ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-17 |
115-17 |
1-00 |
0.9% |
113-29 |
| High |
115-18 |
115-24 |
0-06 |
0.2% |
115-24 |
| Low |
114-08 |
115-04 |
0-28 |
0.8% |
113-23 |
| Close |
115-13 |
115-18 |
0-05 |
0.1% |
115-18 |
| Range |
1-10 |
0-20 |
-0-22 |
-52.4% |
2-01 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.4% |
0-00 |
| Volume |
367,378 |
421,815 |
54,437 |
14.8% |
1,083,866 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-11 |
117-03 |
115-29 |
|
| R3 |
116-23 |
116-15 |
115-24 |
|
| R2 |
116-03 |
116-03 |
115-22 |
|
| R1 |
115-27 |
115-27 |
115-20 |
115-31 |
| PP |
115-15 |
115-15 |
115-15 |
115-18 |
| S1 |
115-07 |
115-07 |
115-16 |
115-11 |
| S2 |
114-27 |
114-27 |
115-14 |
|
| S3 |
114-07 |
114-19 |
115-12 |
|
| S4 |
113-19 |
113-31 |
115-07 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-12 |
116-22 |
|
| R3 |
119-02 |
118-11 |
116-04 |
|
| R2 |
117-01 |
117-01 |
115-30 |
|
| R1 |
116-10 |
116-10 |
115-24 |
116-22 |
| PP |
115-00 |
115-00 |
115-00 |
115-06 |
| S1 |
114-09 |
114-09 |
115-12 |
114-20 |
| S2 |
112-31 |
112-31 |
115-06 |
|
| S3 |
110-30 |
112-08 |
115-00 |
|
| S4 |
108-29 |
110-07 |
114-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-24 |
113-23 |
2-01 |
1.8% |
0-28 |
0.7% |
91% |
True |
False |
216,773 |
| 10 |
115-24 |
113-13 |
2-11 |
2.0% |
0-28 |
0.7% |
92% |
True |
False |
331,722 |
| 20 |
115-24 |
112-07 |
3-17 |
3.1% |
0-29 |
0.8% |
95% |
True |
False |
336,088 |
| 40 |
115-24 |
110-02 |
5-22 |
4.9% |
0-29 |
0.8% |
97% |
True |
False |
312,945 |
| 60 |
115-24 |
109-29 |
5-27 |
5.1% |
0-29 |
0.8% |
97% |
True |
False |
300,626 |
| 80 |
115-24 |
108-21 |
7-03 |
6.1% |
0-29 |
0.8% |
97% |
True |
False |
226,035 |
| 100 |
115-24 |
105-30 |
9-26 |
8.5% |
0-28 |
0.7% |
98% |
True |
False |
180,916 |
| 120 |
115-24 |
104-18 |
11-06 |
9.7% |
0-26 |
0.7% |
98% |
True |
False |
150,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-13 |
|
2.618 |
117-12 |
|
1.618 |
116-24 |
|
1.000 |
116-12 |
|
0.618 |
116-04 |
|
HIGH |
115-24 |
|
0.618 |
115-16 |
|
0.500 |
115-14 |
|
0.382 |
115-12 |
|
LOW |
115-04 |
|
0.618 |
114-24 |
|
1.000 |
114-16 |
|
1.618 |
114-04 |
|
2.618 |
113-16 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-17 |
115-10 |
| PP |
115-15 |
115-01 |
| S1 |
115-14 |
114-25 |
|