ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 27-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
112-13 |
112-10 |
-0-03 |
-0.1% |
112-21 |
High |
112-13 |
112-10 |
-0-03 |
-0.1% |
112-30 |
Low |
112-13 |
111-25 |
-0-20 |
-0.6% |
112-04 |
Close |
112-13 |
111-27 |
-0-18 |
-0.5% |
112-04 |
Range |
0-00 |
0-17 |
0-17 |
|
0-26 |
ATR |
0-15 |
0-15 |
0-00 |
2.7% |
0-00 |
Volume |
48 |
12 |
-36 |
-75.0% |
214 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-18 |
113-08 |
112-04 |
|
R3 |
113-01 |
112-23 |
112-00 |
|
R2 |
112-16 |
112-16 |
111-30 |
|
R1 |
112-06 |
112-06 |
111-29 |
112-02 |
PP |
111-31 |
111-31 |
111-31 |
111-30 |
S1 |
111-21 |
111-21 |
111-25 |
111-18 |
S2 |
111-14 |
111-14 |
111-24 |
|
S3 |
110-29 |
111-04 |
111-22 |
|
S4 |
110-12 |
110-19 |
111-18 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-27 |
114-09 |
112-18 |
|
R3 |
114-01 |
113-15 |
112-11 |
|
R2 |
113-07 |
113-07 |
112-09 |
|
R1 |
112-21 |
112-21 |
112-06 |
112-17 |
PP |
112-13 |
112-13 |
112-13 |
112-10 |
S1 |
111-27 |
111-27 |
112-02 |
111-23 |
S2 |
111-19 |
111-19 |
111-31 |
|
S3 |
110-25 |
111-01 |
111-29 |
|
S4 |
109-31 |
110-07 |
111-22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-30 |
111-25 |
1-05 |
1.0% |
0-10 |
0.3% |
5% |
False |
True |
34 |
10 |
114-00 |
111-25 |
2-07 |
2.0% |
0-15 |
0.4% |
3% |
False |
True |
37 |
20 |
114-22 |
111-25 |
2-29 |
2.6% |
0-10 |
0.3% |
2% |
False |
True |
29 |
40 |
114-22 |
111-17 |
3-05 |
2.8% |
0-06 |
0.2% |
10% |
False |
False |
16 |
60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
39% |
False |
False |
11 |
80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
39% |
False |
False |
8 |
100 |
114-22 |
108-01 |
6-21 |
6.0% |
0-05 |
0.1% |
57% |
False |
False |
7 |
120 |
114-22 |
106-25 |
7-29 |
7.1% |
0-04 |
0.1% |
64% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-18 |
2.618 |
113-23 |
1.618 |
113-06 |
1.000 |
112-27 |
0.618 |
112-21 |
HIGH |
112-10 |
0.618 |
112-04 |
0.500 |
112-02 |
0.382 |
111-31 |
LOW |
111-25 |
0.618 |
111-14 |
1.000 |
111-08 |
1.618 |
110-29 |
2.618 |
110-12 |
4.250 |
109-17 |
|
|
Fisher Pivots for day following 27-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
112-02 |
112-07 |
PP |
111-31 |
112-03 |
S1 |
111-29 |
111-31 |
|