ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116-15 |
116-25 |
0-10 |
0.3% |
115-25 |
| High |
117-01 |
118-02 |
1-01 |
0.9% |
116-06 |
| Low |
116-07 |
116-25 |
0-18 |
0.5% |
115-19 |
| Close |
116-07 |
117-03 |
0-28 |
0.8% |
116-06 |
| Range |
0-26 |
1-09 |
0-15 |
57.7% |
0-19 |
| ATR |
0-21 |
0-24 |
0-03 |
12.9% |
0-00 |
| Volume |
883,745 |
1,056,396 |
172,651 |
19.5% |
1,194,166 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-05 |
120-13 |
117-26 |
|
| R3 |
119-28 |
119-04 |
117-14 |
|
| R2 |
118-19 |
118-19 |
117-11 |
|
| R1 |
117-27 |
117-27 |
117-07 |
118-07 |
| PP |
117-10 |
117-10 |
117-10 |
117-16 |
| S1 |
116-18 |
116-18 |
116-31 |
116-30 |
| S2 |
116-01 |
116-01 |
116-27 |
|
| S3 |
114-24 |
115-09 |
116-24 |
|
| S4 |
113-15 |
114-00 |
116-12 |
|
|
| 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 |
123-16 |
|
2.618 |
121-13 |
|
1.618 |
120-04 |
|
1.000 |
119-11 |
|
0.618 |
118-27 |
|
HIGH |
118-02 |
|
0.618 |
117-18 |
|
0.500 |
117-14 |
|
0.382 |
117-09 |
|
LOW |
116-25 |
|
0.618 |
116-00 |
|
1.000 |
115-16 |
|
1.618 |
114-23 |
|
2.618 |
113-14 |
|
4.250 |
111-11 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
117-14 |
117-06 |
| PP |
117-10 |
117-05 |
| S1 |
117-06 |
117-04 |
|