ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 06-Dec-2006
Day Change Summary
Previous Current
05-Dec-2006 06-Dec-2006 Change Change % Previous Week
Open 114-23 114-15 -0-08 -0.2% 113-15
High 114-29 114-16 -0-13 -0.4% 114-30
Low 114-04 114-00 -0-04 -0.1% 112-26
Close 114-16 114-03 -0-13 -0.4% 114-20
Range 0-25 0-16 -0-09 -36.0% 2-04
ATR 0-22 0-21 0-00 -1.9% 0-00
Volume 425,128 273,830 -151,298 -35.6% 1,650,141
Daily Pivots for day following 06-Dec-2006
Classic Woodie Camarilla DeMark
R4 115-22 115-13 114-12
R3 115-06 114-29 114-07
R2 114-22 114-22 114-06
R1 114-13 114-13 114-04 114-10
PP 114-06 114-06 114-06 114-05
S1 113-29 113-29 114-02 113-26
S2 113-22 113-22 114-00
S3 113-06 113-13 113-31
S4 112-22 112-29 113-26
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 120-16 119-22 115-25
R3 118-12 117-18 115-07
R2 116-08 116-08 115-00
R1 115-14 115-14 114-26 115-27
PP 114-04 114-04 114-04 114-10
S1 113-10 113-10 114-14 113-23
S2 112-00 112-00 114-08
S3 109-28 111-06 114-01
S4 107-24 109-02 113-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-30 113-20 1-10 1.2% 0-22 0.6% 36% False False 395,167
10 114-30 112-26 2-04 1.9% 0-21 0.6% 60% False False 268,913
20 114-30 111-23 3-07 2.8% 0-23 0.6% 74% False False 140,970
40 114-30 109-25 5-05 4.5% 0-19 0.5% 84% False False 70,880
60 114-30 109-25 5-05 4.5% 0-17 0.5% 84% False False 47,348
80 114-30 108-24 6-06 5.4% 0-14 0.4% 86% False False 35,515
100 114-30 106-27 8-03 7.1% 0-11 0.3% 90% False False 28,412
120 114-30 105-12 9-18 8.4% 0-10 0.3% 91% False False 23,677
Crabel Price Patterns
NR True
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-20
2.618 115-26
1.618 115-10
1.000 115-00
0.618 114-26
HIGH 114-16
0.618 114-10
0.500 114-08
0.382 114-06
LOW 114-00
0.618 113-22
1.000 113-16
1.618 113-06
2.618 112-22
4.250 111-28
Fisher Pivots for day following 06-Dec-2006
Pivot 1 day 3 day
R1 114-08 114-14
PP 114-06 114-11
S1 114-05 114-07

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

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