ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 07-Dec-2006
Day Change Summary
Previous Current
06-Dec-2006 07-Dec-2006 Change Change % Previous Week
Open 114-01 113-20 -0-13 -0.4% 113-16
High 114-01 114-06 0-05 0.1% 114-17
Low 114-01 113-20 -0-13 -0.4% 113-16
Close 114-01 114-00 -0-01 0.0% 114-17
Range 0-00 0-18 0-18 1-01
ATR 0-09 0-10 0-01 6.9% 0-00
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Dec-2006
Classic Woodie Camarilla DeMark
R4 115-20 115-12 114-10
R3 115-02 114-26 114-05
R2 114-16 114-16 114-03
R1 114-08 114-08 114-02 114-12
PP 113-30 113-30 113-30 114-00
S1 113-22 113-22 113-30 113-26
S2 113-12 113-12 113-29
S3 112-26 113-04 113-27
S4 112-08 112-18 113-22
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-18 113-20 0-30 0.8% 0-04 0.1% 40% False True 2
10 114-18 113-12 1-06 1.0% 0-02 0.0% 53% False False 2
20 114-18 112-08 2-10 2.0% 0-01 0.0% 76% False False 2
40 114-18 110-00 4-18 4.0% 0-00 0.0% 88% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 116-18
2.618 115-21
1.618 115-03
1.000 114-24
0.618 114-17
HIGH 114-06
0.618 113-31
0.500 113-29
0.382 113-27
LOW 113-20
0.618 113-09
1.000 113-02
1.618 112-23
2.618 112-05
4.250 111-08
Fisher Pivots for day following 07-Dec-2006
Pivot 1 day 3 day
R1 113-31 114-01
PP 113-30 114-01
S1 113-29 114-00

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

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