4.250 |
109-06 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-11 |
114-06 |
| PP |
113-06 |
113-25 |
| S1 |
113-02 |
113-11 |
|