ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 04-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2006 |
04-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
114-17 |
114-16 |
-0-01 |
0.0% |
113-12 |
| High |
114-17 |
114-19 |
0-02 |
0.1% |
114-17 |
| Low |
114-17 |
114-07 |
-0-10 |
-0.3% |
113-03 |
| Close |
114-17 |
114-18 |
0-01 |
0.0% |
114-17 |
| Range |
0-00 |
0-12 |
0-12 |
|
1-14 |
| ATR |
0-13 |
0-13 |
0-00 |
-0.5% |
0-00 |
| Volume |
4 |
41 |
37 |
925.0% |
94 |
|
| Daily Pivots for day following 04-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-19 |
115-14 |
114-25 |
|
| R3 |
115-07 |
115-02 |
114-21 |
|
| R2 |
114-27 |
114-27 |
114-20 |
|
| R1 |
114-22 |
114-22 |
114-19 |
114-24 |
| PP |
114-15 |
114-15 |
114-15 |
114-16 |
| S1 |
114-10 |
114-10 |
114-17 |
114-12 |
| S2 |
114-03 |
114-03 |
114-16 |
|
| S3 |
113-23 |
113-30 |
114-15 |
|
| S4 |
113-11 |
113-18 |
114-11 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-12 |
117-28 |
115-10 |
|
| R3 |
116-30 |
116-14 |
114-30 |
|
| R2 |
115-16 |
115-16 |
114-25 |
|
| R1 |
115-00 |
115-00 |
114-21 |
115-08 |
| PP |
114-02 |
114-02 |
114-02 |
114-06 |
| S1 |
113-18 |
113-18 |
114-13 |
113-26 |
| S2 |
112-20 |
112-20 |
114-09 |
|
| S3 |
111-06 |
112-04 |
114-04 |
|
| S4 |
109-24 |
110-22 |
113-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-19 |
113-15 |
1-04 |
1.0% |
0-08 |
0.2% |
97% |
True |
False |
25 |
| 10 |
114-19 |
112-10 |
2-09 |
2.0% |
0-08 |
0.2% |
99% |
True |
False |
17 |
| 20 |
114-19 |
112-08 |
2-11 |
2.0% |
0-04 |
0.1% |
99% |
True |
False |
9 |
| 40 |
114-19 |
110-00 |
4-19 |
4.0% |
0-03 |
0.1% |
99% |
True |
False |
4 |
| 60 |
114-19 |
110-00 |
4-19 |
4.0% |
0-05 |
0.1% |
99% |
True |
False |
4 |
| 80 |
114-19 |
108-01 |
6-18 |
5.7% |
0-04 |
0.1% |
100% |
True |
False |
3 |
| 100 |
114-19 |
106-25 |
7-26 |
6.8% |
0-03 |
0.1% |
100% |
True |
False |
2 |
| 120 |
114-19 |
105-06 |
9-13 |
8.2% |
0-02 |
0.1% |
100% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-06 |
|
2.618 |
115-18 |
|
1.618 |
115-06 |
|
1.000 |
114-31 |
|
0.618 |
114-26 |
|
HIGH |
114-19 |
|
0.618 |
114-14 |
|
0.500 |
114-13 |
|
0.382 |
114-12 |
|
LOW |
114-07 |
|
0.618 |
114-00 |
|
1.000 |
113-27 |
|
1.618 |
113-20 |
|
2.618 |
113-08 |
|
4.250 |
112-20 |
|
|
| Fisher Pivots for day following 04-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
114-16 |
114-15 |
| PP |
114-15 |
114-12 |
| S1 |
114-13 |
114-10 |
|