ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 05-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
114-16 |
114-22 |
0-06 |
0.2% |
113-12 |
| High |
114-19 |
114-22 |
0-03 |
0.1% |
114-17 |
| Low |
114-07 |
114-13 |
0-06 |
0.2% |
113-03 |
| Close |
114-18 |
114-14 |
-0-04 |
-0.1% |
114-17 |
| Range |
0-12 |
0-09 |
-0-03 |
-25.0% |
1-14 |
| ATR |
0-13 |
0-13 |
0-00 |
-2.1% |
0-00 |
| Volume |
41 |
31 |
-10 |
-24.4% |
94 |
|
| Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-11 |
115-06 |
114-19 |
|
| R3 |
115-02 |
114-29 |
114-16 |
|
| R2 |
114-25 |
114-25 |
114-16 |
|
| R1 |
114-20 |
114-20 |
114-15 |
114-18 |
| PP |
114-16 |
114-16 |
114-16 |
114-16 |
| S1 |
114-11 |
114-11 |
114-13 |
114-09 |
| S2 |
114-07 |
114-07 |
114-12 |
|
| S3 |
113-30 |
114-02 |
114-12 |
|
| S4 |
113-21 |
113-25 |
114-09 |
|
|
| 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 |
114-22 |
113-20 |
1-02 |
0.9% |
0-07 |
0.2% |
76% |
True |
False |
29 |
| 10 |
114-22 |
112-10 |
2-12 |
2.1% |
0-08 |
0.2% |
89% |
True |
False |
20 |
| 20 |
114-22 |
112-08 |
2-14 |
2.1% |
0-04 |
0.1% |
90% |
True |
False |
10 |
| 40 |
114-22 |
110-00 |
4-22 |
4.1% |
0-02 |
0.1% |
95% |
True |
False |
5 |
| 60 |
114-22 |
110-00 |
4-22 |
4.1% |
0-05 |
0.1% |
95% |
True |
False |
4 |
| 80 |
114-22 |
108-26 |
5-28 |
5.1% |
0-04 |
0.1% |
96% |
True |
False |
3 |
| 100 |
114-22 |
106-25 |
7-29 |
6.9% |
0-03 |
0.1% |
97% |
True |
False |
2 |
| 120 |
114-22 |
105-06 |
9-16 |
8.3% |
0-02 |
0.1% |
97% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-28 |
|
2.618 |
115-14 |
|
1.618 |
115-05 |
|
1.000 |
114-31 |
|
0.618 |
114-28 |
|
HIGH |
114-22 |
|
0.618 |
114-19 |
|
0.500 |
114-18 |
|
0.382 |
114-16 |
|
LOW |
114-13 |
|
0.618 |
114-07 |
|
1.000 |
114-04 |
|
1.618 |
113-30 |
|
2.618 |
113-21 |
|
4.250 |
113-07 |
|
|
| Fisher Pivots for day following 05-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
114-18 |
114-14 |
| PP |
114-16 |
114-14 |
| S1 |
114-15 |
114-14 |
|