ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-04 |
113-24 |
-0-12 |
-0.3% |
115-05 |
| High |
114-14 |
115-00 |
0-18 |
0.5% |
116-26 |
| Low |
113-18 |
113-20 |
0-02 |
0.1% |
113-18 |
| Close |
113-26 |
114-11 |
0-17 |
0.5% |
113-26 |
| Range |
0-28 |
1-12 |
0-16 |
57.1% |
3-08 |
| ATR |
1-11 |
1-11 |
0-00 |
0.1% |
0-00 |
| Volume |
326,607 |
236,280 |
-90,327 |
-27.7% |
1,808,650 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-14 |
117-25 |
115-03 |
|
| R3 |
117-02 |
116-13 |
114-23 |
|
| R2 |
115-22 |
115-22 |
114-19 |
|
| R1 |
115-01 |
115-01 |
114-15 |
115-12 |
| PP |
114-10 |
114-10 |
114-10 |
114-16 |
| S1 |
113-21 |
113-21 |
114-07 |
114-00 |
| S2 |
112-30 |
112-30 |
114-03 |
|
| S3 |
111-18 |
112-09 |
113-31 |
|
| S4 |
110-06 |
110-29 |
113-19 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
122-13 |
115-19 |
|
| R3 |
121-07 |
119-05 |
114-23 |
|
| R2 |
117-31 |
117-31 |
114-13 |
|
| R1 |
115-29 |
115-29 |
114-04 |
115-10 |
| PP |
114-23 |
114-23 |
114-23 |
114-14 |
| S1 |
112-21 |
112-21 |
113-16 |
112-02 |
| S2 |
111-15 |
111-15 |
113-07 |
|
| S3 |
108-07 |
109-13 |
112-29 |
|
| S4 |
104-31 |
106-05 |
112-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-26 |
113-18 |
3-08 |
2.8% |
1-22 |
1.5% |
24% |
False |
False |
322,922 |
| 10 |
118-22 |
113-18 |
5-04 |
4.5% |
1-15 |
1.3% |
15% |
False |
False |
350,651 |
| 20 |
119-14 |
113-18 |
5-28 |
5.1% |
1-15 |
1.3% |
13% |
False |
False |
253,939 |
| 40 |
119-14 |
112-05 |
7-09 |
6.4% |
1-04 |
1.0% |
30% |
False |
False |
127,727 |
| 60 |
119-14 |
109-24 |
9-22 |
8.5% |
0-29 |
0.8% |
47% |
False |
False |
85,218 |
| 80 |
119-14 |
109-24 |
9-22 |
8.5% |
0-25 |
0.7% |
47% |
False |
False |
63,918 |
| 100 |
119-14 |
109-01 |
10-13 |
9.1% |
0-21 |
0.6% |
51% |
False |
False |
51,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-27 |
|
2.618 |
118-19 |
|
1.618 |
117-07 |
|
1.000 |
116-12 |
|
0.618 |
115-27 |
|
HIGH |
115-00 |
|
0.618 |
114-15 |
|
0.500 |
114-10 |
|
0.382 |
114-05 |
|
LOW |
113-20 |
|
0.618 |
112-25 |
|
1.000 |
112-08 |
|
1.618 |
111-13 |
|
2.618 |
110-01 |
|
4.250 |
107-25 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-11 |
114-24 |
| PP |
114-10 |
114-19 |
| S1 |
114-10 |
114-15 |
|