ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 113-27 112-11 -1-16 -1.3% 112-21
High 113-27 113-00 -0-27 -0.7% 113-27
Low 112-07 112-11 0-04 0.1% 111-25
Close 112-31 112-04 -0-27 -0.7% 112-04
Range 1-20 0-21 -0-31 -59.6% 2-02
ATR 0-17 0-18 0-00 1.5% 0-00
Volume 30 2 -28 -93.3% 44
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 114-15 113-30 112-16
R3 113-26 113-09 112-10
R2 113-05 113-05 112-08
R1 112-20 112-20 112-06 112-18
PP 112-16 112-16 112-16 112-14
S1 111-31 111-31 112-02 111-29
S2 111-27 111-27 112-00
S3 111-06 111-10 111-30
S4 110-17 110-21 111-24
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 118-25 117-16 113-08
R3 116-23 115-14 112-22
R2 114-21 114-21 112-16
R1 113-12 113-12 112-10 113-00
PP 112-19 112-19 112-19 112-12
S1 111-10 111-10 111-30 110-30
S2 110-17 110-17 111-24
S3 108-15 109-08 111-18
S4 106-13 107-06 111-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-27 111-25 2-02 1.8% 0-27 0.7% 17% False False 8
10 114-00 111-25 2-07 2.0% 0-19 0.5% 15% False False 7
20 114-18 111-25 2-25 2.5% 0-10 0.3% 12% False False 4
40 114-18 111-17 3-01 2.7% 0-05 0.1% 20% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-25
2.618 114-23
1.618 114-02
1.000 113-21
0.618 113-13
HIGH 113-00
0.618 112-24
0.500 112-22
0.382 112-19
LOW 112-11
0.618 111-30
1.000 111-22
1.618 111-09
2.618 110-20
4.250 109-18
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 112-22 112-26
PP 112-16 112-19
S1 112-10 112-11

These figures are updated between 7pm and 10pm EST after a trading day.

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