ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 14-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
113-30 |
112-27 |
-1-03 |
-1.0% |
114-16 |
| High |
114-06 |
113-04 |
-1-02 |
-0.9% |
114-29 |
| Low |
112-25 |
112-19 |
-0-06 |
-0.2% |
113-07 |
| Close |
112-31 |
112-23 |
-0-08 |
-0.2% |
113-10 |
| Range |
1-13 |
0-17 |
-0-28 |
-62.2% |
1-22 |
| ATR |
0-23 |
0-23 |
0-00 |
-1.9% |
0-00 |
| Volume |
513,306 |
296,839 |
-216,467 |
-42.2% |
1,795,868 |
|
| Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-13 |
114-03 |
113-00 |
|
| R3 |
113-28 |
113-18 |
112-28 |
|
| R2 |
113-11 |
113-11 |
112-26 |
|
| R1 |
113-01 |
113-01 |
112-25 |
112-30 |
| PP |
112-26 |
112-26 |
112-26 |
112-24 |
| S1 |
112-16 |
112-16 |
112-21 |
112-12 |
| S2 |
112-09 |
112-09 |
112-20 |
|
| S3 |
111-24 |
111-31 |
112-18 |
|
| S4 |
111-07 |
111-14 |
112-14 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-28 |
117-25 |
114-08 |
|
| R3 |
117-06 |
116-03 |
113-25 |
|
| R2 |
115-16 |
115-16 |
113-20 |
|
| R1 |
114-13 |
114-13 |
113-15 |
114-04 |
| PP |
113-26 |
113-26 |
113-26 |
113-21 |
| S1 |
112-23 |
112-23 |
113-05 |
112-14 |
| S2 |
112-04 |
112-04 |
113-00 |
|
| S3 |
110-14 |
111-01 |
112-27 |
|
| S4 |
108-24 |
109-11 |
112-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-06 |
112-19 |
1-19 |
1.4% |
0-27 |
0.7% |
8% |
False |
True |
365,968 |
| 10 |
114-30 |
112-19 |
2-11 |
2.1% |
0-24 |
0.7% |
5% |
False |
True |
367,927 |
| 20 |
114-30 |
112-03 |
2-27 |
2.5% |
0-23 |
0.6% |
22% |
False |
False |
248,135 |
| 40 |
114-30 |
109-25 |
5-05 |
4.6% |
0-21 |
0.6% |
57% |
False |
False |
124,882 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-19 |
0.5% |
57% |
False |
False |
83,382 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-16 |
0.4% |
57% |
False |
False |
62,542 |
| 100 |
114-30 |
107-25 |
7-05 |
6.3% |
0-13 |
0.4% |
69% |
False |
False |
50,034 |
| 120 |
114-30 |
105-12 |
9-18 |
8.5% |
0-11 |
0.3% |
77% |
False |
False |
41,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-12 |
|
2.618 |
114-17 |
|
1.618 |
114-00 |
|
1.000 |
113-21 |
|
0.618 |
113-15 |
|
HIGH |
113-04 |
|
0.618 |
112-30 |
|
0.500 |
112-28 |
|
0.382 |
112-25 |
|
LOW |
112-19 |
|
0.618 |
112-08 |
|
1.000 |
112-02 |
|
1.618 |
111-23 |
|
2.618 |
111-06 |
|
4.250 |
110-11 |
|
|
| Fisher Pivots for day following 14-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
113-12 |
| PP |
112-26 |
113-05 |
| S1 |
112-24 |
112-30 |
|