ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
112-21 |
112-09 |
-0-12 |
-0.3% |
113-15 |
| High |
112-21 |
112-28 |
0-07 |
0.2% |
114-00 |
| Low |
112-21 |
112-09 |
-0-12 |
-0.3% |
112-10 |
| Close |
112-21 |
112-16 |
-0-05 |
-0.1% |
112-20 |
| Range |
0-00 |
0-19 |
0-19 |
|
1-22 |
| ATR |
0-15 |
0-15 |
0-00 |
2.2% |
0-00 |
| Volume |
4 |
100 |
96 |
2,400.0% |
109 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-11 |
114-00 |
112-26 |
|
| R3 |
113-24 |
113-13 |
112-21 |
|
| R2 |
113-05 |
113-05 |
112-19 |
|
| R1 |
112-26 |
112-26 |
112-18 |
113-00 |
| PP |
112-18 |
112-18 |
112-18 |
112-20 |
| S1 |
112-07 |
112-07 |
112-14 |
112-12 |
| S2 |
111-31 |
111-31 |
112-13 |
|
| S3 |
111-12 |
111-20 |
112-11 |
|
| S4 |
110-25 |
111-01 |
112-06 |
|
|
| 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 |
112-09 |
1-23 |
1.5% |
0-19 |
0.5% |
13% |
False |
True |
41 |
| 10 |
114-01 |
112-09 |
1-24 |
1.6% |
0-12 |
0.3% |
13% |
False |
True |
26 |
| 20 |
114-22 |
112-09 |
2-13 |
2.1% |
0-10 |
0.3% |
9% |
False |
True |
23 |
| 40 |
114-22 |
110-18 |
4-04 |
3.7% |
0-05 |
0.1% |
47% |
False |
False |
12 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-05 |
0.2% |
53% |
False |
False |
8 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-05 |
0.1% |
53% |
False |
False |
6 |
| 100 |
114-22 |
108-01 |
6-21 |
5.9% |
0-04 |
0.1% |
67% |
False |
False |
5 |
| 120 |
114-22 |
105-16 |
9-06 |
8.2% |
0-04 |
0.1% |
76% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-13 |
|
2.618 |
114-14 |
|
1.618 |
113-27 |
|
1.000 |
113-15 |
|
0.618 |
113-08 |
|
HIGH |
112-28 |
|
0.618 |
112-21 |
|
0.500 |
112-18 |
|
0.382 |
112-16 |
|
LOW |
112-09 |
|
0.618 |
111-29 |
|
1.000 |
111-22 |
|
1.618 |
111-10 |
|
2.618 |
110-23 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-18 |
112-28 |
| PP |
112-18 |
112-24 |
| S1 |
112-17 |
112-20 |
|