ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 28-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
112-10 |
111-28 |
-0-14 |
-0.4% |
112-21 |
High |
112-10 |
111-30 |
-0-12 |
-0.3% |
112-30 |
Low |
111-25 |
111-06 |
-0-19 |
-0.5% |
112-04 |
Close |
111-27 |
111-14 |
-0-13 |
-0.4% |
112-04 |
Range |
0-17 |
0-24 |
0-07 |
41.2% |
0-26 |
ATR |
0-15 |
0-16 |
0-01 |
4.3% |
0-00 |
Volume |
12 |
310 |
298 |
2,483.3% |
214 |
|
Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-25 |
113-11 |
111-27 |
|
R3 |
113-01 |
112-19 |
111-21 |
|
R2 |
112-09 |
112-09 |
111-18 |
|
R1 |
111-27 |
111-27 |
111-16 |
111-22 |
PP |
111-17 |
111-17 |
111-17 |
111-14 |
S1 |
111-03 |
111-03 |
111-12 |
110-30 |
S2 |
110-25 |
110-25 |
111-10 |
|
S3 |
110-01 |
110-11 |
111-07 |
|
S4 |
109-09 |
109-19 |
111-01 |
|
|
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 |
111-06 |
1-24 |
1.6% |
0-15 |
0.4% |
14% |
False |
True |
95 |
10 |
113-16 |
111-06 |
2-10 |
2.1% |
0-13 |
0.4% |
11% |
False |
True |
61 |
20 |
114-22 |
111-06 |
3-16 |
3.1% |
0-11 |
0.3% |
7% |
False |
True |
44 |
40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-07 |
0.2% |
7% |
False |
True |
24 |
60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
31% |
False |
False |
16 |
80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
31% |
False |
False |
12 |
100 |
114-22 |
108-01 |
6-21 |
6.0% |
0-05 |
0.1% |
51% |
False |
False |
10 |
120 |
114-22 |
106-25 |
7-29 |
7.1% |
0-04 |
0.1% |
59% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-04 |
2.618 |
113-29 |
1.618 |
113-05 |
1.000 |
112-22 |
0.618 |
112-13 |
HIGH |
111-30 |
0.618 |
111-21 |
0.500 |
111-18 |
0.382 |
111-15 |
LOW |
111-06 |
0.618 |
110-23 |
1.000 |
110-14 |
1.618 |
109-31 |
2.618 |
109-07 |
4.250 |
108-00 |
|
|
Fisher Pivots for day following 28-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
111-18 |
111-26 |
PP |
111-17 |
111-22 |
S1 |
111-15 |
111-18 |
|