ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 21-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
112-19 |
112-18 |
-0-01 |
0.0% |
113-09 |
| High |
112-25 |
113-06 |
0-13 |
0.4% |
114-06 |
| Low |
112-15 |
112-16 |
0-01 |
0.0% |
112-15 |
| Close |
112-18 |
113-01 |
0-15 |
0.4% |
112-22 |
| Range |
0-10 |
0-22 |
0-12 |
120.0% |
1-23 |
| ATR |
0-23 |
0-23 |
0-00 |
-0.2% |
0-00 |
| Volume |
103,516 |
209,581 |
106,065 |
102.5% |
1,799,928 |
|
| Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-31 |
114-22 |
113-13 |
|
| R3 |
114-09 |
114-00 |
113-07 |
|
| R2 |
113-19 |
113-19 |
113-05 |
|
| R1 |
113-10 |
113-10 |
113-03 |
113-14 |
| PP |
112-29 |
112-29 |
112-29 |
112-31 |
| S1 |
112-20 |
112-20 |
112-31 |
112-24 |
| S2 |
112-07 |
112-07 |
112-29 |
|
| S3 |
111-17 |
111-30 |
112-27 |
|
| S4 |
110-27 |
111-08 |
112-21 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-09 |
117-06 |
113-20 |
|
| R3 |
116-18 |
115-15 |
113-05 |
|
| R2 |
114-27 |
114-27 |
113-00 |
|
| R1 |
113-24 |
113-24 |
112-27 |
113-14 |
| PP |
113-04 |
113-04 |
113-04 |
112-30 |
| S1 |
112-01 |
112-01 |
112-17 |
111-23 |
| S2 |
111-13 |
111-13 |
112-12 |
|
| S3 |
109-22 |
110-10 |
112-07 |
|
| S4 |
107-31 |
108-19 |
111-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-24 |
112-07 |
1-17 |
1.4% |
0-22 |
0.6% |
53% |
False |
False |
249,816 |
| 10 |
114-06 |
112-07 |
1-31 |
1.7% |
0-24 |
0.7% |
41% |
False |
False |
307,892 |
| 20 |
114-30 |
112-07 |
2-23 |
2.4% |
0-23 |
0.6% |
30% |
False |
False |
303,231 |
| 40 |
114-30 |
110-23 |
4-07 |
3.7% |
0-23 |
0.6% |
55% |
False |
False |
156,047 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.5% |
63% |
False |
False |
104,172 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-17 |
0.5% |
63% |
False |
False |
78,156 |
| 100 |
114-30 |
108-03 |
6-27 |
6.1% |
0-14 |
0.4% |
72% |
False |
False |
62,525 |
| 120 |
114-30 |
105-22 |
9-08 |
8.2% |
0-12 |
0.3% |
79% |
False |
False |
52,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-04 |
|
2.618 |
115-00 |
|
1.618 |
114-10 |
|
1.000 |
113-28 |
|
0.618 |
113-20 |
|
HIGH |
113-06 |
|
0.618 |
112-30 |
|
0.500 |
112-27 |
|
0.382 |
112-24 |
|
LOW |
112-16 |
|
0.618 |
112-02 |
|
1.000 |
111-26 |
|
1.618 |
111-12 |
|
2.618 |
110-22 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 21-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-31 |
112-30 |
| PP |
112-29 |
112-26 |
| S1 |
112-27 |
112-22 |
|