ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-08 |
117-16 |
1-08 |
1.1% |
115-25 |
| High |
118-06 |
118-05 |
-0-01 |
0.0% |
116-06 |
| Low |
116-08 |
116-25 |
0-17 |
0.5% |
115-19 |
| Close |
118-06 |
117-01 |
-1-05 |
-1.0% |
116-06 |
| Range |
1-30 |
1-12 |
-0-18 |
-29.0% |
0-19 |
| ATR |
0-19 |
0-21 |
0-02 |
10.0% |
0-00 |
| Volume |
679,748 |
974,062 |
294,314 |
43.3% |
1,194,166 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
120-20 |
117-25 |
|
| R3 |
120-02 |
119-08 |
117-13 |
|
| R2 |
118-22 |
118-22 |
117-09 |
|
| R1 |
117-28 |
117-28 |
117-05 |
117-19 |
| PP |
117-10 |
117-10 |
117-10 |
117-06 |
| S1 |
116-16 |
116-16 |
116-29 |
116-07 |
| S2 |
115-30 |
115-30 |
116-25 |
|
| S3 |
114-18 |
115-04 |
116-21 |
|
| S4 |
113-06 |
113-24 |
116-09 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-25 |
117-18 |
116-16 |
|
| R3 |
117-06 |
116-31 |
116-11 |
|
| R2 |
116-19 |
116-19 |
116-09 |
|
| R1 |
116-12 |
116-12 |
116-08 |
116-16 |
| PP |
116-00 |
116-00 |
116-00 |
116-01 |
| S1 |
115-25 |
115-25 |
116-04 |
115-28 |
| S2 |
115-13 |
115-13 |
116-03 |
|
| S3 |
114-26 |
115-06 |
116-01 |
|
| S4 |
114-07 |
114-19 |
115-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
121-24 |
|
1.618 |
120-12 |
|
1.000 |
119-17 |
|
0.618 |
119-00 |
|
HIGH |
118-05 |
|
0.618 |
117-20 |
|
0.500 |
117-15 |
|
0.382 |
117-10 |
|
LOW |
116-25 |
|
0.618 |
115-30 |
|
1.000 |
115-13 |
|
1.618 |
114-18 |
|
2.618 |
113-06 |
|
4.250 |
110-30 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-15 |
117-06 |
| PP |
117-10 |
117-04 |
| S1 |
117-06 |
117-03 |
|