ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
116-15 |
-1-01 |
-0.9% |
115-25 |
| High |
118-05 |
117-01 |
-1-04 |
-1.0% |
116-06 |
| Low |
116-25 |
116-07 |
-0-18 |
-0.5% |
115-19 |
| Close |
117-01 |
116-07 |
-0-26 |
-0.7% |
116-06 |
| Range |
1-12 |
0-26 |
-0-18 |
-40.9% |
0-19 |
| ATR |
0-21 |
0-21 |
0-00 |
1.9% |
0-00 |
| Volume |
974,062 |
883,745 |
-90,317 |
-9.3% |
1,194,166 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-30 |
118-12 |
116-21 |
|
| R3 |
118-04 |
117-18 |
116-14 |
|
| R2 |
117-10 |
117-10 |
116-12 |
|
| R1 |
116-24 |
116-24 |
116-09 |
116-20 |
| PP |
116-16 |
116-16 |
116-16 |
116-14 |
| S1 |
115-30 |
115-30 |
116-05 |
115-26 |
| S2 |
115-22 |
115-22 |
116-02 |
|
| S3 |
114-28 |
115-04 |
116-00 |
|
| S4 |
114-02 |
114-10 |
115-25 |
|
|
| 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 |
120-16 |
|
2.618 |
119-05 |
|
1.618 |
118-11 |
|
1.000 |
117-27 |
|
0.618 |
117-17 |
|
HIGH |
117-01 |
|
0.618 |
116-23 |
|
0.500 |
116-20 |
|
0.382 |
116-17 |
|
LOW |
116-07 |
|
0.618 |
115-23 |
|
1.000 |
115-13 |
|
1.618 |
114-29 |
|
2.618 |
114-03 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-20 |
117-06 |
| PP |
116-16 |
116-28 |
| S1 |
116-11 |
116-18 |
|