ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113-07 |
114-21 |
1-14 |
1.3% |
114-18 |
| High |
114-24 |
114-22 |
-0-02 |
-0.1% |
114-27 |
| Low |
113-07 |
114-07 |
1-00 |
0.9% |
113-07 |
| Close |
114-21 |
114-13 |
-0-08 |
-0.2% |
114-21 |
| Range |
1-17 |
0-15 |
-1-02 |
-69.4% |
1-20 |
| ATR |
0-26 |
0-25 |
-0-01 |
-3.0% |
0-00 |
| Volume |
686 |
0 |
-686 |
-100.0% |
7,837 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-27 |
115-19 |
114-21 |
|
| R3 |
115-12 |
115-04 |
114-17 |
|
| R2 |
114-29 |
114-29 |
114-16 |
|
| R1 |
114-21 |
114-21 |
114-14 |
114-18 |
| PP |
114-14 |
114-14 |
114-14 |
114-12 |
| S1 |
114-06 |
114-06 |
114-12 |
114-02 |
| S2 |
113-31 |
113-31 |
114-10 |
|
| S3 |
113-16 |
113-23 |
114-09 |
|
| S4 |
113-01 |
113-08 |
114-05 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-16 |
115-18 |
|
| R3 |
117-16 |
116-28 |
115-03 |
|
| R2 |
115-28 |
115-28 |
114-31 |
|
| R1 |
115-08 |
115-08 |
114-26 |
115-18 |
| PP |
114-08 |
114-08 |
114-08 |
114-12 |
| S1 |
113-20 |
113-20 |
114-16 |
113-30 |
| S2 |
112-20 |
112-20 |
114-11 |
|
| S3 |
111-00 |
112-00 |
114-07 |
|
| S4 |
109-12 |
110-12 |
113-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-24 |
113-07 |
1-17 |
1.3% |
0-26 |
0.7% |
78% |
False |
False |
1,417 |
| 10 |
114-27 |
112-09 |
2-18 |
2.2% |
0-30 |
0.8% |
83% |
False |
False |
1,021 |
| 20 |
114-27 |
110-17 |
4-10 |
3.8% |
0-26 |
0.7% |
90% |
False |
False |
703 |
| 40 |
114-27 |
109-24 |
5-03 |
4.5% |
0-21 |
0.6% |
91% |
False |
False |
426 |
| 60 |
114-27 |
109-01 |
5-26 |
5.1% |
0-17 |
0.5% |
92% |
False |
False |
289 |
| 80 |
114-27 |
108-08 |
6-19 |
5.8% |
0-14 |
0.4% |
93% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-22 |
|
2.618 |
115-29 |
|
1.618 |
115-14 |
|
1.000 |
115-05 |
|
0.618 |
114-31 |
|
HIGH |
114-22 |
|
0.618 |
114-16 |
|
0.500 |
114-14 |
|
0.382 |
114-13 |
|
LOW |
114-07 |
|
0.618 |
113-30 |
|
1.000 |
113-24 |
|
1.618 |
113-15 |
|
2.618 |
113-00 |
|
4.250 |
112-07 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-14 |
114-08 |
| PP |
114-14 |
114-04 |
| S1 |
114-14 |
114-00 |
|