ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 08-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
114-00 |
113-12 |
-0-20 |
-0.5% |
114-16 |
| High |
114-00 |
113-30 |
-0-02 |
-0.1% |
114-22 |
| Low |
113-30 |
113-06 |
-0-24 |
-0.7% |
113-06 |
| Close |
114-00 |
113-08 |
-0-24 |
-0.7% |
113-08 |
| Range |
0-02 |
0-24 |
0-22 |
1,100.0% |
1-16 |
| ATR |
0-12 |
0-13 |
0-01 |
8.5% |
0-00 |
| Volume |
17 |
32 |
15 |
88.2% |
127 |
|
| Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-23 |
115-07 |
113-21 |
|
| R3 |
114-31 |
114-15 |
113-15 |
|
| R2 |
114-07 |
114-07 |
113-12 |
|
| R1 |
113-23 |
113-23 |
113-10 |
113-19 |
| PP |
113-15 |
113-15 |
113-15 |
113-12 |
| S1 |
112-31 |
112-31 |
113-06 |
112-27 |
| S2 |
112-23 |
112-23 |
113-04 |
|
| S3 |
111-31 |
112-07 |
113-01 |
|
| S4 |
111-07 |
111-15 |
112-27 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-07 |
114-02 |
|
| R3 |
116-23 |
115-23 |
113-21 |
|
| R2 |
115-07 |
115-07 |
113-17 |
|
| R1 |
114-07 |
114-07 |
113-12 |
113-31 |
| PP |
113-23 |
113-23 |
113-23 |
113-18 |
| S1 |
112-23 |
112-23 |
113-04 |
112-15 |
| S2 |
112-07 |
112-07 |
112-31 |
|
| S3 |
110-23 |
111-07 |
112-27 |
|
| S4 |
109-07 |
109-23 |
112-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-22 |
113-06 |
1-16 |
1.3% |
0-09 |
0.3% |
4% |
False |
True |
25 |
| 10 |
114-22 |
113-03 |
1-19 |
1.4% |
0-08 |
0.2% |
10% |
False |
False |
22 |
| 20 |
114-22 |
112-08 |
2-14 |
2.2% |
0-06 |
0.2% |
41% |
False |
False |
13 |
| 40 |
114-22 |
110-00 |
4-22 |
4.1% |
0-03 |
0.1% |
69% |
False |
False |
6 |
| 60 |
114-22 |
110-00 |
4-22 |
4.1% |
0-05 |
0.1% |
69% |
False |
False |
5 |
| 80 |
114-22 |
109-23 |
4-31 |
4.4% |
0-04 |
0.1% |
71% |
False |
False |
4 |
| 100 |
114-22 |
107-16 |
7-06 |
6.3% |
0-03 |
0.1% |
80% |
False |
False |
3 |
| 120 |
114-22 |
105-06 |
9-16 |
8.4% |
0-03 |
0.1% |
85% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-04 |
|
2.618 |
115-29 |
|
1.618 |
115-05 |
|
1.000 |
114-22 |
|
0.618 |
114-13 |
|
HIGH |
113-30 |
|
0.618 |
113-21 |
|
0.500 |
113-18 |
|
0.382 |
113-15 |
|
LOW |
113-06 |
|
0.618 |
112-23 |
|
1.000 |
112-14 |
|
1.618 |
111-31 |
|
2.618 |
111-07 |
|
4.250 |
110-00 |
|
|
| Fisher Pivots for day following 08-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-20 |
| PP |
113-15 |
113-16 |
| S1 |
113-11 |
113-12 |
|