ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113-25 |
115-16 |
1-23 |
1.5% |
114-00 |
| High |
115-10 |
116-09 |
0-31 |
0.8% |
115-10 |
| Low |
113-25 |
115-16 |
1-23 |
1.5% |
112-29 |
| Close |
115-02 |
115-24 |
0-22 |
0.6% |
115-02 |
| Range |
1-17 |
0-25 |
-0-24 |
-49.0% |
2-13 |
| ATR |
1-05 |
1-05 |
0-00 |
0.3% |
0-00 |
| Volume |
136,265 |
89,003 |
-47,262 |
-34.7% |
388,809 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-06 |
117-24 |
116-06 |
|
| R3 |
117-13 |
116-31 |
115-31 |
|
| R2 |
116-20 |
116-20 |
115-29 |
|
| R1 |
116-06 |
116-06 |
115-26 |
116-13 |
| PP |
115-27 |
115-27 |
115-27 |
115-30 |
| S1 |
115-13 |
115-13 |
115-22 |
115-20 |
| S2 |
115-02 |
115-02 |
115-19 |
|
| S3 |
114-09 |
114-20 |
115-17 |
|
| S4 |
113-16 |
113-27 |
115-10 |
|
|
| 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 |
119-19 |
|
2.618 |
118-10 |
|
1.618 |
117-17 |
|
1.000 |
117-02 |
|
0.618 |
116-24 |
|
HIGH |
116-09 |
|
0.618 |
115-31 |
|
0.500 |
115-28 |
|
0.382 |
115-26 |
|
LOW |
115-16 |
|
0.618 |
115-01 |
|
1.000 |
114-23 |
|
1.618 |
114-08 |
|
2.618 |
113-15 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
115-15 |
| PP |
115-27 |
115-05 |
| S1 |
115-26 |
114-28 |
|