ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-05 |
114-22 |
-0-15 |
-0.4% |
117-14 |
| High |
115-28 |
116-26 |
0-30 |
0.8% |
118-22 |
| Low |
114-12 |
114-21 |
0-09 |
0.2% |
115-00 |
| Close |
114-24 |
116-15 |
1-23 |
1.5% |
115-05 |
| Range |
1-16 |
2-05 |
0-21 |
43.8% |
3-22 |
| ATR |
1-07 |
1-09 |
0-02 |
5.5% |
0-00 |
| Volume |
430,320 |
308,368 |
-121,952 |
-28.3% |
1,933,325 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-14 |
121-20 |
117-21 |
|
| R3 |
120-09 |
119-15 |
117-02 |
|
| R2 |
118-04 |
118-04 |
116-28 |
|
| R1 |
117-10 |
117-10 |
116-21 |
117-23 |
| PP |
115-31 |
115-31 |
115-31 |
116-06 |
| S1 |
115-05 |
115-05 |
116-09 |
115-18 |
| S2 |
113-26 |
113-26 |
116-02 |
|
| S3 |
111-21 |
113-00 |
115-28 |
|
| S4 |
109-16 |
110-27 |
115-09 |
|
|
| 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 |
118-03 |
114-12 |
3-23 |
3.2% |
1-15 |
1.3% |
56% |
False |
False |
370,202 |
| 10 |
118-22 |
114-12 |
4-10 |
3.7% |
1-14 |
1.2% |
49% |
False |
False |
354,897 |
| 20 |
119-14 |
113-29 |
5-17 |
4.7% |
1-09 |
1.1% |
46% |
False |
False |
189,493 |
| 40 |
119-14 |
110-05 |
9-09 |
8.0% |
1-01 |
0.9% |
68% |
False |
False |
95,102 |
| 60 |
119-14 |
109-24 |
9-22 |
8.3% |
0-28 |
0.7% |
69% |
False |
False |
63,449 |
| 80 |
119-14 |
109-01 |
10-13 |
8.9% |
0-23 |
0.6% |
71% |
False |
False |
47,591 |
| 100 |
119-14 |
108-08 |
11-06 |
9.6% |
0-19 |
0.5% |
73% |
False |
False |
38,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-31 |
|
2.618 |
122-15 |
|
1.618 |
120-10 |
|
1.000 |
118-31 |
|
0.618 |
118-05 |
|
HIGH |
116-26 |
|
0.618 |
116-00 |
|
0.500 |
115-24 |
|
0.382 |
115-15 |
|
LOW |
114-21 |
|
0.618 |
113-10 |
|
1.000 |
112-16 |
|
1.618 |
111-05 |
|
2.618 |
109-00 |
|
4.250 |
105-16 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-07 |
116-06 |
| PP |
115-31 |
115-28 |
| S1 |
115-24 |
115-19 |
|