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 |
|
|
|
|
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 |
|