ECBOT 30 Year Treasury Bond Future March 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 |
112-25 |
111-15 |
-1-10 |
-1.2% |
111-31 |
| High |
112-25 |
111-24 |
-1-01 |
-0.9% |
113-08 |
| Low |
111-13 |
111-13 |
0-00 |
0.0% |
111-13 |
| Close |
111-18 |
111-22 |
0-04 |
0.1% |
111-18 |
| Range |
1-12 |
0-11 |
-1-01 |
-75.0% |
1-27 |
| ATR |
0-19 |
0-18 |
-0-01 |
-3.0% |
0-00 |
| Volume |
1,787 |
463 |
-1,324 |
-74.1% |
7,573 |
|
| Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-21 |
112-16 |
111-28 |
|
| R3 |
112-10 |
112-05 |
111-25 |
|
| R2 |
111-31 |
111-31 |
111-24 |
|
| R1 |
111-26 |
111-26 |
111-23 |
111-28 |
| PP |
111-20 |
111-20 |
111-20 |
111-21 |
| S1 |
111-15 |
111-15 |
111-21 |
111-18 |
| S2 |
111-09 |
111-09 |
111-20 |
|
| S3 |
110-30 |
111-04 |
111-19 |
|
| S4 |
110-19 |
110-25 |
111-16 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-19 |
116-14 |
112-18 |
|
| R3 |
115-24 |
114-19 |
112-02 |
|
| R2 |
113-29 |
113-29 |
111-29 |
|
| R1 |
112-24 |
112-24 |
111-23 |
112-13 |
| PP |
112-02 |
112-02 |
112-02 |
111-29 |
| S1 |
110-29 |
110-29 |
111-13 |
110-18 |
| S2 |
110-07 |
110-07 |
111-07 |
|
| S3 |
108-12 |
109-02 |
111-02 |
|
| S4 |
106-17 |
107-07 |
110-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-08 |
111-13 |
1-27 |
1.7% |
0-23 |
0.7% |
15% |
False |
True |
1,445 |
| 10 |
113-08 |
109-31 |
3-09 |
2.9% |
0-20 |
0.6% |
52% |
False |
False |
1,085 |
| 20 |
113-08 |
109-25 |
3-15 |
3.1% |
0-15 |
0.4% |
55% |
False |
False |
809 |
| 40 |
113-08 |
109-25 |
3-15 |
3.1% |
0-14 |
0.4% |
55% |
False |
False |
516 |
| 60 |
113-08 |
108-03 |
5-05 |
4.6% |
0-11 |
0.3% |
70% |
False |
False |
348 |
| 80 |
113-08 |
106-27 |
6-13 |
5.7% |
0-08 |
0.2% |
76% |
False |
False |
261 |
| 100 |
113-08 |
105-12 |
7-28 |
7.1% |
0-07 |
0.2% |
80% |
False |
False |
209 |
| 120 |
113-08 |
105-12 |
7-28 |
7.1% |
0-06 |
0.2% |
80% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-07 |
|
2.618 |
112-21 |
|
1.618 |
112-10 |
|
1.000 |
112-03 |
|
0.618 |
111-31 |
|
HIGH |
111-24 |
|
0.618 |
111-20 |
|
0.500 |
111-18 |
|
0.382 |
111-17 |
|
LOW |
111-13 |
|
0.618 |
111-06 |
|
1.000 |
111-02 |
|
1.618 |
110-27 |
|
2.618 |
110-16 |
|
4.250 |
109-30 |
|
|
| Fisher Pivots for day following 06-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-21 |
112-07 |
| PP |
111-20 |
112-01 |
| S1 |
111-18 |
111-28 |
|