ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113-15 |
113-25 |
0-10 |
0.3% |
114-00 |
| High |
114-08 |
115-10 |
1-02 |
0.9% |
115-10 |
| Low |
113-15 |
113-25 |
0-10 |
0.3% |
112-29 |
| Close |
113-26 |
115-02 |
1-08 |
1.1% |
115-02 |
| Range |
0-25 |
1-17 |
0-24 |
96.0% |
2-13 |
| ATR |
1-04 |
1-05 |
0-01 |
2.5% |
0-00 |
| Volume |
126,787 |
136,265 |
9,478 |
7.5% |
388,809 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-10 |
118-23 |
115-29 |
|
| R3 |
117-25 |
117-06 |
115-15 |
|
| R2 |
116-08 |
116-08 |
115-11 |
|
| R1 |
115-21 |
115-21 |
115-06 |
115-30 |
| PP |
114-23 |
114-23 |
114-23 |
114-28 |
| S1 |
114-04 |
114-04 |
114-30 |
114-14 |
| S2 |
113-06 |
113-06 |
114-25 |
|
| S3 |
111-21 |
112-19 |
114-21 |
|
| S4 |
110-04 |
111-02 |
114-07 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
120-24 |
116-12 |
|
| R3 |
119-08 |
118-11 |
115-23 |
|
| R2 |
116-27 |
116-27 |
115-16 |
|
| R1 |
115-30 |
115-30 |
115-09 |
116-12 |
| PP |
114-14 |
114-14 |
114-14 |
114-21 |
| S1 |
113-17 |
113-17 |
114-27 |
114-00 |
| S2 |
112-01 |
112-01 |
114-20 |
|
| S3 |
109-20 |
111-04 |
114-13 |
|
| S4 |
107-07 |
108-23 |
113-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-26 |
|
2.618 |
119-10 |
|
1.618 |
117-25 |
|
1.000 |
116-27 |
|
0.618 |
116-08 |
|
HIGH |
115-10 |
|
0.618 |
114-23 |
|
0.500 |
114-18 |
|
0.382 |
114-12 |
|
LOW |
113-25 |
|
0.618 |
112-27 |
|
1.000 |
112-08 |
|
1.618 |
111-10 |
|
2.618 |
109-25 |
|
4.250 |
107-09 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-28 |
114-24 |
| PP |
114-23 |
114-14 |
| S1 |
114-18 |
114-04 |
|