ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 05-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
114-18 |
114-14 |
-0-04 |
-0.1% |
113-16 |
High |
114-18 |
114-14 |
-0-04 |
-0.1% |
114-17 |
Low |
114-18 |
114-14 |
-0-04 |
-0.1% |
113-16 |
Close |
114-18 |
114-14 |
-0-04 |
-0.1% |
114-17 |
Range |
|
|
|
|
|
ATR |
0-09 |
0-09 |
0-00 |
-4.1% |
0-00 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-14 |
114-14 |
114-14 |
|
R3 |
114-14 |
114-14 |
114-14 |
|
R2 |
114-14 |
114-14 |
114-14 |
|
R1 |
114-14 |
114-14 |
114-14 |
114-14 |
PP |
114-14 |
114-14 |
114-14 |
114-14 |
S1 |
114-14 |
114-14 |
114-14 |
114-14 |
S2 |
114-14 |
114-14 |
114-14 |
|
S3 |
114-14 |
114-14 |
114-14 |
|
S4 |
114-14 |
114-14 |
114-14 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-09 |
116-30 |
115-03 |
|
R3 |
116-08 |
115-29 |
114-26 |
|
R2 |
115-07 |
115-07 |
114-23 |
|
R1 |
114-28 |
114-28 |
114-20 |
115-02 |
PP |
114-06 |
114-06 |
114-06 |
114-09 |
S1 |
113-27 |
113-27 |
114-14 |
114-00 |
S2 |
113-05 |
113-05 |
114-11 |
|
S3 |
112-04 |
112-26 |
114-08 |
|
S4 |
111-03 |
111-25 |
113-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-14 |
2.618 |
114-14 |
1.618 |
114-14 |
1.000 |
114-14 |
0.618 |
114-14 |
HIGH |
114-14 |
0.618 |
114-14 |
0.500 |
114-14 |
0.382 |
114-14 |
LOW |
114-14 |
0.618 |
114-14 |
1.000 |
114-14 |
1.618 |
114-14 |
2.618 |
114-14 |
4.250 |
114-14 |
|
|
Fisher Pivots for day following 05-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
114-14 |
114-16 |
PP |
114-14 |
114-15 |
S1 |
114-14 |
114-15 |
|