ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 11-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
114-00 |
113-09 |
-0-23 |
-0.6% |
114-16 |
| High |
114-05 |
113-28 |
-0-09 |
-0.2% |
114-29 |
| Low |
113-07 |
113-08 |
0-01 |
0.0% |
113-07 |
| Close |
113-10 |
113-23 |
0-13 |
0.4% |
113-10 |
| Range |
0-30 |
0-20 |
-0-10 |
-33.3% |
1-22 |
| ATR |
0-22 |
0-22 |
0-00 |
-0.6% |
0-00 |
| Volume |
491,737 |
245,402 |
-246,335 |
-50.1% |
1,795,868 |
|
| Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-16 |
115-07 |
114-02 |
|
| R3 |
114-28 |
114-19 |
113-28 |
|
| R2 |
114-08 |
114-08 |
113-27 |
|
| R1 |
113-31 |
113-31 |
113-25 |
114-04 |
| PP |
113-20 |
113-20 |
113-20 |
113-22 |
| S1 |
113-11 |
113-11 |
113-21 |
113-16 |
| S2 |
113-00 |
113-00 |
113-19 |
|
| S3 |
112-12 |
112-23 |
113-18 |
|
| S4 |
111-24 |
112-03 |
113-12 |
|
|
| 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% |
0-22 |
0.6% |
30% |
False |
False |
353,698 |
| 10 |
114-30 |
113-07 |
1-23 |
1.5% |
0-22 |
0.6% |
29% |
False |
False |
349,897 |
| 20 |
114-30 |
112-03 |
2-27 |
2.5% |
0-23 |
0.6% |
57% |
False |
False |
194,201 |
| 40 |
114-30 |
109-25 |
5-05 |
4.5% |
0-20 |
0.6% |
76% |
False |
False |
97,592 |
| 60 |
114-30 |
109-25 |
5-05 |
4.5% |
0-18 |
0.5% |
76% |
False |
False |
65,173 |
| 80 |
114-30 |
109-25 |
5-05 |
4.5% |
0-15 |
0.4% |
76% |
False |
False |
48,884 |
| 100 |
114-30 |
107-18 |
7-12 |
6.5% |
0-12 |
0.3% |
83% |
False |
False |
39,107 |
| 120 |
114-30 |
105-12 |
9-18 |
8.4% |
0-10 |
0.3% |
87% |
False |
False |
32,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-17 |
|
2.618 |
115-16 |
|
1.618 |
114-28 |
|
1.000 |
114-16 |
|
0.618 |
114-08 |
|
HIGH |
113-28 |
|
0.618 |
113-20 |
|
0.500 |
113-18 |
|
0.382 |
113-16 |
|
LOW |
113-08 |
|
0.618 |
112-28 |
|
1.000 |
112-20 |
|
1.618 |
112-08 |
|
2.618 |
111-20 |
|
4.250 |
110-19 |
|
|
| Fisher Pivots for day following 11-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-21 |
113-25 |
| PP |
113-20 |
113-24 |
| S1 |
113-18 |
113-24 |
|