ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 14-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
113-04 |
112-21 |
-0-15 |
-0.4% |
114-18 |
High |
114-00 |
112-21 |
-1-11 |
-1.2% |
114-18 |
Low |
113-04 |
112-21 |
-0-15 |
-0.4% |
113-08 |
Close |
112-29 |
112-21 |
-0-08 |
-0.2% |
113-08 |
Range |
0-28 |
0-00 |
-0-28 |
-100.0% |
1-10 |
ATR |
0-12 |
0-12 |
0-00 |
-2.4% |
0-00 |
Volume |
20 |
2 |
-18 |
-90.0% |
10 |
|
Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-21 |
112-21 |
112-21 |
|
R3 |
112-21 |
112-21 |
112-21 |
|
R2 |
112-21 |
112-21 |
112-21 |
|
R1 |
112-21 |
112-21 |
112-21 |
112-21 |
PP |
112-21 |
112-21 |
112-21 |
112-21 |
S1 |
112-21 |
112-21 |
112-21 |
112-21 |
S2 |
112-21 |
112-21 |
112-21 |
|
S3 |
112-21 |
112-21 |
112-21 |
|
S4 |
112-21 |
112-21 |
112-21 |
|
|
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 |
112-21 |
2.618 |
112-21 |
1.618 |
112-21 |
1.000 |
112-21 |
0.618 |
112-21 |
HIGH |
112-21 |
0.618 |
112-21 |
0.500 |
112-21 |
0.382 |
112-21 |
LOW |
112-21 |
0.618 |
112-21 |
1.000 |
112-21 |
1.618 |
112-21 |
2.618 |
112-21 |
4.250 |
112-21 |
|
|
Fisher Pivots for day following 14-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
112-21 |
113-10 |
PP |
112-21 |
113-03 |
S1 |
112-21 |
112-28 |
|