ECBOT 30 Year Treasury Bond Future March 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 |
112-18 |
113-00 |
0-14 |
0.4% |
112-21 |
| High |
113-06 |
113-03 |
-0-03 |
-0.1% |
113-06 |
| Low |
112-16 |
112-05 |
-0-11 |
-0.3% |
112-05 |
| Close |
113-01 |
112-06 |
-0-27 |
-0.7% |
112-06 |
| Range |
0-22 |
0-30 |
0-08 |
36.4% |
1-01 |
| ATR |
0-23 |
0-23 |
0-01 |
2.4% |
0-00 |
| Volume |
209,581 |
209,521 |
-60 |
0.0% |
996,780 |
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-09 |
114-22 |
112-22 |
|
| R3 |
114-11 |
113-24 |
112-14 |
|
| R2 |
113-13 |
113-13 |
112-12 |
|
| R1 |
112-26 |
112-26 |
112-09 |
112-20 |
| PP |
112-15 |
112-15 |
112-15 |
112-13 |
| S1 |
111-28 |
111-28 |
112-03 |
111-22 |
| S2 |
111-17 |
111-17 |
112-00 |
|
| S3 |
110-19 |
110-30 |
111-30 |
|
| S4 |
109-21 |
110-00 |
111-22 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-19 |
114-30 |
112-24 |
|
| R3 |
114-18 |
113-29 |
112-15 |
|
| R2 |
113-17 |
113-17 |
112-12 |
|
| R1 |
112-28 |
112-28 |
112-09 |
112-22 |
| PP |
112-16 |
112-16 |
112-16 |
112-14 |
| S1 |
111-27 |
111-27 |
112-03 |
111-21 |
| S2 |
111-15 |
111-15 |
112-00 |
|
| S3 |
110-14 |
110-26 |
111-29 |
|
| S4 |
109-13 |
109-25 |
111-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-06 |
112-05 |
1-01 |
0.9% |
0-20 |
0.6% |
3% |
False |
True |
199,356 |
| 10 |
114-06 |
112-05 |
2-01 |
1.8% |
0-24 |
0.7% |
2% |
False |
True |
279,670 |
| 20 |
114-30 |
112-05 |
2-25 |
2.5% |
0-24 |
0.7% |
1% |
False |
True |
312,135 |
| 40 |
114-30 |
111-10 |
3-20 |
3.2% |
0-23 |
0.7% |
24% |
False |
False |
161,264 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.6% |
47% |
False |
False |
107,652 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-17 |
0.5% |
47% |
False |
False |
80,774 |
| 100 |
114-30 |
108-03 |
6-27 |
6.1% |
0-14 |
0.4% |
60% |
False |
False |
64,620 |
| 120 |
114-30 |
106-06 |
8-24 |
7.8% |
0-12 |
0.3% |
69% |
False |
False |
53,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-02 |
|
2.618 |
115-18 |
|
1.618 |
114-20 |
|
1.000 |
114-01 |
|
0.618 |
113-22 |
|
HIGH |
113-03 |
|
0.618 |
112-24 |
|
0.500 |
112-20 |
|
0.382 |
112-16 |
|
LOW |
112-05 |
|
0.618 |
111-18 |
|
1.000 |
111-07 |
|
1.618 |
110-20 |
|
2.618 |
109-22 |
|
4.250 |
108-06 |
|
|
| Fisher Pivots for day following 22-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-20 |
112-22 |
| PP |
112-15 |
112-16 |
| S1 |
112-11 |
112-11 |
|