ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
113-20 |
113-30 |
0-10 |
0.3% |
114-16 |
| High |
114-03 |
114-06 |
0-03 |
0.1% |
114-29 |
| Low |
113-14 |
112-25 |
-0-21 |
-0.6% |
113-07 |
| Close |
113-31 |
112-31 |
-1-00 |
-0.9% |
113-10 |
| Range |
0-21 |
1-13 |
0-24 |
114.3% |
1-22 |
| ATR |
0-22 |
0-23 |
0-02 |
7.7% |
0-00 |
| Volume |
282,559 |
513,306 |
230,747 |
81.7% |
1,795,868 |
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-17 |
116-21 |
113-24 |
|
| R3 |
116-04 |
115-08 |
113-11 |
|
| R2 |
114-23 |
114-23 |
113-07 |
|
| R1 |
113-27 |
113-27 |
113-03 |
113-18 |
| PP |
113-10 |
113-10 |
113-10 |
113-06 |
| S1 |
112-14 |
112-14 |
112-27 |
112-06 |
| S2 |
111-29 |
111-29 |
112-23 |
|
| S3 |
110-16 |
111-01 |
112-19 |
|
| S4 |
109-03 |
109-20 |
112-06 |
|
|
| 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 |
114-11 |
112-25 |
1-18 |
1.4% |
0-27 |
0.7% |
12% |
False |
True |
373,080 |
| 10 |
114-30 |
112-25 |
2-05 |
1.9% |
0-24 |
0.7% |
9% |
False |
True |
384,123 |
| 20 |
114-30 |
112-03 |
2-27 |
2.5% |
0-23 |
0.6% |
31% |
False |
False |
233,557 |
| 40 |
114-30 |
109-25 |
5-05 |
4.6% |
0-21 |
0.6% |
62% |
False |
False |
117,470 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-19 |
0.5% |
62% |
False |
False |
78,437 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-16 |
0.4% |
62% |
False |
False |
58,832 |
| 100 |
114-30 |
107-18 |
7-12 |
6.5% |
0-13 |
0.3% |
73% |
False |
False |
47,066 |
| 120 |
114-30 |
105-12 |
9-18 |
8.5% |
0-11 |
0.3% |
79% |
False |
False |
39,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-05 |
|
2.618 |
117-28 |
|
1.618 |
116-15 |
|
1.000 |
115-19 |
|
0.618 |
115-02 |
|
HIGH |
114-06 |
|
0.618 |
113-21 |
|
0.500 |
113-16 |
|
0.382 |
113-10 |
|
LOW |
112-25 |
|
0.618 |
111-29 |
|
1.000 |
111-12 |
|
1.618 |
110-16 |
|
2.618 |
109-03 |
|
4.250 |
106-26 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-16 |
113-16 |
| PP |
113-10 |
113-10 |
| S1 |
113-04 |
113-04 |
|