ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
115-17 |
-1-03 |
-0.9% |
117-14 |
| High |
116-20 |
115-29 |
-0-23 |
-0.6% |
118-22 |
| Low |
114-16 |
114-02 |
-0-14 |
-0.4% |
115-00 |
| Close |
115-21 |
114-16 |
-1-05 |
-1.0% |
115-05 |
| Range |
2-04 |
1-27 |
-0-09 |
-13.2% |
3-22 |
| ATR |
1-11 |
1-12 |
0-01 |
2.6% |
0-00 |
| Volume |
314,992 |
428,363 |
113,371 |
36.0% |
1,933,325 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-11 |
119-09 |
115-16 |
|
| R3 |
118-16 |
117-14 |
115-00 |
|
| R2 |
116-21 |
116-21 |
114-27 |
|
| R1 |
115-19 |
115-19 |
114-21 |
115-06 |
| PP |
114-26 |
114-26 |
114-26 |
114-20 |
| S1 |
113-24 |
113-24 |
114-11 |
113-12 |
| S2 |
112-31 |
112-31 |
114-05 |
|
| S3 |
111-04 |
111-29 |
114-00 |
|
| S4 |
109-09 |
110-02 |
113-16 |
|
|
| 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 |
116-26 |
114-02 |
2-24 |
2.4% |
1-28 |
1.6% |
16% |
False |
True |
375,853 |
| 10 |
118-22 |
114-02 |
4-20 |
4.0% |
1-17 |
1.3% |
9% |
False |
True |
379,587 |
| 20 |
119-14 |
114-02 |
5-12 |
4.7% |
1-14 |
1.2% |
8% |
False |
True |
226,559 |
| 40 |
119-14 |
110-20 |
8-26 |
7.7% |
1-04 |
1.0% |
44% |
False |
False |
113,667 |
| 60 |
119-14 |
109-24 |
9-22 |
8.5% |
0-29 |
0.8% |
49% |
False |
False |
75,838 |
| 80 |
119-14 |
109-24 |
9-22 |
8.5% |
0-24 |
0.7% |
49% |
False |
False |
56,882 |
| 100 |
119-14 |
108-08 |
11-06 |
9.8% |
0-20 |
0.6% |
56% |
False |
False |
45,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
120-23 |
|
1.618 |
118-28 |
|
1.000 |
117-24 |
|
0.618 |
117-01 |
|
HIGH |
115-29 |
|
0.618 |
115-06 |
|
0.500 |
115-00 |
|
0.382 |
114-25 |
|
LOW |
114-02 |
|
0.618 |
112-30 |
|
1.000 |
112-07 |
|
1.618 |
111-03 |
|
2.618 |
109-08 |
|
4.250 |
106-07 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-00 |
115-14 |
| PP |
114-26 |
115-04 |
| S1 |
114-21 |
114-26 |
|