ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 11-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
113-12 |
113-15 |
0-03 |
0.1% |
114-16 |
High |
113-30 |
113-18 |
-0-12 |
-0.3% |
114-22 |
Low |
113-06 |
113-15 |
0-09 |
0.2% |
113-06 |
Close |
113-08 |
113-21 |
0-13 |
0.4% |
113-08 |
Range |
0-24 |
0-03 |
-0-21 |
-87.5% |
1-16 |
ATR |
0-13 |
0-13 |
0-00 |
-1.6% |
0-00 |
Volume |
32 |
2 |
-30 |
-93.8% |
127 |
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-27 |
113-27 |
113-23 |
|
R3 |
113-24 |
113-24 |
113-22 |
|
R2 |
113-21 |
113-21 |
113-22 |
|
R1 |
113-21 |
113-21 |
113-21 |
113-21 |
PP |
113-18 |
113-18 |
113-18 |
113-18 |
S1 |
113-18 |
113-18 |
113-21 |
113-18 |
S2 |
113-15 |
113-15 |
113-20 |
|
S3 |
113-12 |
113-15 |
113-20 |
|
S4 |
113-09 |
113-12 |
113-19 |
|
|
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% |
0-08 |
0.2% |
31% |
False |
False |
17 |
10 |
114-22 |
113-06 |
1-16 |
1.3% |
0-08 |
0.2% |
31% |
False |
False |
21 |
20 |
114-22 |
112-08 |
2-14 |
2.1% |
0-06 |
0.2% |
58% |
False |
False |
13 |
40 |
114-22 |
110-00 |
4-22 |
4.1% |
0-03 |
0.1% |
78% |
False |
False |
6 |
60 |
114-22 |
110-00 |
4-22 |
4.1% |
0-05 |
0.1% |
78% |
False |
False |
5 |
80 |
114-22 |
109-28 |
4-26 |
4.2% |
0-04 |
0.1% |
79% |
False |
False |
4 |
100 |
114-22 |
107-16 |
7-06 |
6.3% |
0-03 |
0.1% |
86% |
False |
False |
3 |
120 |
114-22 |
105-06 |
9-16 |
8.4% |
0-03 |
0.1% |
89% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-31 |
2.618 |
113-26 |
1.618 |
113-23 |
1.000 |
113-21 |
0.618 |
113-20 |
HIGH |
113-18 |
0.618 |
113-17 |
0.500 |
113-16 |
0.382 |
113-16 |
LOW |
113-15 |
0.618 |
113-13 |
1.000 |
113-12 |
1.618 |
113-10 |
2.618 |
113-07 |
4.250 |
113-02 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
113-20 |
113-20 |
PP |
113-18 |
113-20 |
S1 |
113-16 |
113-19 |
|