ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 112-21 112-21 0-00 0.0% 113-09
High 113-24 112-30 -0-26 -0.7% 114-06
Low 112-15 112-17 0-02 0.1% 112-15
Close 112-22 112-23 0-01 0.0% 112-22
Range 1-09 0-13 -0-28 -68.3% 1-23
ATR 0-24 0-23 -0-01 -3.3% 0-00
Volume 461,822 193,694 -268,128 -58.1% 1,799,928
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 113-30 113-24 112-30
R3 113-17 113-11 112-27
R2 113-04 113-04 112-25
R1 112-30 112-30 112-24 113-01
PP 112-23 112-23 112-23 112-25
S1 112-17 112-17 112-22 112-20
S2 112-10 112-10 112-21
S3 111-29 112-04 112-19
S4 111-16 111-23 112-16
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 118-09 117-06 113-20
R3 116-18 115-15 113-05
R2 114-27 114-27 113-00
R1 113-24 113-24 112-27 113-14
PP 113-04 113-04 113-04 112-30
S1 112-01 112-01 112-17 111-23
S2 111-13 111-13 112-12
S3 109-22 110-10 112-07
S4 107-31 108-19 111-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-06 112-15 1-23 1.5% 0-27 0.8% 15% False False 349,644
10 114-29 112-15 2-14 2.2% 0-25 0.7% 10% False False 351,671
20 114-30 112-15 2-15 2.2% 0-22 0.6% 10% False False 279,063
40 114-30 109-25 5-05 4.6% 0-23 0.6% 57% False False 141,262
60 114-30 109-25 5-05 4.6% 0-20 0.5% 57% False False 94,302
80 114-30 109-25 5-05 4.6% 0-17 0.5% 57% False False 70,736
100 114-30 108-03 6-27 6.1% 0-13 0.4% 68% False False 56,589
120 114-30 105-22 9-08 8.2% 0-11 0.3% 76% False False 47,158
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 114-21
2.618 114-00
1.618 113-19
1.000 113-11
0.618 113-06
HIGH 112-30
0.618 112-25
0.500 112-24
0.382 112-22
LOW 112-17
0.618 112-09
1.000 112-04
1.618 111-28
2.618 111-15
4.250 110-26
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 112-24 113-04
PP 112-23 112-31
S1 112-23 112-27

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

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