ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-16 |
113-15 |
-1-01 |
-0.9% |
115-00 |
| High |
114-16 |
113-24 |
-0-24 |
-0.7% |
116-01 |
| Low |
113-16 |
113-00 |
-0-16 |
-0.4% |
113-00 |
| Close |
113-27 |
113-06 |
-0-21 |
-0.6% |
113-06 |
| Range |
1-00 |
0-24 |
-0-08 |
-25.0% |
3-01 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.8% |
0-00 |
| Volume |
328,828 |
239,419 |
-89,409 |
-27.2% |
1,641,895 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-18 |
115-04 |
113-19 |
|
| R3 |
114-26 |
114-12 |
113-13 |
|
| R2 |
114-02 |
114-02 |
113-10 |
|
| R1 |
113-20 |
113-20 |
113-08 |
113-15 |
| PP |
113-10 |
113-10 |
113-10 |
113-08 |
| S1 |
112-28 |
112-28 |
113-04 |
112-23 |
| S2 |
112-18 |
112-18 |
113-02 |
|
| S3 |
111-26 |
112-04 |
112-31 |
|
| S4 |
111-02 |
111-12 |
112-25 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-05 |
121-07 |
114-27 |
|
| R3 |
120-04 |
118-06 |
114-01 |
|
| R2 |
117-03 |
117-03 |
113-24 |
|
| R1 |
115-05 |
115-05 |
113-15 |
114-20 |
| PP |
114-02 |
114-02 |
114-02 |
113-26 |
| S1 |
112-04 |
112-04 |
112-29 |
111-18 |
| S2 |
111-01 |
111-01 |
112-20 |
|
| S3 |
108-00 |
109-03 |
112-11 |
|
| S4 |
104-31 |
106-02 |
111-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-30 |
|
2.618 |
115-23 |
|
1.618 |
114-31 |
|
1.000 |
114-16 |
|
0.618 |
114-07 |
|
HIGH |
113-24 |
|
0.618 |
113-15 |
|
0.500 |
113-12 |
|
0.382 |
113-09 |
|
LOW |
113-00 |
|
0.618 |
112-17 |
|
1.000 |
112-08 |
|
1.618 |
111-25 |
|
2.618 |
111-01 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-12 |
114-05 |
| PP |
113-10 |
113-27 |
| S1 |
113-08 |
113-16 |
|