ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 21-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
111-25 |
113-27 |
2-02 |
1.8% |
113-21 |
| High |
112-23 |
113-27 |
1-04 |
1.0% |
114-00 |
| Low |
111-25 |
112-07 |
0-14 |
0.4% |
111-26 |
| Close |
112-16 |
112-31 |
0-15 |
0.4% |
112-20 |
| Range |
0-30 |
1-20 |
0-22 |
73.3% |
2-06 |
| ATR |
0-15 |
0-17 |
0-03 |
18.3% |
0-00 |
| Volume |
2 |
30 |
28 |
1,400.0% |
30 |
|
| Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-28 |
117-02 |
113-28 |
|
| R3 |
116-08 |
115-14 |
113-13 |
|
| R2 |
114-20 |
114-20 |
113-09 |
|
| R1 |
113-26 |
113-26 |
113-04 |
113-13 |
| PP |
113-00 |
113-00 |
113-00 |
112-26 |
| S1 |
112-06 |
112-06 |
112-26 |
111-25 |
| S2 |
111-12 |
111-12 |
112-21 |
|
| S3 |
109-24 |
110-18 |
112-17 |
|
| S4 |
108-04 |
108-30 |
112-02 |
|
|
| 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 |
120-24 |
|
2.618 |
118-03 |
|
1.618 |
116-15 |
|
1.000 |
115-15 |
|
0.618 |
114-27 |
|
HIGH |
113-27 |
|
0.618 |
113-07 |
|
0.500 |
113-01 |
|
0.382 |
112-27 |
|
LOW |
112-07 |
|
0.618 |
111-07 |
|
1.000 |
110-19 |
|
1.618 |
109-19 |
|
2.618 |
107-31 |
|
4.250 |
105-10 |
|
|
| Fisher Pivots for day following 21-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-01 |
112-29 |
| PP |
113-00 |
112-28 |
| S1 |
113-00 |
112-26 |
|