ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
112-17 |
111-29 |
-0-20 |
-0.6% |
112-21 |
| High |
112-20 |
112-05 |
-0-15 |
-0.4% |
113-06 |
| Low |
111-25 |
111-04 |
-0-21 |
-0.6% |
112-05 |
| Close |
111-29 |
111-17 |
-0-12 |
-0.3% |
112-06 |
| Range |
0-27 |
1-01 |
0-06 |
22.2% |
1-01 |
| ATR |
0-23 |
0-24 |
0-01 |
3.2% |
0-00 |
| Volume |
119,288 |
176,775 |
57,487 |
48.2% |
996,780 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-22 |
114-05 |
112-03 |
|
| R3 |
113-21 |
113-04 |
111-26 |
|
| R2 |
112-20 |
112-20 |
111-23 |
|
| R1 |
112-03 |
112-03 |
111-20 |
111-27 |
| PP |
111-19 |
111-19 |
111-19 |
111-16 |
| S1 |
111-02 |
111-02 |
111-14 |
110-26 |
| S2 |
110-18 |
110-18 |
111-11 |
|
| S3 |
109-17 |
110-01 |
111-08 |
|
| S4 |
108-16 |
109-00 |
110-31 |
|
|
| 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 |
111-04 |
2-02 |
1.8% |
0-25 |
0.7% |
20% |
False |
True |
154,340 |
| 10 |
113-24 |
111-04 |
2-20 |
2.4% |
0-23 |
0.7% |
15% |
False |
True |
210,804 |
| 20 |
114-30 |
111-04 |
3-26 |
3.4% |
0-24 |
0.7% |
11% |
False |
True |
297,463 |
| 40 |
114-30 |
111-04 |
3-26 |
3.4% |
0-24 |
0.7% |
11% |
False |
True |
169,980 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-21 |
0.6% |
34% |
False |
False |
113,521 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-18 |
0.5% |
34% |
False |
False |
85,181 |
| 100 |
114-30 |
108-03 |
6-27 |
6.1% |
0-15 |
0.4% |
50% |
False |
False |
68,146 |
| 120 |
114-30 |
106-27 |
8-03 |
7.3% |
0-13 |
0.4% |
58% |
False |
False |
56,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-17 |
|
2.618 |
114-27 |
|
1.618 |
113-26 |
|
1.000 |
113-06 |
|
0.618 |
112-25 |
|
HIGH |
112-05 |
|
0.618 |
111-24 |
|
0.500 |
111-20 |
|
0.382 |
111-17 |
|
LOW |
111-04 |
|
0.618 |
110-16 |
|
1.000 |
110-03 |
|
1.618 |
109-15 |
|
2.618 |
108-14 |
|
4.250 |
106-24 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-20 |
111-28 |
| PP |
111-19 |
111-24 |
| S1 |
111-18 |
111-21 |
|