ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-19 |
117-04 |
-0-15 |
-0.4% |
116-08 |
| High |
117-25 |
117-04 |
-0-21 |
-0.6% |
118-06 |
| Low |
117-13 |
116-16 |
-0-29 |
-0.8% |
116-00 |
| Close |
117-13 |
117-01 |
-0-12 |
-0.3% |
116-17 |
| Range |
0-12 |
0-20 |
0-08 |
66.7% |
2-06 |
| ATR |
0-25 |
0-26 |
0-00 |
1.0% |
0-00 |
| Volume |
401,059 |
377,987 |
-23,072 |
-5.8% |
4,280,715 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
118-17 |
117-12 |
|
| R3 |
118-04 |
117-29 |
117-06 |
|
| R2 |
117-16 |
117-16 |
117-05 |
|
| R1 |
117-09 |
117-09 |
117-03 |
117-02 |
| PP |
116-28 |
116-28 |
116-28 |
116-25 |
| S1 |
116-21 |
116-21 |
116-31 |
116-14 |
| S2 |
116-08 |
116-08 |
116-29 |
|
| S3 |
115-20 |
116-01 |
116-28 |
|
| S4 |
115-00 |
115-13 |
116-22 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-06 |
117-24 |
|
| R3 |
121-09 |
120-00 |
117-04 |
|
| R2 |
119-03 |
119-03 |
116-30 |
|
| R1 |
117-26 |
117-26 |
116-23 |
118-14 |
| PP |
116-29 |
116-29 |
116-29 |
117-07 |
| S1 |
115-20 |
115-20 |
116-11 |
116-08 |
| S2 |
114-23 |
114-23 |
116-04 |
|
| S3 |
112-17 |
113-14 |
115-30 |
|
| S4 |
110-11 |
111-08 |
115-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-25 |
|
2.618 |
118-24 |
|
1.618 |
118-04 |
|
1.000 |
117-24 |
|
0.618 |
117-16 |
|
HIGH |
117-04 |
|
0.618 |
116-28 |
|
0.500 |
116-26 |
|
0.382 |
116-24 |
|
LOW |
116-16 |
|
0.618 |
116-04 |
|
1.000 |
115-28 |
|
1.618 |
115-16 |
|
2.618 |
114-28 |
|
4.250 |
113-27 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-31 |
117-01 |
| PP |
116-28 |
117-00 |
| S1 |
116-26 |
117-00 |
|