ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 28-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-15 |
113-22 |
0-07 |
0.2% |
112-27 |
| High |
113-23 |
114-07 |
0-16 |
0.4% |
113-27 |
| Low |
112-26 |
113-16 |
0-22 |
0.6% |
112-23 |
| Close |
113-19 |
113-28 |
0-09 |
0.2% |
113-15 |
| Range |
0-29 |
0-23 |
-0-06 |
-20.7% |
1-04 |
| ATR |
0-22 |
0-22 |
0-00 |
0.4% |
0-00 |
| Volume |
192,438 |
207,175 |
14,737 |
7.7% |
141,629 |
|
| Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-01 |
115-21 |
114-09 |
|
| R3 |
115-10 |
114-30 |
114-02 |
|
| R2 |
114-19 |
114-19 |
114-00 |
|
| R1 |
114-07 |
114-07 |
113-30 |
114-13 |
| PP |
113-28 |
113-28 |
113-28 |
113-30 |
| S1 |
113-16 |
113-16 |
113-26 |
113-22 |
| S2 |
113-05 |
113-05 |
113-24 |
|
| S3 |
112-14 |
112-25 |
113-22 |
|
| S4 |
111-23 |
112-02 |
113-15 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-23 |
116-07 |
114-03 |
|
| R3 |
115-19 |
115-03 |
113-25 |
|
| R2 |
114-15 |
114-15 |
113-22 |
|
| R1 |
113-31 |
113-31 |
113-18 |
114-07 |
| PP |
113-11 |
113-11 |
113-11 |
113-15 |
| S1 |
112-27 |
112-27 |
113-12 |
113-03 |
| S2 |
112-07 |
112-07 |
113-08 |
|
| S3 |
111-03 |
111-23 |
113-05 |
|
| S4 |
109-31 |
110-19 |
112-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-07 |
112-25 |
1-14 |
1.3% |
0-19 |
0.5% |
76% |
True |
False |
103,883 |
| 10 |
114-07 |
112-03 |
2-04 |
1.9% |
0-23 |
0.6% |
84% |
True |
False |
58,712 |
| 20 |
114-07 |
111-13 |
2-26 |
2.5% |
0-24 |
0.6% |
88% |
True |
False |
30,263 |
| 40 |
114-07 |
109-25 |
4-14 |
3.9% |
0-19 |
0.5% |
92% |
True |
False |
15,392 |
| 60 |
114-07 |
109-25 |
4-14 |
3.9% |
0-16 |
0.4% |
92% |
True |
False |
10,313 |
| 80 |
114-07 |
108-03 |
6-04 |
5.4% |
0-12 |
0.3% |
94% |
True |
False |
7,737 |
| 100 |
114-07 |
106-27 |
7-12 |
6.5% |
0-10 |
0.3% |
95% |
True |
False |
6,189 |
| 120 |
114-07 |
105-12 |
8-27 |
7.8% |
0-09 |
0.2% |
96% |
True |
False |
5,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-09 |
|
2.618 |
116-03 |
|
1.618 |
115-12 |
|
1.000 |
114-30 |
|
0.618 |
114-21 |
|
HIGH |
114-07 |
|
0.618 |
113-30 |
|
0.500 |
113-28 |
|
0.382 |
113-25 |
|
LOW |
113-16 |
|
0.618 |
113-02 |
|
1.000 |
112-25 |
|
1.618 |
112-11 |
|
2.618 |
111-20 |
|
4.250 |
110-14 |
|
|
| Fisher Pivots for day following 28-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
113-24 |
| PP |
113-28 |
113-20 |
| S1 |
113-28 |
113-16 |
|