ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114-12 |
115-00 |
0-20 |
0.5% |
115-00 |
| High |
114-24 |
116-00 |
1-08 |
1.1% |
116-01 |
| Low |
114-12 |
114-25 |
0-13 |
0.4% |
113-00 |
| Close |
114-24 |
115-09 |
0-17 |
0.5% |
113-06 |
| Range |
0-12 |
1-07 |
0-27 |
225.0% |
3-01 |
| ATR |
1-05 |
1-05 |
0-00 |
0.7% |
0-00 |
| Volume |
269,714 |
338,468 |
68,754 |
25.5% |
1,641,895 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-00 |
118-12 |
115-30 |
|
| R3 |
117-25 |
117-05 |
115-20 |
|
| R2 |
116-18 |
116-18 |
115-16 |
|
| R1 |
115-30 |
115-30 |
115-13 |
116-08 |
| PP |
115-11 |
115-11 |
115-11 |
115-16 |
| S1 |
114-23 |
114-23 |
115-05 |
115-01 |
| S2 |
114-04 |
114-04 |
115-02 |
|
| S3 |
112-29 |
113-16 |
114-30 |
|
| S4 |
111-22 |
112-09 |
114-20 |
|
|
| 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 |
121-06 |
|
2.618 |
119-06 |
|
1.618 |
117-31 |
|
1.000 |
117-07 |
|
0.618 |
116-24 |
|
HIGH |
116-00 |
|
0.618 |
115-17 |
|
0.500 |
115-12 |
|
0.382 |
115-08 |
|
LOW |
114-25 |
|
0.618 |
114-01 |
|
1.000 |
113-18 |
|
1.618 |
112-26 |
|
2.618 |
111-19 |
|
4.250 |
109-19 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115-12 |
114-31 |
| PP |
115-11 |
114-21 |
| S1 |
115-10 |
114-10 |
|