ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-05 |
115-31 |
-0-06 |
-0.2% |
114-21 |
| High |
116-14 |
116-29 |
0-15 |
0.4% |
115-22 |
| Low |
115-27 |
115-30 |
0-03 |
0.1% |
113-29 |
| Close |
116-09 |
116-16 |
0-07 |
0.2% |
115-18 |
| Range |
0-19 |
0-31 |
0-12 |
63.2% |
1-25 |
| ATR |
0-25 |
0-26 |
0-00 |
1.6% |
0-00 |
| Volume |
22,115 |
16,711 |
-5,404 |
-24.4% |
17,332 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-11 |
118-29 |
117-01 |
|
| R3 |
118-12 |
117-30 |
116-25 |
|
| R2 |
117-13 |
117-13 |
116-22 |
|
| R1 |
116-31 |
116-31 |
116-19 |
117-06 |
| PP |
116-14 |
116-14 |
116-14 |
116-18 |
| S1 |
116-00 |
116-00 |
116-13 |
116-07 |
| S2 |
115-15 |
115-15 |
116-10 |
|
| S3 |
114-16 |
115-01 |
116-07 |
|
| S4 |
113-17 |
114-02 |
115-31 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-13 |
119-24 |
116-17 |
|
| R3 |
118-20 |
117-31 |
116-02 |
|
| R2 |
116-27 |
116-27 |
115-28 |
|
| R1 |
116-06 |
116-06 |
115-23 |
116-16 |
| PP |
115-02 |
115-02 |
115-02 |
115-07 |
| S1 |
114-13 |
114-13 |
115-13 |
114-24 |
| S2 |
113-09 |
113-09 |
115-08 |
|
| S3 |
111-16 |
112-20 |
115-02 |
|
| S4 |
109-23 |
110-27 |
114-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-29 |
114-16 |
2-13 |
2.1% |
0-28 |
0.8% |
83% |
True |
False |
13,992 |
| 10 |
116-29 |
113-07 |
3-22 |
3.2% |
0-27 |
0.7% |
89% |
True |
False |
7,823 |
| 20 |
116-29 |
112-09 |
4-20 |
4.0% |
0-27 |
0.7% |
91% |
True |
False |
4,216 |
| 40 |
116-29 |
110-01 |
6-28 |
5.9% |
0-21 |
0.6% |
94% |
True |
False |
2,214 |
| 60 |
116-29 |
109-24 |
7-05 |
6.1% |
0-20 |
0.5% |
94% |
True |
False |
1,489 |
| 80 |
116-29 |
109-01 |
7-28 |
6.8% |
0-16 |
0.4% |
95% |
True |
False |
1,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-01 |
|
2.618 |
119-14 |
|
1.618 |
118-15 |
|
1.000 |
117-28 |
|
0.618 |
117-16 |
|
HIGH |
116-29 |
|
0.618 |
116-17 |
|
0.500 |
116-14 |
|
0.382 |
116-10 |
|
LOW |
115-30 |
|
0.618 |
115-11 |
|
1.000 |
114-31 |
|
1.618 |
114-12 |
|
2.618 |
113-13 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-15 |
116-12 |
| PP |
116-14 |
116-07 |
| S1 |
116-14 |
116-03 |
|