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 |
|
|
|
|
|
|
| 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 |
|