ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 16-Nov-2006

Day Change Summary
	Previous	Current
	15-Nov-2006	16-Nov-2006	Change	Change %	Previous Week
Open	113-09	112-23	-0-18	-0.5%	111-15
High	113-09	113-14	0-05	0.1%	113-04
Low	112-18	112-03	-0-15	-0.4%	111-13
Close	112-24	112-10	-0-14	-0.4%	112-30
Range	0-23	1-11	0-20	87.0%	1-23
ATR	0-21	0-23	0-02	7.2%	0-00
Volume	5,276	20,305	15,029	284.9%	6,278

Daily Pivots for day following 16-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	116-21	115-26	113-02
R3	115-10	114-15	112-22
R2	113-31	113-31	112-18
R1	113-04	113-04	112-14	112-28
PP	112-20	112-20	112-20	112-16
S1	111-25	111-25	112-06	111-17
S2	111-09	111-09	112-02
S3	109-30	110-14	111-30
S4	108-19	109-03	111-18

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	113-16	111-23	1-25	1.6%	1-01	0.9%	33%	False	False	7,595
10	113-16	111-13	2-03	1.9%	0-27	0.8%	43%	False	False	4,238
20	113-16	109-25	3-23	3.3%	0-22	0.6%	68%	False	False	2,629
40	113-16	109-25	3-23	3.3%	0-18	0.5%	68%	False	False	1,510
60	113-16	109-25	3-23	3.3%	0-14	0.4%	68%	False	False	1,017
80	113-16	107-25	5-23	5.1%	0-11	0.3%	79%	False	False	763
100	113-16	105-12	8-04	7.2%	0-09	0.2%	85%	False	False	610
120	113-16	105-12	8-04	7.2%	0-07	0.2%	85%	False	False	508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-05
2.618	116-31
1.618	115-20
1.000	114-25
0.618	114-09
HIGH	113-14
0.618	112-30
0.500	112-24
0.382	112-19
LOW	112-03
0.618	111-08
1.000	110-24
1.618	109-29
2.618	108-18
4.250	106-12

Fisher Pivots for day following 16-Nov-2006
Pivot	1 day	3 day
R1	112-24	112-26
PP	112-20	112-20
S1	112-15	112-15

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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