ECBOT 30 Year Treasury Bond Future March 2008
| 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 |
116-16 |
116-25 |
0-09 |
0.2% |
115-09 |
| High |
116-30 |
119-14 |
2-16 |
2.1% |
116-30 |
| Low |
115-26 |
116-18 |
0-24 |
0.6% |
115-09 |
| Close |
116-28 |
118-28 |
2-00 |
1.7% |
116-28 |
| Range |
1-04 |
2-28 |
1-24 |
155.6% |
1-21 |
| ATR |
0-26 |
0-31 |
0-05 |
17.7% |
0-00 |
| Volume |
34,668 |
10,122 |
-24,546 |
-70.8% |
89,346 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-29 |
125-25 |
120-15 |
|
| R3 |
124-01 |
122-29 |
119-21 |
|
| R2 |
121-05 |
121-05 |
119-13 |
|
| R1 |
120-01 |
120-01 |
119-04 |
120-19 |
| PP |
118-09 |
118-09 |
118-09 |
118-18 |
| S1 |
117-05 |
117-05 |
118-20 |
117-23 |
| S2 |
115-13 |
115-13 |
118-11 |
|
| S3 |
112-17 |
114-09 |
118-03 |
|
| S4 |
109-21 |
111-13 |
117-09 |
|
|
| 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 |
119-14 |
115-09 |
4-05 |
3.5% |
1-12 |
1.1% |
86% |
True |
False |
19,893 |
| 10 |
119-14 |
113-07 |
6-07 |
5.2% |
1-03 |
0.9% |
91% |
True |
False |
11,748 |
| 20 |
119-14 |
112-09 |
7-05 |
6.0% |
0-31 |
0.8% |
92% |
True |
False |
6,371 |
| 40 |
119-14 |
110-01 |
9-13 |
7.9% |
0-24 |
0.6% |
94% |
True |
False |
3,333 |
| 60 |
119-14 |
109-24 |
9-22 |
8.1% |
0-22 |
0.6% |
94% |
True |
False |
2,235 |
| 80 |
119-14 |
109-01 |
10-13 |
8.8% |
0-17 |
0.4% |
95% |
True |
False |
1,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-21 |
|
2.618 |
126-31 |
|
1.618 |
124-03 |
|
1.000 |
122-10 |
|
0.618 |
121-07 |
|
HIGH |
119-14 |
|
0.618 |
118-11 |
|
0.500 |
118-00 |
|
0.382 |
117-21 |
|
LOW |
116-18 |
|
0.618 |
114-25 |
|
1.000 |
113-22 |
|
1.618 |
111-29 |
|
2.618 |
109-01 |
|
4.250 |
104-11 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
118-19 |
118-15 |
| PP |
118-09 |
118-01 |
| S1 |
118-00 |
117-20 |
|