ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 01-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
114-09 |
114-17 |
0-08 |
0.2% |
113-16 |
| High |
114-09 |
114-17 |
0-08 |
0.2% |
114-17 |
| Low |
114-09 |
114-17 |
0-08 |
0.2% |
113-16 |
| Close |
114-09 |
114-17 |
0-08 |
0.2% |
114-17 |
| Range |
|
|
|
|
|
| ATR |
0-10 |
0-10 |
0-00 |
-1.5% |
0-00 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-17 |
114-17 |
114-17 |
|
| R3 |
114-17 |
114-17 |
114-17 |
|
| R2 |
114-17 |
114-17 |
114-17 |
|
| R1 |
114-17 |
114-17 |
114-17 |
114-17 |
| PP |
114-17 |
114-17 |
114-17 |
114-17 |
| S1 |
114-17 |
114-17 |
114-17 |
114-17 |
| S2 |
114-17 |
114-17 |
114-17 |
|
| S3 |
114-17 |
114-17 |
114-17 |
|
| S4 |
114-17 |
114-17 |
114-17 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-09 |
116-30 |
115-03 |
|
| R3 |
116-08 |
115-29 |
114-26 |
|
| R2 |
115-07 |
115-07 |
114-23 |
|
| R1 |
114-28 |
114-28 |
114-20 |
115-02 |
| PP |
114-06 |
114-06 |
114-06 |
114-09 |
| S1 |
113-27 |
113-27 |
114-14 |
114-00 |
| S2 |
113-05 |
113-05 |
114-11 |
|
| S3 |
112-04 |
112-26 |
114-08 |
|
| S4 |
111-03 |
111-25 |
113-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-17 |
|
2.618 |
114-17 |
|
1.618 |
114-17 |
|
1.000 |
114-17 |
|
0.618 |
114-17 |
|
HIGH |
114-17 |
|
0.618 |
114-17 |
|
0.500 |
114-17 |
|
0.382 |
114-17 |
|
LOW |
114-17 |
|
0.618 |
114-17 |
|
1.000 |
114-17 |
|
1.618 |
114-17 |
|
2.618 |
114-17 |
|
4.250 |
114-17 |
|
|
| Fisher Pivots for day following 01-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
114-17 |
114-12 |
| PP |
114-17 |
114-07 |
| S1 |
114-17 |
114-02 |
|