ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 08-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
114-01 |
114-00 |
-0-01 |
0.0% |
114-16 |
| High |
114-11 |
114-05 |
-0-06 |
-0.2% |
114-29 |
| Low |
113-25 |
113-07 |
-0-18 |
-0.5% |
113-07 |
| Close |
114-02 |
113-10 |
-0-24 |
-0.7% |
113-10 |
| Range |
0-18 |
0-30 |
0-12 |
66.7% |
1-22 |
| ATR |
0-21 |
0-22 |
0-01 |
2.9% |
0-00 |
| Volume |
332,396 |
491,737 |
159,341 |
47.9% |
1,795,868 |
|
| Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-12 |
115-25 |
113-26 |
|
| R3 |
115-14 |
114-27 |
113-18 |
|
| R2 |
114-16 |
114-16 |
113-16 |
|
| R1 |
113-29 |
113-29 |
113-13 |
113-24 |
| PP |
113-18 |
113-18 |
113-18 |
113-15 |
| S1 |
112-31 |
112-31 |
113-07 |
112-26 |
| S2 |
112-20 |
112-20 |
113-04 |
|
| S3 |
111-22 |
112-01 |
113-02 |
|
| S4 |
110-24 |
111-03 |
112-26 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-28 |
117-25 |
114-08 |
|
| R3 |
117-06 |
116-03 |
113-25 |
|
| R2 |
115-16 |
115-16 |
113-20 |
|
| R1 |
114-13 |
114-13 |
113-15 |
114-04 |
| PP |
113-26 |
113-26 |
113-26 |
113-21 |
| S1 |
112-23 |
112-23 |
113-05 |
112-14 |
| S2 |
112-04 |
112-04 |
113-00 |
|
| S3 |
110-14 |
111-01 |
112-27 |
|
| S4 |
108-24 |
109-11 |
112-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-29 |
113-07 |
1-22 |
1.5% |
0-21 |
0.6% |
6% |
False |
True |
359,173 |
| 10 |
114-30 |
112-26 |
2-04 |
1.9% |
0-23 |
0.6% |
24% |
False |
False |
344,600 |
| 20 |
114-30 |
111-23 |
3-07 |
2.8% |
0-24 |
0.7% |
50% |
False |
False |
182,114 |
| 40 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.6% |
68% |
False |
False |
91,475 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-18 |
0.5% |
68% |
False |
False |
61,083 |
| 80 |
114-30 |
109-14 |
5-16 |
4.9% |
0-15 |
0.4% |
70% |
False |
False |
45,816 |
| 100 |
114-30 |
107-18 |
7-12 |
6.5% |
0-12 |
0.3% |
78% |
False |
False |
36,653 |
| 120 |
114-30 |
105-12 |
9-18 |
8.4% |
0-10 |
0.3% |
83% |
False |
False |
30,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-04 |
|
2.618 |
116-20 |
|
1.618 |
115-22 |
|
1.000 |
115-03 |
|
0.618 |
114-24 |
|
HIGH |
114-05 |
|
0.618 |
113-26 |
|
0.500 |
113-22 |
|
0.382 |
113-18 |
|
LOW |
113-07 |
|
0.618 |
112-20 |
|
1.000 |
112-09 |
|
1.618 |
111-22 |
|
2.618 |
110-24 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 08-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-22 |
113-28 |
| PP |
113-18 |
113-22 |
| S1 |
113-14 |
113-16 |
|