ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 18-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
111-26 |
112-21 |
0-27 |
0.8% |
113-21 |
High |
112-24 |
112-21 |
-0-03 |
-0.1% |
114-00 |
Low |
111-26 |
112-21 |
0-27 |
0.8% |
111-26 |
Close |
112-20 |
112-21 |
0-01 |
0.0% |
112-20 |
Range |
0-30 |
0-00 |
-0-30 |
-100.0% |
2-06 |
ATR |
0-13 |
0-12 |
-0-01 |
-6.6% |
0-00 |
Volume |
4 |
4 |
0 |
0.0% |
30 |
|
Daily Pivots for day following 18-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 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 |
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 18-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
112-21 |
112-17 |
PP |
112-21 |
112-13 |
S1 |
112-21 |
112-09 |
|