ECBOT 30 Year Treasury Bond Future June 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115-30 |
115-16 |
-0-14 |
-0.4% |
112-23 |
| High |
116-12 |
115-16 |
-0-28 |
-0.8% |
116-12 |
| Low |
115-23 |
114-13 |
-1-10 |
-1.1% |
112-21 |
| Close |
115-30 |
114-13 |
-1-17 |
-1.3% |
114-13 |
| Range |
0-21 |
1-03 |
0-14 |
66.7% |
3-23 |
| ATR |
1-05 |
1-06 |
0-01 |
2.4% |
0-00 |
| Volume |
255,647 |
196,318 |
-59,329 |
-23.2% |
1,249,797 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-02 |
117-10 |
115-00 |
|
| R3 |
116-31 |
116-07 |
114-23 |
|
| R2 |
115-28 |
115-28 |
114-19 |
|
| R1 |
115-04 |
115-04 |
114-16 |
114-30 |
| PP |
114-25 |
114-25 |
114-25 |
114-22 |
| S1 |
114-01 |
114-01 |
114-10 |
113-28 |
| S2 |
113-22 |
113-22 |
114-07 |
|
| S3 |
112-19 |
112-30 |
114-03 |
|
| S4 |
111-16 |
111-27 |
113-26 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-20 |
123-24 |
116-14 |
|
| R3 |
121-29 |
120-01 |
115-14 |
|
| R2 |
118-06 |
118-06 |
115-03 |
|
| R1 |
116-10 |
116-10 |
114-24 |
117-08 |
| PP |
114-15 |
114-15 |
114-15 |
114-30 |
| S1 |
112-19 |
112-19 |
114-02 |
113-17 |
| S2 |
110-24 |
110-24 |
113-23 |
|
| S3 |
107-01 |
108-28 |
113-12 |
|
| S4 |
103-10 |
105-05 |
112-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-05 |
|
2.618 |
118-12 |
|
1.618 |
117-09 |
|
1.000 |
116-19 |
|
0.618 |
116-06 |
|
HIGH |
115-16 |
|
0.618 |
115-03 |
|
0.500 |
114-30 |
|
0.382 |
114-26 |
|
LOW |
114-13 |
|
0.618 |
113-23 |
|
1.000 |
113-10 |
|
1.618 |
112-20 |
|
2.618 |
111-17 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114-30 |
115-12 |
| PP |
114-25 |
115-02 |
| S1 |
114-19 |
114-24 |
|