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 |
|
|
|
| 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 |
|