ECBOT 30 Year Treasury Bond Future June 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	112-16	112-14	-0-02	-0.1%	113-15
High	112-18	112-30	0-12	0.3%	114-00
Low	112-16	112-14	-0-02	-0.1%	112-10
Close	112-16	112-31	0-15	0.4%	112-20
Range	0-02	0-16	0-14	700.0%	1-22
ATR	0-14	0-14	0-00	1.1%	0-00
Volume	5	57	52	1,040.0%	109

Daily Pivots for day following 21-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	114-09	114-04	113-08
R3	113-25	113-20	113-03
R2	113-09	113-09	113-02
R1	113-04	113-04	113-00	113-06
PP	112-25	112-25	112-25	112-26
S1	112-20	112-20	112-30	112-22
S2	112-09	112-09	112-28
S3	111-25	112-04	112-27
S4	111-09	111-20	112-22

Weekly Pivots for week ending 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	118-01	117-01	113-18
R3	116-11	115-11	113-03
R2	114-21	114-21	112-30
R1	113-21	113-21	112-25	113-10
PP	112-31	112-31	112-31	112-26
S1	111-31	111-31	112-15	111-20
S2	111-09	111-09	112-10
S3	109-19	110-09	112-05
S4	107-29	108-19	111-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-16	112-09	1-07	1.1%	0-15	0.4%	56%	False	False	38
10	114-00	112-09	1-23	1.5%	0-14	0.4%	40%	False	False	30
20	114-22	112-09	2-13	2.1%	0-11	0.3%	29%	False	False	25
40	114-22	111-17	3-05	2.8%	0-06	0.2%	46%	False	False	13
60	114-22	110-00	4-22	4.1%	0-06	0.2%	63%	False	False	9
80	114-22	110-00	4-22	4.1%	0-05	0.2%	63%	False	False	7
100	114-22	108-01	6-21	5.9%	0-04	0.1%	74%	False	False	6
120	114-22	106-00	8-22	7.7%	0-04	0.1%	80%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-02
2.618	114-08
1.618	113-24
1.000	113-14
0.618	113-08
HIGH	112-30
0.618	112-24
0.500	112-22
0.382	112-20
LOW	112-14
0.618	112-04
1.000	111-30
1.618	111-20
2.618	111-04
4.250	110-10

Fisher Pivots for day following 21-Dec-2006
Pivot	1 day	3 day
R1	112-28	112-27
PP	112-25	112-23
S1	112-22	112-20

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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