ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
113-29 |
114-00 |
0-03 |
0.1% |
114-16 |
| High |
113-29 |
114-00 |
0-03 |
0.1% |
114-22 |
| Low |
113-29 |
112-27 |
-1-02 |
-0.9% |
113-06 |
| Close |
113-29 |
112-29 |
-1-00 |
-0.9% |
113-08 |
| Range |
0-00 |
1-05 |
1-05 |
|
1-16 |
| ATR |
0-12 |
0-14 |
0-02 |
14.2% |
0-00 |
| Volume |
2 |
70 |
68 |
3,400.0% |
127 |
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-23 |
115-31 |
113-17 |
|
| R3 |
115-18 |
114-26 |
113-07 |
|
| R2 |
114-13 |
114-13 |
113-04 |
|
| R1 |
113-21 |
113-21 |
113-00 |
113-14 |
| PP |
113-08 |
113-08 |
113-08 |
113-05 |
| S1 |
112-16 |
112-16 |
112-26 |
112-10 |
| S2 |
112-03 |
112-03 |
112-22 |
|
| S3 |
110-30 |
111-11 |
112-19 |
|
| S4 |
109-25 |
110-06 |
112-09 |
|
|
| 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 |
114-00 |
112-27 |
1-05 |
1.0% |
0-13 |
0.4% |
5% |
True |
True |
24 |
| 10 |
114-22 |
112-27 |
1-27 |
1.6% |
0-09 |
0.3% |
3% |
False |
True |
26 |
| 20 |
114-22 |
112-08 |
2-14 |
2.2% |
0-08 |
0.2% |
27% |
False |
False |
16 |
| 40 |
114-22 |
110-00 |
4-22 |
4.2% |
0-04 |
0.1% |
62% |
False |
False |
8 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
62% |
False |
False |
6 |
| 80 |
114-22 |
109-31 |
4-23 |
4.2% |
0-05 |
0.1% |
62% |
False |
False |
5 |
| 100 |
114-22 |
107-23 |
6-31 |
6.2% |
0-04 |
0.1% |
74% |
False |
False |
4 |
| 120 |
114-22 |
105-06 |
9-16 |
8.4% |
0-03 |
0.1% |
81% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-29 |
|
2.618 |
117-01 |
|
1.618 |
115-28 |
|
1.000 |
115-05 |
|
0.618 |
114-23 |
|
HIGH |
114-00 |
|
0.618 |
113-18 |
|
0.500 |
113-14 |
|
0.382 |
113-09 |
|
LOW |
112-27 |
|
0.618 |
112-04 |
|
1.000 |
111-22 |
|
1.618 |
110-31 |
|
2.618 |
109-26 |
|
4.250 |
107-30 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-14 |
113-14 |
| PP |
113-08 |
113-08 |
| S1 |
113-02 |
113-02 |
|