ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
113-29 |
113-04 |
-0-25 |
-0.7% |
114-18 |
| High |
113-29 |
114-00 |
0-03 |
0.1% |
114-18 |
| Low |
113-29 |
113-04 |
-0-25 |
-0.7% |
113-08 |
| Close |
113-29 |
112-29 |
-1-00 |
-0.9% |
113-08 |
| Range |
0-00 |
0-28 |
0-28 |
|
1-10 |
| ATR |
0-11 |
0-12 |
0-01 |
11.4% |
0-00 |
| Volume |
2 |
20 |
18 |
900.0% |
10 |
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-31 |
115-10 |
113-12 |
|
| R3 |
115-03 |
114-14 |
113-05 |
|
| R2 |
114-07 |
114-07 |
113-02 |
|
| R1 |
113-18 |
113-18 |
113-00 |
113-14 |
| PP |
113-11 |
113-11 |
113-11 |
113-09 |
| S1 |
112-22 |
112-22 |
112-26 |
112-18 |
| S2 |
112-15 |
112-15 |
112-24 |
|
| S3 |
111-19 |
111-26 |
112-21 |
|
| S4 |
110-23 |
110-30 |
112-14 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-20 |
116-24 |
113-31 |
|
| R3 |
116-10 |
115-14 |
113-20 |
|
| R2 |
115-00 |
115-00 |
113-16 |
|
| R1 |
114-04 |
114-04 |
113-12 |
113-29 |
| PP |
113-22 |
113-22 |
113-22 |
113-18 |
| S1 |
112-26 |
112-26 |
113-04 |
112-19 |
| S2 |
112-12 |
112-12 |
113-00 |
|
| S3 |
111-02 |
111-16 |
112-28 |
|
| S4 |
109-24 |
110-06 |
112-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-23 |
|
2.618 |
116-09 |
|
1.618 |
115-13 |
|
1.000 |
114-28 |
|
0.618 |
114-17 |
|
HIGH |
114-00 |
|
0.618 |
113-21 |
|
0.500 |
113-18 |
|
0.382 |
113-15 |
|
LOW |
113-04 |
|
0.618 |
112-19 |
|
1.000 |
112-08 |
|
1.618 |
111-23 |
|
2.618 |
110-27 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-18 |
| PP |
113-11 |
113-11 |
| S1 |
113-04 |
113-04 |
|