ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 13-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2006 |
13-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
112-17 |
112-27 |
0-10 |
0.3% |
111-15 |
| High |
113-04 |
113-02 |
-0-02 |
-0.1% |
113-04 |
| Low |
111-23 |
112-10 |
0-19 |
0.5% |
111-13 |
| Close |
112-30 |
112-25 |
-0-05 |
-0.1% |
112-30 |
| Range |
1-13 |
0-24 |
-0-21 |
-46.7% |
1-23 |
| ATR |
0-20 |
0-21 |
0-00 |
1.3% |
0-00 |
| Volume |
3,660 |
5,098 |
1,438 |
39.3% |
6,278 |
|
| Daily Pivots for day following 13-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-31 |
114-20 |
113-06 |
|
| R3 |
114-07 |
113-28 |
113-00 |
|
| R2 |
113-15 |
113-15 |
112-29 |
|
| R1 |
113-04 |
113-04 |
112-27 |
112-30 |
| PP |
112-23 |
112-23 |
112-23 |
112-20 |
| S1 |
112-12 |
112-12 |
112-23 |
112-06 |
| S2 |
111-31 |
111-31 |
112-21 |
|
| S3 |
111-07 |
111-20 |
112-18 |
|
| S4 |
110-15 |
110-28 |
112-12 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-21 |
117-00 |
113-28 |
|
| R3 |
115-30 |
115-09 |
113-13 |
|
| R2 |
114-07 |
114-07 |
113-08 |
|
| R1 |
113-18 |
113-18 |
113-03 |
113-28 |
| PP |
112-16 |
112-16 |
112-16 |
112-21 |
| S1 |
111-27 |
111-27 |
112-25 |
112-06 |
| S2 |
110-25 |
110-25 |
112-20 |
|
| S3 |
109-02 |
110-04 |
112-15 |
|
| S4 |
107-11 |
108-13 |
112-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-04 |
111-23 |
1-13 |
1.2% |
0-24 |
0.7% |
76% |
False |
False |
2,182 |
| 10 |
113-08 |
111-13 |
1-27 |
1.6% |
0-24 |
0.7% |
75% |
False |
False |
1,814 |
| 20 |
113-08 |
109-25 |
3-15 |
3.1% |
0-18 |
0.5% |
86% |
False |
False |
1,213 |
| 40 |
113-08 |
109-25 |
3-15 |
3.1% |
0-16 |
0.5% |
86% |
False |
False |
786 |
| 60 |
113-08 |
109-25 |
3-15 |
3.1% |
0-13 |
0.3% |
86% |
False |
False |
530 |
| 80 |
113-08 |
107-18 |
5-22 |
5.0% |
0-10 |
0.3% |
92% |
False |
False |
397 |
| 100 |
113-08 |
105-12 |
7-28 |
7.0% |
0-08 |
0.2% |
94% |
False |
False |
318 |
| 120 |
113-08 |
105-12 |
7-28 |
7.0% |
0-07 |
0.2% |
94% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-08 |
|
2.618 |
115-01 |
|
1.618 |
114-09 |
|
1.000 |
113-26 |
|
0.618 |
113-17 |
|
HIGH |
113-02 |
|
0.618 |
112-25 |
|
0.500 |
112-22 |
|
0.382 |
112-19 |
|
LOW |
112-10 |
|
0.618 |
111-27 |
|
1.000 |
111-18 |
|
1.618 |
111-03 |
|
2.618 |
110-11 |
|
4.250 |
109-04 |
|
|
| Fisher Pivots for day following 13-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-24 |
112-21 |
| PP |
112-23 |
112-17 |
| S1 |
112-22 |
112-14 |
|