ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 20-Dec-2006

Day Change Summary
	Previous	Current
	19-Dec-2006	20-Dec-2006	Change	Change %	Previous Week
Open	111-29	111-25	-0-04	-0.1%	113-21
High	112-27	112-23	-0-04	-0.1%	114-00
Low	111-29	111-25	-0-04	-0.1%	111-26
Close	112-16	112-16	0-00	0.0%	112-20
Range	0-30	0-30	0-00	0.0%	2-06
ATR	0-13	0-15	0-01	8.8%	0-00
Volume	6	2	-4	-66.7%	30

Daily Pivots for day following 20-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	115-05	114-24	113-00
R3	114-07	113-26	112-24
R2	113-09	113-09	112-22
R1	112-28	112-28	112-19	113-02
PP	112-11	112-11	112-11	112-14
S1	111-30	111-30	112-13	112-04
S2	111-13	111-13	112-10
S3	110-15	111-00	112-08
S4	109-17	110-02	112-00

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	112-27	111-25	1-02	0.9%	0-18	0.5%	68%	False	True	3
10	114-06	111-25	2-13	2.1%	0-14	0.4%	30%	False	True	4
20	114-18	111-25	2-25	2.5%	0-07	0.2%	26%	False	True	3
40	114-18	111-08	3-10	2.9%	0-03	0.1%	38%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-00

Fibonacci Retracements and Extensions
4.250	116-22
2.618	115-06
1.618	114-08
1.000	113-21
0.618	113-10
HIGH	112-23
0.618	112-12
0.500	112-08
0.382	112-04
LOW	111-25
0.618	111-06
1.000	110-27
1.618	110-08
2.618	109-10
4.250	107-26

Fisher Pivots for day following 20-Dec-2006
Pivot	1 day	3 day
R1	112-13	112-14
PP	112-11	112-12
S1	112-08	112-10

Download as Excel Spreadsheet

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

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