ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
116-13 |
116-07 |
-0-06 |
-0.2% |
113-24 |
| High |
117-01 |
116-09 |
-0-24 |
-0.6% |
117-01 |
| Low |
116-02 |
114-25 |
-1-09 |
-1.1% |
113-20 |
| Close |
116-18 |
115-00 |
-1-18 |
-1.3% |
115-00 |
| Range |
0-31 |
1-16 |
0-17 |
54.8% |
3-13 |
| ATR |
1-11 |
1-12 |
0-01 |
2.3% |
0-00 |
| Volume |
338,393 |
254,948 |
-83,445 |
-24.7% |
1,278,724 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-27 |
118-30 |
115-26 |
|
| R3 |
118-11 |
117-14 |
115-13 |
|
| R2 |
116-27 |
116-27 |
115-09 |
|
| R1 |
115-30 |
115-30 |
115-04 |
115-20 |
| PP |
115-11 |
115-11 |
115-11 |
115-07 |
| S1 |
114-14 |
114-14 |
114-28 |
114-04 |
| S2 |
113-27 |
113-27 |
114-23 |
|
| S3 |
112-11 |
112-30 |
114-19 |
|
| S4 |
110-27 |
111-14 |
114-06 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-14 |
123-20 |
116-28 |
|
| R3 |
122-01 |
120-07 |
115-30 |
|
| R2 |
118-20 |
118-20 |
115-20 |
|
| R1 |
116-26 |
116-26 |
115-10 |
117-23 |
| PP |
115-07 |
115-07 |
115-07 |
115-22 |
| S1 |
113-13 |
113-13 |
114-22 |
114-10 |
| S2 |
111-26 |
111-26 |
114-12 |
|
| S3 |
108-13 |
110-00 |
114-02 |
|
| S4 |
105-00 |
106-19 |
113-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-01 |
113-20 |
3-13 |
3.0% |
1-11 |
1.2% |
40% |
False |
False |
255,744 |
| 10 |
117-01 |
113-18 |
3-15 |
3.0% |
1-16 |
1.3% |
41% |
False |
False |
308,737 |
| 20 |
119-14 |
113-18 |
5-28 |
5.1% |
1-17 |
1.3% |
24% |
False |
False |
301,594 |
| 40 |
119-14 |
112-09 |
7-05 |
6.2% |
1-06 |
1.0% |
38% |
False |
False |
153,756 |
| 60 |
119-14 |
110-01 |
9-13 |
8.2% |
0-31 |
0.8% |
53% |
False |
False |
102,585 |
| 80 |
119-14 |
109-24 |
9-22 |
8.4% |
0-27 |
0.7% |
54% |
False |
False |
76,948 |
| 100 |
119-14 |
109-01 |
10-13 |
9.0% |
0-22 |
0.6% |
57% |
False |
False |
61,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-21 |
|
2.618 |
120-07 |
|
1.618 |
118-23 |
|
1.000 |
117-25 |
|
0.618 |
117-07 |
|
HIGH |
116-09 |
|
0.618 |
115-23 |
|
0.500 |
115-17 |
|
0.382 |
115-11 |
|
LOW |
114-25 |
|
0.618 |
113-27 |
|
1.000 |
113-09 |
|
1.618 |
112-11 |
|
2.618 |
110-27 |
|
4.250 |
108-13 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-17 |
115-29 |
| PP |
115-11 |
115-19 |
| S1 |
115-06 |
115-10 |
|