ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 111-25 113-27 2-02 1.8% 113-21
High 112-23 113-27 1-04 1.0% 114-00
Low 111-25 112-07 0-14 0.4% 111-26
Close 112-16 112-31 0-15 0.4% 112-20
Range 0-30 1-20 0-22 73.3% 2-06
ATR 0-15 0-17 0-03 18.3% 0-00
Volume 2 30 28 1,400.0% 30
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 117-28 117-02 113-28
R3 116-08 115-14 113-13
R2 114-20 114-20 113-09
R1 113-26 113-26 113-04 113-13
PP 113-00 113-00 113-00 112-26
S1 112-06 112-06 112-26 111-25
S2 111-12 111-12 112-21
S3 109-24 110-18 112-17
S4 108-04 108-30 112-02
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
5 113-27 111-25 2-02 1.8% 0-28 0.8% 58% True False 9
10 114-00 111-25 2-07 2.0% 0-17 0.5% 54% False False 7
20 114-18 111-25 2-25 2.5% 0-09 0.3% 43% False False 4
40 114-18 111-17 3-01 2.7% 0-05 0.1% 47% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 120-24
2.618 118-03
1.618 116-15
1.000 115-15
0.618 114-27
HIGH 113-27
0.618 113-07
0.500 113-01
0.382 112-27
LOW 112-07
0.618 111-07
1.000 110-19
1.618 109-19
2.618 107-31
4.250 105-10
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 113-01 112-29
PP 113-00 112-28
S1 113-00 112-26

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

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