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 |
|
|
|
| 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 |
|