ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113-13 |
114-15 |
1-02 |
0.9% |
114-08 |
| High |
113-26 |
114-24 |
0-30 |
0.8% |
114-08 |
| Low |
113-13 |
114-15 |
1-02 |
0.9% |
113-09 |
| Close |
113-26 |
114-24 |
0-30 |
0.8% |
114-01 |
| Range |
0-13 |
0-09 |
-0-04 |
-30.8% |
0-31 |
| ATR |
|
|
|
|
|
| Volume |
373,006 |
431,633 |
58,627 |
15.7% |
1,997,285 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-16 |
115-13 |
114-29 |
|
| R3 |
115-07 |
115-04 |
114-26 |
|
| R2 |
114-30 |
114-30 |
114-26 |
|
| R1 |
114-27 |
114-27 |
114-25 |
114-28 |
| PP |
114-21 |
114-21 |
114-21 |
114-22 |
| S1 |
114-18 |
114-18 |
114-23 |
114-20 |
| S2 |
114-12 |
114-12 |
114-22 |
|
| S3 |
114-03 |
114-09 |
114-22 |
|
| S4 |
113-26 |
114-00 |
114-19 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
116-12 |
114-18 |
|
| R3 |
115-25 |
115-13 |
114-10 |
|
| R2 |
114-26 |
114-26 |
114-07 |
|
| R1 |
114-14 |
114-14 |
114-04 |
114-04 |
| PP |
113-27 |
113-27 |
113-27 |
113-23 |
| S1 |
113-15 |
113-15 |
113-30 |
113-06 |
| S2 |
112-28 |
112-28 |
113-27 |
|
| S3 |
111-29 |
112-16 |
113-24 |
|
| S4 |
110-30 |
111-17 |
113-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-30 |
|
2.618 |
115-16 |
|
1.618 |
115-07 |
|
1.000 |
115-01 |
|
0.618 |
114-30 |
|
HIGH |
114-24 |
|
0.618 |
114-21 |
|
0.500 |
114-20 |
|
0.382 |
114-18 |
|
LOW |
114-15 |
|
0.618 |
114-09 |
|
1.000 |
114-06 |
|
1.618 |
114-00 |
|
2.618 |
113-23 |
|
4.250 |
113-09 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
114-17 |
| PP |
114-21 |
114-10 |
| S1 |
114-20 |
114-02 |
|