ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 02-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2006 |
02-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
113-01 |
0-11 |
0.3% |
110-06 |
| High |
113-08 |
113-01 |
-0-07 |
-0.2% |
112-16 |
| Low |
112-15 |
112-22 |
0-07 |
0.2% |
109-25 |
| Close |
113-04 |
112-25 |
-0-11 |
-0.3% |
111-25 |
| Range |
0-25 |
0-11 |
-0-14 |
-56.0% |
2-23 |
| ATR |
0-17 |
0-17 |
0-00 |
-1.4% |
0-00 |
| Volume |
2,937 |
274 |
-2,663 |
-90.7% |
4,422 |
|
| Daily Pivots for day following 02-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-28 |
113-21 |
112-31 |
|
| R3 |
113-17 |
113-10 |
112-28 |
|
| R2 |
113-06 |
113-06 |
112-27 |
|
| R1 |
112-31 |
112-31 |
112-26 |
112-29 |
| PP |
112-27 |
112-27 |
112-27 |
112-26 |
| S1 |
112-20 |
112-20 |
112-24 |
112-18 |
| S2 |
112-16 |
112-16 |
112-23 |
|
| S3 |
112-05 |
112-09 |
112-22 |
|
| S4 |
111-26 |
111-30 |
112-19 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
118-12 |
113-09 |
|
| R3 |
116-25 |
115-21 |
112-17 |
|
| R2 |
114-02 |
114-02 |
112-09 |
|
| R1 |
112-30 |
112-30 |
112-01 |
113-16 |
| PP |
111-11 |
111-11 |
111-11 |
111-20 |
| S1 |
110-07 |
110-07 |
111-17 |
110-25 |
| S2 |
108-20 |
108-20 |
111-09 |
|
| S3 |
105-29 |
107-16 |
111-01 |
|
| S4 |
103-06 |
104-25 |
110-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-08 |
111-10 |
1-30 |
1.7% |
0-22 |
0.6% |
76% |
False |
False |
1,440 |
| 10 |
113-08 |
109-25 |
3-15 |
3.1% |
0-16 |
0.5% |
86% |
False |
False |
1,021 |
| 20 |
113-08 |
109-25 |
3-15 |
3.1% |
0-14 |
0.4% |
86% |
False |
False |
735 |
| 40 |
113-08 |
109-25 |
3-15 |
3.1% |
0-13 |
0.4% |
86% |
False |
False |
460 |
| 60 |
113-08 |
108-03 |
5-05 |
4.6% |
0-10 |
0.3% |
91% |
False |
False |
311 |
| 80 |
113-08 |
106-27 |
6-13 |
5.7% |
0-08 |
0.2% |
93% |
False |
False |
233 |
| 100 |
113-08 |
105-12 |
7-28 |
7.0% |
0-06 |
0.2% |
94% |
False |
False |
186 |
| 120 |
113-08 |
105-12 |
7-28 |
7.0% |
0-05 |
0.1% |
94% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-16 |
|
2.618 |
113-30 |
|
1.618 |
113-19 |
|
1.000 |
113-12 |
|
0.618 |
113-08 |
|
HIGH |
113-01 |
|
0.618 |
112-29 |
|
0.500 |
112-28 |
|
0.382 |
112-26 |
|
LOW |
112-22 |
|
0.618 |
112-15 |
|
1.000 |
112-11 |
|
1.618 |
112-04 |
|
2.618 |
111-25 |
|
4.250 |
111-07 |
|
|
| Fisher Pivots for day following 02-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
112-22 |
| PP |
112-27 |
112-20 |
| S1 |
112-26 |
112-18 |
|