ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
111-29 |
111-17 |
-0-12 |
-0.3% |
112-07 |
High |
112-05 |
111-23 |
-0-14 |
-0.4% |
112-20 |
Low |
111-04 |
111-05 |
0-01 |
0.0% |
111-04 |
Close |
111-17 |
111-14 |
-0-03 |
-0.1% |
111-14 |
Range |
1-01 |
0-18 |
-0-15 |
-45.5% |
1-16 |
ATR |
0-24 |
0-23 |
0-00 |
-1.7% |
0-00 |
Volume |
176,775 |
93,605 |
-83,170 |
-47.0% |
446,204 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-04 |
112-27 |
111-24 |
|
R3 |
112-18 |
112-09 |
111-19 |
|
R2 |
112-00 |
112-00 |
111-17 |
|
R1 |
111-23 |
111-23 |
111-16 |
111-18 |
PP |
111-14 |
111-14 |
111-14 |
111-12 |
S1 |
111-05 |
111-05 |
111-12 |
111-00 |
S2 |
110-28 |
110-28 |
111-11 |
|
S3 |
110-10 |
110-19 |
111-09 |
|
S4 |
109-24 |
110-01 |
111-04 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-07 |
115-11 |
112-08 |
|
R3 |
114-23 |
113-27 |
111-27 |
|
R2 |
113-07 |
113-07 |
111-23 |
|
R1 |
112-11 |
112-11 |
111-18 |
112-01 |
PP |
111-23 |
111-23 |
111-23 |
111-18 |
S1 |
110-27 |
110-27 |
111-10 |
110-17 |
S2 |
110-07 |
110-07 |
111-05 |
|
S3 |
108-23 |
109-11 |
111-01 |
|
S4 |
107-07 |
107-27 |
110-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-03 |
111-04 |
1-31 |
1.8% |
0-24 |
0.7% |
16% |
False |
False |
131,145 |
10 |
113-24 |
111-04 |
2-20 |
2.4% |
0-23 |
0.7% |
12% |
False |
False |
190,480 |
20 |
114-30 |
111-04 |
3-26 |
3.4% |
0-24 |
0.7% |
8% |
False |
False |
279,203 |
40 |
114-30 |
111-04 |
3-26 |
3.4% |
0-23 |
0.7% |
8% |
False |
False |
172,246 |
60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.6% |
32% |
False |
False |
115,076 |
80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-18 |
0.5% |
32% |
False |
False |
86,350 |
100 |
114-30 |
108-03 |
6-27 |
6.1% |
0-15 |
0.4% |
49% |
False |
False |
69,082 |
120 |
114-30 |
106-27 |
8-03 |
7.3% |
0-13 |
0.4% |
57% |
False |
False |
57,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-04 |
2.618 |
113-06 |
1.618 |
112-20 |
1.000 |
112-09 |
0.618 |
112-02 |
HIGH |
111-23 |
0.618 |
111-16 |
0.500 |
111-14 |
0.382 |
111-12 |
LOW |
111-05 |
0.618 |
110-26 |
1.000 |
110-19 |
1.618 |
110-08 |
2.618 |
109-22 |
4.250 |
108-24 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
111-14 |
111-28 |
PP |
111-14 |
111-23 |
S1 |
111-14 |
111-19 |
|