ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115-25 |
115-20 |
-0-05 |
-0.1% |
114-00 |
| High |
115-25 |
115-20 |
-0-05 |
-0.1% |
114-29 |
| Low |
115-19 |
115-20 |
0-01 |
0.0% |
113-13 |
| Close |
115-19 |
115-20 |
0-01 |
0.0% |
114-29 |
| Range |
0-06 |
0-00 |
-0-06 |
-100.0% |
1-16 |
| ATR |
0-00 |
0-16 |
0-16 |
|
0-00 |
| Volume |
417,230 |
381,646 |
-35,584 |
-8.5% |
1,497,786 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-20 |
115-20 |
115-20 |
|
| R3 |
115-20 |
115-20 |
115-20 |
|
| R2 |
115-20 |
115-20 |
115-20 |
|
| R1 |
115-20 |
115-20 |
115-20 |
115-20 |
| PP |
115-20 |
115-20 |
115-20 |
115-20 |
| S1 |
115-20 |
115-20 |
115-20 |
115-20 |
| S2 |
115-20 |
115-20 |
115-20 |
|
| S3 |
115-20 |
115-20 |
115-20 |
|
| S4 |
115-20 |
115-20 |
115-20 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-29 |
118-13 |
115-23 |
|
| R3 |
117-13 |
116-29 |
115-10 |
|
| R2 |
115-29 |
115-29 |
115-06 |
|
| R1 |
115-13 |
115-13 |
115-01 |
115-21 |
| PP |
114-13 |
114-13 |
114-13 |
114-17 |
| S1 |
113-29 |
113-29 |
114-25 |
114-05 |
| S2 |
112-29 |
112-29 |
114-20 |
|
| S3 |
111-13 |
112-13 |
114-16 |
|
| S4 |
109-29 |
110-29 |
114-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-20 |
|
2.618 |
115-20 |
|
1.618 |
115-20 |
|
1.000 |
115-20 |
|
0.618 |
115-20 |
|
HIGH |
115-20 |
|
0.618 |
115-20 |
|
0.500 |
115-20 |
|
0.382 |
115-20 |
|
LOW |
115-20 |
|
0.618 |
115-20 |
|
1.000 |
115-20 |
|
1.618 |
115-20 |
|
2.618 |
115-20 |
|
4.250 |
115-20 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
115-17 |
| PP |
115-20 |
115-14 |
| S1 |
115-20 |
115-11 |
|