ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-13 |
116-13 |
1-00 |
0.9% |
115-05 |
| High |
116-24 |
117-01 |
0-09 |
0.2% |
116-26 |
| Low |
115-04 |
116-02 |
0-30 |
0.8% |
113-18 |
| Close |
115-29 |
116-18 |
0-21 |
0.6% |
113-26 |
| Range |
1-20 |
0-31 |
-0-21 |
-40.4% |
3-08 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.3% |
0-00 |
| Volume |
267,659 |
338,393 |
70,734 |
26.4% |
1,808,650 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
118-31 |
117-03 |
|
| R3 |
118-16 |
118-00 |
116-27 |
|
| R2 |
117-17 |
117-17 |
116-24 |
|
| R1 |
117-01 |
117-01 |
116-21 |
117-09 |
| PP |
116-18 |
116-18 |
116-18 |
116-22 |
| S1 |
116-02 |
116-02 |
116-15 |
116-10 |
| S2 |
115-19 |
115-19 |
116-12 |
|
| S3 |
114-20 |
115-03 |
116-09 |
|
| S4 |
113-21 |
114-04 |
116-01 |
|
|
| 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 |
117-01 |
113-18 |
3-15 |
3.0% |
1-07 |
1.0% |
86% |
True |
False |
270,076 |
| 10 |
117-01 |
113-18 |
3-15 |
3.0% |
1-17 |
1.3% |
86% |
True |
False |
322,964 |
| 20 |
119-14 |
113-18 |
5-28 |
5.0% |
1-16 |
1.3% |
51% |
False |
False |
290,580 |
| 40 |
119-14 |
112-09 |
7-05 |
6.1% |
1-06 |
1.0% |
60% |
False |
False |
147,398 |
| 60 |
119-14 |
110-01 |
9-13 |
8.1% |
0-30 |
0.8% |
69% |
False |
False |
98,336 |
| 80 |
119-14 |
109-24 |
9-22 |
8.3% |
0-27 |
0.7% |
70% |
False |
False |
73,761 |
| 100 |
119-14 |
109-01 |
10-13 |
8.9% |
0-22 |
0.6% |
72% |
False |
False |
59,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-05 |
|
2.618 |
119-18 |
|
1.618 |
118-19 |
|
1.000 |
118-00 |
|
0.618 |
117-20 |
|
HIGH |
117-01 |
|
0.618 |
116-21 |
|
0.500 |
116-18 |
|
0.382 |
116-14 |
|
LOW |
116-02 |
|
0.618 |
115-15 |
|
1.000 |
115-03 |
|
1.618 |
114-16 |
|
2.618 |
113-17 |
|
4.250 |
111-30 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-18 |
116-09 |
| PP |
116-18 |
116-00 |
| S1 |
116-18 |
115-24 |
|