ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 27-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-15 |
113-12 |
-0-03 |
-0.1% |
112-28 |
| High |
113-21 |
113-12 |
-0-09 |
-0.2% |
113-21 |
| Low |
113-10 |
113-03 |
-0-07 |
-0.2% |
112-10 |
| Close |
113-12 |
113-16 |
0-04 |
0.1% |
113-12 |
| Range |
0-11 |
0-09 |
-0-02 |
-18.2% |
1-11 |
| ATR |
0-13 |
0-13 |
0-00 |
-2.3% |
0-00 |
| Volume |
17 |
9 |
-8 |
-47.1% |
43 |
|
| Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-05 |
114-04 |
113-21 |
|
| R3 |
113-28 |
113-27 |
113-18 |
|
| R2 |
113-19 |
113-19 |
113-18 |
|
| R1 |
113-18 |
113-18 |
113-17 |
113-18 |
| PP |
113-10 |
113-10 |
113-10 |
113-11 |
| S1 |
113-09 |
113-09 |
113-15 |
113-10 |
| S2 |
113-01 |
113-01 |
113-14 |
|
| S3 |
112-24 |
113-00 |
113-14 |
|
| S4 |
112-15 |
112-23 |
113-11 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-05 |
116-19 |
114-04 |
|
| R3 |
115-26 |
115-08 |
113-24 |
|
| R2 |
114-15 |
114-15 |
113-20 |
|
| R1 |
113-29 |
113-29 |
113-16 |
114-06 |
| PP |
113-04 |
113-04 |
113-04 |
113-08 |
| S1 |
112-18 |
112-18 |
113-08 |
112-27 |
| S2 |
111-25 |
111-25 |
113-04 |
|
| S3 |
110-14 |
111-07 |
113-00 |
|
| S4 |
109-03 |
109-28 |
112-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-21 |
112-10 |
1-11 |
1.2% |
0-07 |
0.2% |
88% |
False |
False |
10 |
| 10 |
113-21 |
112-08 |
1-13 |
1.2% |
0-03 |
0.1% |
89% |
False |
False |
5 |
| 20 |
113-21 |
111-17 |
2-04 |
1.9% |
0-02 |
0.0% |
93% |
False |
False |
2 |
| 40 |
113-21 |
110-00 |
3-21 |
3.2% |
0-03 |
0.1% |
96% |
False |
False |
2 |
| 60 |
113-21 |
110-00 |
3-21 |
3.2% |
0-04 |
0.1% |
96% |
False |
False |
2 |
| 80 |
113-21 |
108-01 |
5-20 |
5.0% |
0-03 |
0.1% |
97% |
False |
False |
1 |
| 100 |
113-21 |
106-22 |
6-31 |
6.1% |
0-02 |
0.1% |
98% |
False |
False |
1 |
| 120 |
113-21 |
105-06 |
8-15 |
7.5% |
0-02 |
0.1% |
98% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-18 |
|
2.618 |
114-04 |
|
1.618 |
113-27 |
|
1.000 |
113-21 |
|
0.618 |
113-18 |
|
HIGH |
113-12 |
|
0.618 |
113-09 |
|
0.500 |
113-08 |
|
0.382 |
113-06 |
|
LOW |
113-03 |
|
0.618 |
112-29 |
|
1.000 |
112-26 |
|
1.618 |
112-20 |
|
2.618 |
112-11 |
|
4.250 |
111-29 |
|
|
| Fisher Pivots for day following 27-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-13 |
113-15 |
| PP |
113-10 |
113-13 |
| S1 |
113-08 |
113-12 |
|