ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 06-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
114-22 |
114-01 |
-0-21 |
-0.6% |
113-12 |
High |
114-22 |
114-01 |
-0-21 |
-0.6% |
114-17 |
Low |
114-13 |
114-01 |
-0-12 |
-0.3% |
113-03 |
Close |
114-14 |
114-01 |
-0-13 |
-0.4% |
114-17 |
Range |
0-09 |
0-00 |
-0-09 |
-100.0% |
1-14 |
ATR |
0-13 |
0-13 |
0-00 |
0.3% |
0-00 |
Volume |
31 |
6 |
-25 |
-80.6% |
94 |
|
Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-01 |
114-01 |
114-01 |
|
R3 |
114-01 |
114-01 |
114-01 |
|
R2 |
114-01 |
114-01 |
114-01 |
|
R1 |
114-01 |
114-01 |
114-01 |
114-01 |
PP |
114-01 |
114-01 |
114-01 |
114-01 |
S1 |
114-01 |
114-01 |
114-01 |
114-01 |
S2 |
114-01 |
114-01 |
114-01 |
|
S3 |
114-01 |
114-01 |
114-01 |
|
S4 |
114-01 |
114-01 |
114-01 |
|
|
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 |
114-00 |
0-22 |
0.6% |
0-05 |
0.1% |
5% |
False |
False |
29 |
10 |
114-22 |
113-03 |
1-19 |
1.4% |
0-07 |
0.2% |
59% |
False |
False |
19 |
20 |
114-22 |
112-08 |
2-14 |
2.1% |
0-04 |
0.1% |
73% |
False |
False |
10 |
40 |
114-22 |
110-00 |
4-22 |
4.1% |
0-02 |
0.1% |
86% |
False |
False |
5 |
60 |
114-22 |
110-00 |
4-22 |
4.1% |
0-05 |
0.1% |
86% |
False |
False |
4 |
80 |
114-22 |
109-12 |
5-10 |
4.7% |
0-04 |
0.1% |
88% |
False |
False |
3 |
100 |
114-22 |
107-16 |
7-06 |
6.3% |
0-03 |
0.1% |
91% |
False |
False |
2 |
120 |
114-22 |
105-06 |
9-16 |
8.3% |
0-02 |
0.1% |
93% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-01 |
2.618 |
114-01 |
1.618 |
114-01 |
1.000 |
114-01 |
0.618 |
114-01 |
HIGH |
114-01 |
0.618 |
114-01 |
0.500 |
114-01 |
0.382 |
114-01 |
LOW |
114-01 |
0.618 |
114-01 |
1.000 |
114-01 |
1.618 |
114-01 |
2.618 |
114-01 |
4.250 |
114-01 |
|
|
Fisher Pivots for day following 06-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
114-01 |
114-12 |
PP |
114-01 |
114-08 |
S1 |
114-01 |
114-04 |
|