ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 112-21 111-26 -0-27 -0.7% 113-21
High 112-21 112-24 0-03 0.1% 114-00
Low 112-21 111-26 -0-27 -0.7% 111-26
Close 112-21 112-20 -0-01 0.0% 112-20
Range 0-00 0-30 0-30 2-06
ATR 0-12 0-13 0-01 11.2% 0-00
Volume 2 4 2 100.0% 30
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 115-07 114-27 113-04
R3 114-09 113-29 112-28
R2 113-11 113-11 112-26
R1 112-31 112-31 112-23 113-05
PP 112-13 112-13 112-13 112-16
S1 112-01 112-01 112-17 112-07
S2 111-15 111-15 112-14
S3 110-17 111-03 112-12
S4 109-19 110-05 112-04
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 119-12 118-06 113-26
R3 117-06 116-00 113-07
R2 115-00 115-00 113-01
R1 113-26 113-26 112-26 113-10
PP 112-26 112-26 112-26 112-18
S1 111-20 111-20 112-14 111-04
S2 110-20 110-20 112-07
S3 108-14 109-14 112-01
S4 106-08 107-08 111-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-00 111-26 2-06 1.9% 0-12 0.3% 37% False True 6
10 114-18 111-26 2-24 2.4% 0-08 0.2% 30% False True 4
20 114-18 111-26 2-24 2.4% 0-04 0.1% 30% False True 3
40 114-18 110-00 4-18 4.1% 0-02 0.1% 58% 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 49 trading days
Fibonacci Retracements and Extensions
4.250 116-24
2.618 115-07
1.618 114-09
1.000 113-22
0.618 113-11
HIGH 112-24
0.618 112-13
0.500 112-09
0.382 112-05
LOW 111-26
0.618 111-07
1.000 110-28
1.618 110-09
2.618 109-11
4.250 107-26
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 112-16 112-29
PP 112-13 112-26
S1 112-09 112-23

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

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