ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 20-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
112-07 |
112-27 |
0-20 |
0.6% |
112-27 |
| High |
113-04 |
113-03 |
-0-01 |
0.0% |
113-16 |
| Low |
112-07 |
112-23 |
0-16 |
0.4% |
112-03 |
| Close |
112-26 |
112-30 |
0-04 |
0.1% |
112-26 |
| Range |
0-29 |
0-12 |
-0-17 |
-58.6% |
1-13 |
| ATR |
0-23 |
0-23 |
-0-01 |
-3.5% |
0-00 |
| Volume |
16,665 |
21,826 |
5,161 |
31.0% |
50,984 |
|
| Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-01 |
113-28 |
113-05 |
|
| R3 |
113-21 |
113-16 |
113-01 |
|
| R2 |
113-09 |
113-09 |
113-00 |
|
| R1 |
113-04 |
113-04 |
112-31 |
113-06 |
| PP |
112-29 |
112-29 |
112-29 |
112-31 |
| S1 |
112-24 |
112-24 |
112-29 |
112-26 |
| S2 |
112-17 |
112-17 |
112-28 |
|
| S3 |
112-05 |
112-12 |
112-27 |
|
| S4 |
111-25 |
112-00 |
112-23 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-01 |
116-10 |
113-19 |
|
| R3 |
115-20 |
114-29 |
113-06 |
|
| R2 |
114-07 |
114-07 |
113-02 |
|
| R1 |
113-16 |
113-16 |
112-30 |
113-05 |
| PP |
112-26 |
112-26 |
112-26 |
112-20 |
| S1 |
112-03 |
112-03 |
112-22 |
111-24 |
| S2 |
111-13 |
111-13 |
112-18 |
|
| S3 |
110-00 |
110-22 |
112-14 |
|
| S4 |
108-19 |
109-09 |
112-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-16 |
112-03 |
1-13 |
1.2% |
0-28 |
0.8% |
60% |
False |
False |
13,542 |
| 10 |
113-16 |
111-23 |
1-25 |
1.6% |
0-26 |
0.7% |
68% |
False |
False |
7,862 |
| 20 |
113-16 |
109-31 |
3-17 |
3.1% |
0-23 |
0.6% |
84% |
False |
False |
4,473 |
| 40 |
113-16 |
109-25 |
3-23 |
3.3% |
0-18 |
0.5% |
85% |
False |
False |
2,460 |
| 60 |
113-16 |
109-25 |
3-23 |
3.3% |
0-15 |
0.4% |
85% |
False |
False |
1,658 |
| 80 |
113-16 |
108-03 |
5-13 |
4.8% |
0-11 |
0.3% |
90% |
False |
False |
1,244 |
| 100 |
113-16 |
105-22 |
7-26 |
6.9% |
0-09 |
0.3% |
93% |
False |
False |
995 |
| 120 |
113-16 |
105-12 |
8-04 |
7.2% |
0-08 |
0.2% |
93% |
False |
False |
829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-22 |
|
2.618 |
114-02 |
|
1.618 |
113-22 |
|
1.000 |
113-15 |
|
0.618 |
113-10 |
|
HIGH |
113-03 |
|
0.618 |
112-30 |
|
0.500 |
112-29 |
|
0.382 |
112-28 |
|
LOW |
112-23 |
|
0.618 |
112-16 |
|
1.000 |
112-11 |
|
1.618 |
112-04 |
|
2.618 |
111-24 |
|
4.250 |
111-04 |
|
|
| Fisher Pivots for day following 20-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-30 |
112-28 |
| PP |
112-29 |
112-26 |
| S1 |
112-29 |
112-24 |
|