ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 15-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
112-19 |
112-20 |
0-01 |
0.0% |
113-15 |
| High |
112-19 |
113-16 |
0-29 |
0.8% |
114-00 |
| Low |
112-19 |
112-10 |
-0-09 |
-0.2% |
112-10 |
| Close |
112-21 |
112-20 |
-0-01 |
0.0% |
112-20 |
| Range |
0-00 |
1-06 |
1-06 |
|
1-22 |
| ATR |
0-14 |
0-16 |
0-02 |
12.5% |
0-00 |
| Volume |
10 |
25 |
15 |
150.0% |
109 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-12 |
115-22 |
113-09 |
|
| R3 |
115-06 |
114-16 |
112-30 |
|
| R2 |
114-00 |
114-00 |
112-27 |
|
| R1 |
113-10 |
113-10 |
112-23 |
113-07 |
| PP |
112-26 |
112-26 |
112-26 |
112-24 |
| S1 |
112-04 |
112-04 |
112-17 |
112-01 |
| S2 |
111-20 |
111-20 |
112-13 |
|
| S3 |
110-14 |
110-30 |
112-10 |
|
| S4 |
109-08 |
109-24 |
111-31 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-01 |
117-01 |
113-18 |
|
| R3 |
116-11 |
115-11 |
113-03 |
|
| R2 |
114-21 |
114-21 |
112-30 |
|
| R1 |
113-21 |
113-21 |
112-25 |
113-10 |
| PP |
112-31 |
112-31 |
112-31 |
112-26 |
| S1 |
111-31 |
111-31 |
112-15 |
111-20 |
| S2 |
111-09 |
111-09 |
112-10 |
|
| S3 |
109-19 |
110-09 |
112-05 |
|
| S4 |
107-29 |
108-19 |
111-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-00 |
112-10 |
1-22 |
1.5% |
0-16 |
0.4% |
19% |
False |
True |
21 |
| 10 |
114-22 |
112-10 |
2-12 |
2.1% |
0-12 |
0.3% |
13% |
False |
True |
23 |
| 20 |
114-22 |
112-10 |
2-12 |
2.1% |
0-09 |
0.3% |
13% |
False |
True |
18 |
| 40 |
114-22 |
110-00 |
4-22 |
4.2% |
0-05 |
0.1% |
56% |
False |
False |
9 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
56% |
False |
False |
7 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-05 |
0.1% |
56% |
False |
False |
5 |
| 100 |
114-22 |
108-01 |
6-21 |
5.9% |
0-04 |
0.1% |
69% |
False |
False |
4 |
| 120 |
114-22 |
105-16 |
9-06 |
8.2% |
0-03 |
0.1% |
78% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-18 |
|
2.618 |
116-19 |
|
1.618 |
115-13 |
|
1.000 |
114-22 |
|
0.618 |
114-07 |
|
HIGH |
113-16 |
|
0.618 |
113-01 |
|
0.500 |
112-29 |
|
0.382 |
112-25 |
|
LOW |
112-10 |
|
0.618 |
111-19 |
|
1.000 |
111-04 |
|
1.618 |
110-13 |
|
2.618 |
109-07 |
|
4.250 |
107-08 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-29 |
113-05 |
| PP |
112-26 |
112-31 |
| S1 |
112-23 |
112-26 |
|