ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 15-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
112-21 |
111-26 |
-0-27 |
-0.7% |
113-21 |
| High |
112-21 |
112-24 |
0-03 |
0.1% |
114-00 |
| Low |
112-21 |
111-26 |
-0-27 |
-0.7% |
111-26 |
| Close |
112-21 |
112-20 |
-0-01 |
0.0% |
112-20 |
| Range |
0-00 |
0-30 |
0-30 |
|
2-06 |
| ATR |
0-12 |
0-13 |
0-01 |
11.2% |
0-00 |
| Volume |
2 |
4 |
2 |
100.0% |
30 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-07 |
114-27 |
113-04 |
|
| R3 |
114-09 |
113-29 |
112-28 |
|
| R2 |
113-11 |
113-11 |
112-26 |
|
| R1 |
112-31 |
112-31 |
112-23 |
113-05 |
| PP |
112-13 |
112-13 |
112-13 |
112-16 |
| S1 |
112-01 |
112-01 |
112-17 |
112-07 |
| S2 |
111-15 |
111-15 |
112-14 |
|
| S3 |
110-17 |
111-03 |
112-12 |
|
| S4 |
109-19 |
110-05 |
112-04 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-12 |
118-06 |
113-26 |
|
| R3 |
117-06 |
116-00 |
113-07 |
|
| R2 |
115-00 |
115-00 |
113-01 |
|
| R1 |
113-26 |
113-26 |
112-26 |
113-10 |
| PP |
112-26 |
112-26 |
112-26 |
112-18 |
| S1 |
111-20 |
111-20 |
112-14 |
111-04 |
| S2 |
110-20 |
110-20 |
112-07 |
|
| S3 |
108-14 |
109-14 |
112-01 |
|
| S4 |
106-08 |
107-08 |
111-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-24 |
|
2.618 |
115-07 |
|
1.618 |
114-09 |
|
1.000 |
113-22 |
|
0.618 |
113-11 |
|
HIGH |
112-24 |
|
0.618 |
112-13 |
|
0.500 |
112-09 |
|
0.382 |
112-05 |
|
LOW |
111-26 |
|
0.618 |
111-07 |
|
1.000 |
110-28 |
|
1.618 |
110-09 |
|
2.618 |
109-11 |
|
4.250 |
107-26 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-16 |
112-29 |
| PP |
112-13 |
112-26 |
| S1 |
112-09 |
112-23 |
|