ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
112-21 |
112-25 |
0-04 |
0.1% |
113-09 |
| High |
112-30 |
113-01 |
0-03 |
0.1% |
114-06 |
| Low |
112-17 |
112-07 |
-0-10 |
-0.3% |
112-15 |
| Close |
112-23 |
112-18 |
-0-05 |
-0.1% |
112-22 |
| Range |
0-13 |
0-26 |
0-13 |
100.0% |
1-23 |
| ATR |
0-23 |
0-24 |
0-00 |
0.8% |
0-00 |
| Volume |
193,694 |
280,468 |
86,774 |
44.8% |
1,799,928 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-01 |
114-20 |
113-00 |
|
| R3 |
114-07 |
113-26 |
112-25 |
|
| R2 |
113-13 |
113-13 |
112-23 |
|
| R1 |
113-00 |
113-00 |
112-20 |
112-26 |
| PP |
112-19 |
112-19 |
112-19 |
112-16 |
| S1 |
112-06 |
112-06 |
112-16 |
112-00 |
| S2 |
111-25 |
111-25 |
112-13 |
|
| S3 |
110-31 |
111-12 |
112-11 |
|
| S4 |
110-05 |
110-18 |
112-04 |
|
|
| 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 |
112-07 |
1-31 |
1.7% |
0-28 |
0.8% |
17% |
False |
True |
349,225 |
| 10 |
114-16 |
112-07 |
2-09 |
2.0% |
0-25 |
0.7% |
15% |
False |
True |
337,205 |
| 20 |
114-30 |
112-07 |
2-23 |
2.4% |
0-23 |
0.6% |
13% |
False |
True |
291,995 |
| 40 |
114-30 |
109-31 |
4-31 |
4.4% |
0-23 |
0.6% |
52% |
False |
False |
148,234 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.5% |
54% |
False |
False |
98,971 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-17 |
0.5% |
54% |
False |
False |
74,242 |
| 100 |
114-30 |
108-03 |
6-27 |
6.1% |
0-14 |
0.4% |
65% |
False |
False |
59,394 |
| 120 |
114-30 |
105-22 |
9-08 |
8.2% |
0-12 |
0.3% |
74% |
False |
False |
49,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-16 |
|
2.618 |
115-05 |
|
1.618 |
114-11 |
|
1.000 |
113-27 |
|
0.618 |
113-17 |
|
HIGH |
113-01 |
|
0.618 |
112-23 |
|
0.500 |
112-20 |
|
0.382 |
112-17 |
|
LOW |
112-07 |
|
0.618 |
111-23 |
|
1.000 |
111-13 |
|
1.618 |
110-29 |
|
2.618 |
110-03 |
|
4.250 |
108-24 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-20 |
113-00 |
| PP |
112-19 |
112-27 |
| S1 |
112-19 |
112-22 |
|