ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114-06 |
114-16 |
0-10 |
0.3% |
114-18 |
| High |
114-16 |
115-17 |
1-01 |
0.9% |
114-27 |
| Low |
113-29 |
114-16 |
0-19 |
0.5% |
113-07 |
| Close |
114-13 |
115-13 |
1-00 |
0.9% |
114-21 |
| Range |
0-19 |
1-01 |
0-14 |
73.7% |
1-20 |
| ATR |
0-25 |
0-25 |
0-01 |
3.3% |
0-00 |
| Volume |
2,047 |
5,518 |
3,471 |
169.6% |
7,837 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-08 |
117-27 |
115-31 |
|
| R3 |
117-07 |
116-26 |
115-22 |
|
| R2 |
116-06 |
116-06 |
115-19 |
|
| R1 |
115-25 |
115-25 |
115-16 |
116-00 |
| PP |
115-05 |
115-05 |
115-05 |
115-08 |
| S1 |
114-24 |
114-24 |
115-10 |
114-30 |
| S2 |
114-04 |
114-04 |
115-07 |
|
| S3 |
113-03 |
113-23 |
115-04 |
|
| S4 |
112-02 |
112-22 |
114-27 |
|
|
| 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 |
115-17 |
113-07 |
2-10 |
2.0% |
0-27 |
0.7% |
95% |
True |
False |
1,906 |
| 10 |
115-17 |
112-09 |
3-08 |
2.8% |
0-31 |
0.8% |
96% |
True |
False |
1,720 |
| 20 |
115-17 |
111-14 |
4-03 |
3.5% |
0-26 |
0.7% |
97% |
True |
False |
1,043 |
| 40 |
115-17 |
109-24 |
5-25 |
5.0% |
0-21 |
0.6% |
98% |
True |
False |
614 |
| 60 |
115-17 |
109-24 |
5-25 |
5.0% |
0-18 |
0.5% |
98% |
True |
False |
415 |
| 80 |
115-17 |
108-23 |
6-26 |
5.9% |
0-14 |
0.4% |
98% |
True |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-29 |
|
2.618 |
118-07 |
|
1.618 |
117-06 |
|
1.000 |
116-18 |
|
0.618 |
116-05 |
|
HIGH |
115-17 |
|
0.618 |
115-04 |
|
0.500 |
115-00 |
|
0.382 |
114-29 |
|
LOW |
114-16 |
|
0.618 |
113-28 |
|
1.000 |
113-15 |
|
1.618 |
112-27 |
|
2.618 |
111-26 |
|
4.250 |
110-04 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-09 |
115-06 |
| PP |
115-05 |
114-30 |
| S1 |
115-00 |
114-23 |
|