ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 112-13 112-10 -0-03 -0.1% 112-21
High 112-13 112-10 -0-03 -0.1% 112-30
Low 112-13 111-25 -0-20 -0.6% 112-04
Close 112-13 111-27 -0-18 -0.5% 112-04
Range 0-00 0-17 0-17 0-26
ATR 0-15 0-15 0-00 2.7% 0-00
Volume 48 12 -36 -75.0% 214
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 113-18 113-08 112-04
R3 113-01 112-23 112-00
R2 112-16 112-16 111-30
R1 112-06 112-06 111-29 112-02
PP 111-31 111-31 111-31 111-30
S1 111-21 111-21 111-25 111-18
S2 111-14 111-14 111-24
S3 110-29 111-04 111-22
S4 110-12 110-19 111-18
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
5 112-30 111-25 1-05 1.0% 0-10 0.3% 5% False True 34
10 114-00 111-25 2-07 2.0% 0-15 0.4% 3% False True 37
20 114-22 111-25 2-29 2.6% 0-10 0.3% 2% False True 29
40 114-22 111-17 3-05 2.8% 0-06 0.2% 10% False False 16
60 114-22 110-00 4-22 4.2% 0-06 0.2% 39% False False 11
80 114-22 110-00 4-22 4.2% 0-06 0.2% 39% False False 8
100 114-22 108-01 6-21 6.0% 0-05 0.1% 57% False False 7
120 114-22 106-25 7-29 7.1% 0-04 0.1% 64% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-18
2.618 113-23
1.618 113-06
1.000 112-27
0.618 112-21
HIGH 112-10
0.618 112-04
0.500 112-02
0.382 111-31
LOW 111-25
0.618 111-14
1.000 111-08
1.618 110-29
2.618 110-12
4.250 109-17
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 112-02 112-07
PP 111-31 112-03
S1 111-29 111-31

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

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