ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-18 |
115-05 |
-1-13 |
-1.2% |
117-14 |
| High |
116-24 |
115-28 |
-0-28 |
-0.7% |
118-22 |
| Low |
115-00 |
114-12 |
-0-20 |
-0.5% |
115-00 |
| Close |
115-05 |
114-24 |
-0-13 |
-0.4% |
115-05 |
| Range |
1-24 |
1-16 |
-0-08 |
-14.3% |
3-22 |
| ATR |
1-06 |
1-07 |
0-01 |
1.8% |
0-00 |
| Volume |
397,223 |
430,320 |
33,097 |
8.3% |
1,933,325 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
118-20 |
115-18 |
|
| R3 |
118-00 |
117-04 |
115-05 |
|
| R2 |
116-16 |
116-16 |
115-01 |
|
| R1 |
115-20 |
115-20 |
114-28 |
115-10 |
| PP |
115-00 |
115-00 |
115-00 |
114-27 |
| S1 |
114-04 |
114-04 |
114-20 |
113-26 |
| S2 |
113-16 |
113-16 |
114-15 |
|
| S3 |
112-00 |
112-20 |
114-11 |
|
| S4 |
110-16 |
111-04 |
113-30 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-11 |
124-30 |
117-06 |
|
| R3 |
123-21 |
121-08 |
116-05 |
|
| R2 |
119-31 |
119-31 |
115-27 |
|
| R1 |
117-18 |
117-18 |
115-16 |
116-30 |
| PP |
116-09 |
116-09 |
116-09 |
115-31 |
| S1 |
113-28 |
113-28 |
114-26 |
113-08 |
| S2 |
112-19 |
112-19 |
114-15 |
|
| S3 |
108-29 |
110-06 |
114-05 |
|
| S4 |
105-07 |
106-16 |
113-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-22 |
114-12 |
4-10 |
3.8% |
1-08 |
1.1% |
9% |
False |
True |
378,380 |
| 10 |
118-30 |
114-12 |
4-18 |
4.0% |
1-13 |
1.2% |
8% |
False |
True |
336,471 |
| 20 |
119-14 |
113-07 |
6-07 |
5.4% |
1-08 |
1.1% |
25% |
False |
False |
174,109 |
| 40 |
119-14 |
110-05 |
9-09 |
8.1% |
1-00 |
0.9% |
49% |
False |
False |
87,394 |
| 60 |
119-14 |
109-24 |
9-22 |
8.4% |
0-27 |
0.7% |
52% |
False |
False |
58,310 |
| 80 |
119-14 |
109-01 |
10-13 |
9.1% |
0-22 |
0.6% |
55% |
False |
False |
43,737 |
| 100 |
119-14 |
107-06 |
12-08 |
10.7% |
0-18 |
0.5% |
62% |
False |
False |
34,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
119-26 |
|
1.618 |
118-10 |
|
1.000 |
117-12 |
|
0.618 |
116-26 |
|
HIGH |
115-28 |
|
0.618 |
115-10 |
|
0.500 |
115-04 |
|
0.382 |
114-30 |
|
LOW |
114-12 |
|
0.618 |
113-14 |
|
1.000 |
112-28 |
|
1.618 |
111-30 |
|
2.618 |
110-14 |
|
4.250 |
108-00 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-04 |
115-25 |
| PP |
115-00 |
115-14 |
| S1 |
114-28 |
115-03 |
|