ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-21 |
115-13 |
0-24 |
0.7% |
115-05 |
| High |
115-20 |
116-24 |
1-04 |
1.0% |
116-26 |
| Low |
114-14 |
115-04 |
0-22 |
0.6% |
113-18 |
| Close |
115-12 |
115-29 |
0-17 |
0.5% |
113-26 |
| Range |
1-06 |
1-20 |
0-14 |
36.8% |
3-08 |
| ATR |
1-11 |
1-12 |
0-01 |
1.5% |
0-00 |
| Volume |
181,444 |
267,659 |
86,215 |
47.5% |
1,808,650 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-26 |
119-31 |
116-26 |
|
| R3 |
119-06 |
118-11 |
116-11 |
|
| R2 |
117-18 |
117-18 |
116-07 |
|
| R1 |
116-23 |
116-23 |
116-02 |
117-04 |
| PP |
115-30 |
115-30 |
115-30 |
116-04 |
| S1 |
115-03 |
115-03 |
115-24 |
115-16 |
| S2 |
114-10 |
114-10 |
115-19 |
|
| S3 |
112-22 |
113-15 |
115-15 |
|
| S4 |
111-02 |
111-27 |
115-00 |
|
|
| 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 |
116-24 |
113-18 |
3-06 |
2.8% |
1-12 |
1.2% |
74% |
True |
False |
288,070 |
| 10 |
117-06 |
113-18 |
3-20 |
3.1% |
1-17 |
1.3% |
65% |
False |
False |
324,374 |
| 20 |
119-14 |
113-18 |
5-28 |
5.1% |
1-16 |
1.3% |
40% |
False |
False |
274,496 |
| 40 |
119-14 |
112-09 |
7-05 |
6.2% |
1-05 |
1.0% |
51% |
False |
False |
138,944 |
| 60 |
119-14 |
110-01 |
9-13 |
8.1% |
0-30 |
0.8% |
62% |
False |
False |
92,700 |
| 80 |
119-14 |
109-24 |
9-22 |
8.4% |
0-26 |
0.7% |
64% |
False |
False |
69,532 |
| 100 |
119-14 |
109-01 |
10-13 |
9.0% |
0-22 |
0.6% |
66% |
False |
False |
55,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-21 |
|
2.618 |
121-00 |
|
1.618 |
119-12 |
|
1.000 |
118-12 |
|
0.618 |
117-24 |
|
HIGH |
116-24 |
|
0.618 |
116-04 |
|
0.500 |
115-30 |
|
0.382 |
115-24 |
|
LOW |
115-04 |
|
0.618 |
114-04 |
|
1.000 |
113-16 |
|
1.618 |
112-16 |
|
2.618 |
110-28 |
|
4.250 |
108-07 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-30 |
115-21 |
| PP |
115-30 |
115-14 |
| S1 |
115-29 |
115-06 |
|