ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-16 |
115-00 |
-0-16 |
-0.4% |
116-07 |
| High |
115-16 |
115-00 |
-0-16 |
-0.4% |
117-25 |
| Low |
114-00 |
113-14 |
-0-18 |
-0.5% |
114-00 |
| Close |
114-17 |
114-03 |
-0-14 |
-0.4% |
114-17 |
| Range |
1-16 |
1-18 |
0-02 |
4.2% |
3-25 |
| ATR |
0-29 |
0-31 |
0-01 |
5.1% |
0-00 |
| Volume |
448,027 |
315,781 |
-132,246 |
-29.5% |
2,065,768 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-28 |
118-01 |
114-30 |
|
| R3 |
117-10 |
116-15 |
114-17 |
|
| R2 |
115-24 |
115-24 |
114-12 |
|
| R1 |
114-29 |
114-29 |
114-08 |
114-18 |
| PP |
114-06 |
114-06 |
114-06 |
114-00 |
| S1 |
113-11 |
113-11 |
113-30 |
113-00 |
| S2 |
112-20 |
112-20 |
113-26 |
|
| S3 |
111-02 |
111-25 |
113-21 |
|
| S4 |
109-16 |
110-07 |
113-08 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-25 |
124-14 |
116-20 |
|
| R3 |
123-00 |
120-21 |
115-18 |
|
| R2 |
119-07 |
119-07 |
115-07 |
|
| R1 |
116-28 |
116-28 |
114-28 |
116-05 |
| PP |
115-14 |
115-14 |
115-14 |
115-02 |
| S1 |
113-03 |
113-03 |
114-06 |
112-12 |
| S2 |
111-21 |
111-21 |
113-27 |
|
| S3 |
107-28 |
109-10 |
113-16 |
|
| S4 |
104-03 |
105-17 |
112-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-20 |
|
2.618 |
119-03 |
|
1.618 |
117-17 |
|
1.000 |
116-18 |
|
0.618 |
115-31 |
|
HIGH |
115-00 |
|
0.618 |
114-13 |
|
0.500 |
114-07 |
|
0.382 |
114-01 |
|
LOW |
113-14 |
|
0.618 |
112-15 |
|
1.000 |
111-28 |
|
1.618 |
110-29 |
|
2.618 |
109-11 |
|
4.250 |
106-26 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-07 |
114-26 |
| PP |
114-06 |
114-18 |
| S1 |
114-04 |
114-10 |
|