ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary
Previous Current
22-Dec-2006 26-Dec-2006 Change Change % Previous Week
Open 112-21 112-13 -0-08 -0.2% 112-21
High 112-21 112-13 -0-08 -0.2% 112-30
Low 112-04 112-13 0-09 0.3% 112-04
Close 112-04 112-13 0-09 0.3% 112-04
Range 0-17 0-00 -0-17 -100.0% 0-26
ATR 0-15 0-15 0-00 -2.9% 0-00
Volume 48 48 0 0.0% 214
Daily Pivots for day following 26-Dec-2006
Classic Woodie Camarilla DeMark
R4 112-13 112-13 112-13
R3 112-13 112-13 112-13
R2 112-13 112-13 112-13
R1 112-13 112-13 112-13 112-13
PP 112-13 112-13 112-13 112-13
S1 112-13 112-13 112-13 112-13
S2 112-13 112-13 112-13
S3 112-13 112-13 112-13
S4 112-13 112-13 112-13
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 114-27 114-09 112-18
R3 114-01 113-15 112-11
R2 113-07 113-07 112-09
R1 112-21 112-21 112-06 112-17
PP 112-13 112-13 112-13 112-10
S1 111-27 111-27 112-02 111-23
S2 111-19 111-19 111-31
S3 110-25 111-01 111-29
S4 109-31 110-07 111-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-30 112-04 0-26 0.7% 0-11 0.3% 35% False False 51
10 114-00 112-04 1-28 1.7% 0-13 0.4% 15% False False 36
20 114-22 112-04 2-18 2.3% 0-10 0.3% 11% False False 29
40 114-22 111-17 3-05 2.8% 0-06 0.2% 28% False False 16
60 114-22 110-00 4-22 4.2% 0-06 0.2% 51% False False 11
80 114-22 110-00 4-22 4.2% 0-06 0.2% 51% False False 8
100 114-22 108-01 6-21 5.9% 0-05 0.1% 66% False False 7
120 114-22 106-22 8-00 7.1% 0-04 0.1% 71% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112-13
2.618 112-13
1.618 112-13
1.000 112-13
0.618 112-13
HIGH 112-13
0.618 112-13
0.500 112-13
0.382 112-13
LOW 112-13
0.618 112-13
1.000 112-13
1.618 112-13
2.618 112-13
4.250 112-13
Fisher Pivots for day following 26-Dec-2006
Pivot 1 day 3 day
R1 112-13 112-17
PP 112-13 112-16
S1 112-13 112-14

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

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