ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 06-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2006 |
06-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
111-17 |
111-21 |
0-04 |
0.1% |
111-26 |
| High |
111-17 |
111-21 |
0-04 |
0.1% |
113-12 |
| Low |
111-17 |
111-21 |
0-04 |
0.1% |
111-17 |
| Close |
111-17 |
111-21 |
0-04 |
0.1% |
111-17 |
| Range |
|
|
|
|
|
| ATR |
0-16 |
0-15 |
-0-01 |
-5.3% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-21 |
111-21 |
111-21 |
|
| R3 |
111-21 |
111-21 |
111-21 |
|
| R2 |
111-21 |
111-21 |
111-21 |
|
| R1 |
111-21 |
111-21 |
111-21 |
111-21 |
| PP |
111-21 |
111-21 |
111-21 |
111-21 |
| S1 |
111-21 |
111-21 |
111-21 |
111-21 |
| S2 |
111-21 |
111-21 |
111-21 |
|
| S3 |
111-21 |
111-21 |
111-21 |
|
| S4 |
111-21 |
111-21 |
111-21 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-22 |
116-14 |
112-17 |
|
| R3 |
115-27 |
114-19 |
112-01 |
|
| R2 |
114-00 |
114-00 |
111-28 |
|
| R1 |
112-24 |
112-24 |
111-22 |
112-14 |
| PP |
112-05 |
112-05 |
112-05 |
112-00 |
| S1 |
110-29 |
110-29 |
111-12 |
110-20 |
| S2 |
110-10 |
110-10 |
111-06 |
|
| S3 |
108-15 |
109-02 |
111-01 |
|
| S4 |
106-20 |
107-07 |
110-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-12 |
111-17 |
1-27 |
1.7% |
0-00 |
0.0% |
7% |
False |
False |
|
| 10 |
113-12 |
110-00 |
3-12 |
3.0% |
0-00 |
0.0% |
49% |
False |
False |
|
| 20 |
113-12 |
110-00 |
3-12 |
3.0% |
0-02 |
0.0% |
49% |
False |
False |
|
| 40 |
113-15 |
110-00 |
3-15 |
3.1% |
0-05 |
0.1% |
48% |
False |
False |
1 |
| 60 |
113-15 |
108-01 |
5-14 |
4.9% |
0-04 |
0.1% |
67% |
False |
False |
1 |
| 80 |
113-15 |
106-25 |
6-22 |
6.0% |
0-03 |
0.1% |
73% |
False |
False |
|
| 100 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
78% |
False |
False |
|
| 120 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
78% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-21 |
|
2.618 |
111-21 |
|
1.618 |
111-21 |
|
1.000 |
111-21 |
|
0.618 |
111-21 |
|
HIGH |
111-21 |
|
0.618 |
111-21 |
|
0.500 |
111-21 |
|
0.382 |
111-21 |
|
LOW |
111-21 |
|
0.618 |
111-21 |
|
1.000 |
111-21 |
|
1.618 |
111-21 |
|
2.618 |
111-21 |
|
4.250 |
111-21 |
|
|
| Fisher Pivots for day following 06-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-21 |
112-04 |
| PP |
111-21 |
111-31 |
| S1 |
111-21 |
111-26 |
|