ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
113-25 |
-1-07 |
-1.1% |
116-07 |
| High |
115-00 |
116-01 |
1-01 |
0.9% |
117-25 |
| Low |
113-14 |
113-25 |
0-11 |
0.3% |
114-00 |
| Close |
114-03 |
115-27 |
1-24 |
1.5% |
114-17 |
| Range |
1-18 |
2-08 |
0-22 |
44.0% |
3-25 |
| ATR |
0-31 |
1-02 |
0-03 |
9.6% |
0-00 |
| Volume |
315,781 |
325,382 |
9,601 |
3.0% |
2,065,768 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-31 |
121-05 |
117-03 |
|
| R3 |
119-23 |
118-29 |
116-15 |
|
| R2 |
117-15 |
117-15 |
116-08 |
|
| R1 |
116-21 |
116-21 |
116-02 |
117-02 |
| PP |
115-07 |
115-07 |
115-07 |
115-14 |
| S1 |
114-13 |
114-13 |
115-20 |
114-26 |
| S2 |
112-31 |
112-31 |
115-14 |
|
| S3 |
110-23 |
112-05 |
115-07 |
|
| S4 |
108-15 |
109-29 |
114-19 |
|
|
| 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 |
125-19 |
|
2.618 |
121-29 |
|
1.618 |
119-21 |
|
1.000 |
118-09 |
|
0.618 |
117-13 |
|
HIGH |
116-01 |
|
0.618 |
115-05 |
|
0.500 |
114-29 |
|
0.382 |
114-21 |
|
LOW |
113-25 |
|
0.618 |
112-13 |
|
1.000 |
111-17 |
|
1.618 |
110-05 |
|
2.618 |
107-29 |
|
4.250 |
104-07 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-17 |
115-15 |
| PP |
115-07 |
115-03 |
| S1 |
114-29 |
114-24 |
|