ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115-31 |
116-16 |
0-17 |
0.5% |
115-09 |
| High |
116-29 |
116-30 |
0-01 |
0.0% |
116-30 |
| Low |
115-30 |
115-26 |
-0-04 |
-0.1% |
115-09 |
| Close |
116-16 |
116-28 |
0-12 |
0.3% |
116-28 |
| Range |
0-31 |
1-04 |
0-05 |
16.1% |
1-21 |
| ATR |
0-26 |
0-26 |
0-01 |
2.8% |
0-00 |
| Volume |
16,711 |
34,668 |
17,957 |
107.5% |
89,346 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-29 |
119-17 |
117-16 |
|
| R3 |
118-25 |
118-13 |
117-06 |
|
| R2 |
117-21 |
117-21 |
117-03 |
|
| R1 |
117-09 |
117-09 |
116-31 |
117-15 |
| PP |
116-17 |
116-17 |
116-17 |
116-20 |
| S1 |
116-05 |
116-05 |
116-25 |
116-11 |
| S2 |
115-13 |
115-13 |
116-21 |
|
| S3 |
114-09 |
115-01 |
116-18 |
|
| S4 |
113-05 |
113-29 |
116-08 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-11 |
120-24 |
117-25 |
|
| R3 |
119-22 |
119-03 |
117-11 |
|
| R2 |
118-01 |
118-01 |
117-06 |
|
| R1 |
117-14 |
117-14 |
117-01 |
117-24 |
| PP |
116-12 |
116-12 |
116-12 |
116-16 |
| S1 |
115-25 |
115-25 |
116-23 |
116-02 |
| S2 |
114-23 |
114-23 |
116-18 |
|
| S3 |
113-02 |
114-04 |
116-13 |
|
| S4 |
111-13 |
112-15 |
115-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-30 |
115-05 |
1-25 |
1.5% |
0-29 |
0.8% |
96% |
True |
False |
19,822 |
| 10 |
116-30 |
113-07 |
3-23 |
3.2% |
0-28 |
0.7% |
98% |
True |
False |
10,864 |
| 20 |
116-30 |
112-09 |
4-21 |
4.0% |
0-27 |
0.7% |
99% |
True |
False |
5,918 |
| 40 |
116-30 |
110-01 |
6-29 |
5.9% |
0-22 |
0.6% |
99% |
True |
False |
3,080 |
| 60 |
116-30 |
109-24 |
7-06 |
6.1% |
0-20 |
0.5% |
99% |
True |
False |
2,066 |
| 80 |
116-30 |
109-01 |
7-29 |
6.8% |
0-16 |
0.4% |
99% |
True |
False |
1,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-23 |
|
2.618 |
119-28 |
|
1.618 |
118-24 |
|
1.000 |
118-02 |
|
0.618 |
117-20 |
|
HIGH |
116-30 |
|
0.618 |
116-16 |
|
0.500 |
116-12 |
|
0.382 |
116-08 |
|
LOW |
115-26 |
|
0.618 |
115-04 |
|
1.000 |
114-22 |
|
1.618 |
114-00 |
|
2.618 |
112-28 |
|
4.250 |
111-01 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-23 |
116-23 |
| PP |
116-17 |
116-17 |
| S1 |
116-12 |
116-12 |
|