ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113-16 |
113-15 |
-0-01 |
0.0% |
112-23 |
| High |
113-25 |
114-08 |
0-15 |
0.4% |
116-12 |
| Low |
112-29 |
113-15 |
0-18 |
0.5% |
112-21 |
| Close |
112-29 |
113-26 |
0-29 |
0.8% |
114-13 |
| Range |
0-28 |
0-25 |
-0-03 |
-10.7% |
3-23 |
| ATR |
1-04 |
1-04 |
0-01 |
1.4% |
0-00 |
| Volume |
84,332 |
126,787 |
42,455 |
50.3% |
1,249,797 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-06 |
115-25 |
114-08 |
|
| R3 |
115-13 |
115-00 |
114-01 |
|
| R2 |
114-20 |
114-20 |
113-31 |
|
| R1 |
114-07 |
114-07 |
113-28 |
114-14 |
| PP |
113-27 |
113-27 |
113-27 |
113-30 |
| S1 |
113-14 |
113-14 |
113-24 |
113-20 |
| S2 |
113-02 |
113-02 |
113-21 |
|
| S3 |
112-09 |
112-21 |
113-19 |
|
| S4 |
111-16 |
111-28 |
113-12 |
|
|
| 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 |
117-18 |
|
2.618 |
116-09 |
|
1.618 |
115-16 |
|
1.000 |
115-01 |
|
0.618 |
114-23 |
|
HIGH |
114-08 |
|
0.618 |
113-30 |
|
0.500 |
113-28 |
|
0.382 |
113-25 |
|
LOW |
113-15 |
|
0.618 |
113-00 |
|
1.000 |
112-22 |
|
1.618 |
112-07 |
|
2.618 |
111-14 |
|
4.250 |
110-05 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
113-24 |
| PP |
113-27 |
113-21 |
| S1 |
113-26 |
113-18 |
|