ECBOT 30 Year Treasury Bond Future December 2007
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-17 |
116-25 |
0-08 |
0.2% |
115-08 |
| High |
116-31 |
119-12 |
2-13 |
2.1% |
116-31 |
| Low |
116-11 |
116-17 |
0-06 |
0.2% |
115-06 |
| Close |
116-28 |
118-25 |
1-29 |
1.6% |
116-28 |
| Range |
0-20 |
2-27 |
2-07 |
355.0% |
1-25 |
| ATR |
0-29 |
1-01 |
0-04 |
15.3% |
0-00 |
| Volume |
253,656 |
96,839 |
-156,817 |
-61.8% |
1,393,563 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-24 |
125-20 |
120-11 |
|
| R3 |
123-29 |
122-25 |
119-18 |
|
| R2 |
121-02 |
121-02 |
119-10 |
|
| R1 |
119-30 |
119-30 |
119-01 |
120-16 |
| PP |
118-07 |
118-07 |
118-07 |
118-16 |
| S1 |
117-03 |
117-03 |
118-17 |
117-21 |
| S2 |
115-12 |
115-12 |
118-08 |
|
| S3 |
112-17 |
114-08 |
118-00 |
|
| S4 |
109-22 |
111-13 |
117-07 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-22 |
121-02 |
117-27 |
|
| R3 |
119-29 |
119-09 |
117-12 |
|
| R2 |
118-04 |
118-04 |
117-06 |
|
| R1 |
117-16 |
117-16 |
117-01 |
117-26 |
| PP |
116-11 |
116-11 |
116-11 |
116-16 |
| S1 |
115-23 |
115-23 |
116-23 |
116-01 |
| S2 |
114-18 |
114-18 |
116-18 |
|
| S3 |
112-25 |
113-30 |
116-12 |
|
| S4 |
111-00 |
112-05 |
115-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-12 |
115-06 |
4-06 |
3.5% |
1-09 |
1.1% |
86% |
True |
False |
298,080 |
| 10 |
119-12 |
113-23 |
5-21 |
4.8% |
1-02 |
0.9% |
90% |
True |
False |
257,426 |
| 20 |
119-12 |
112-07 |
7-05 |
6.0% |
1-01 |
0.9% |
92% |
True |
False |
318,347 |
| 40 |
119-12 |
110-02 |
9-10 |
7.8% |
0-31 |
0.8% |
94% |
True |
False |
313,156 |
| 60 |
119-12 |
109-29 |
9-15 |
8.0% |
0-31 |
0.8% |
94% |
True |
False |
314,584 |
| 80 |
119-12 |
108-21 |
10-23 |
9.0% |
0-30 |
0.8% |
94% |
True |
False |
244,589 |
| 100 |
119-12 |
105-30 |
13-14 |
11.3% |
0-29 |
0.8% |
96% |
True |
False |
195,785 |
| 120 |
119-12 |
104-18 |
14-26 |
12.5% |
0-27 |
0.7% |
96% |
True |
False |
163,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-15 |
|
2.618 |
126-26 |
|
1.618 |
123-31 |
|
1.000 |
122-07 |
|
0.618 |
121-04 |
|
HIGH |
119-12 |
|
0.618 |
118-09 |
|
0.500 |
117-30 |
|
0.382 |
117-20 |
|
LOW |
116-17 |
|
0.618 |
114-25 |
|
1.000 |
113-22 |
|
1.618 |
111-30 |
|
2.618 |
109-03 |
|
4.250 |
104-14 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
118-16 |
118-13 |
| PP |
118-07 |
118-01 |
| S1 |
117-30 |
117-21 |
|