ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 07-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2006 |
07-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
111-21 |
112-31 |
1-10 |
1.2% |
111-26 |
High |
111-21 |
112-31 |
1-10 |
1.2% |
113-12 |
Low |
111-21 |
112-31 |
1-10 |
1.2% |
111-17 |
Close |
111-21 |
112-05 |
0-16 |
0.4% |
111-17 |
Range |
|
|
|
|
|
ATR |
0-15 |
0-17 |
0-02 |
13.0% |
0-00 |
Volume |
0 |
1 |
1 |
|
3 |
|
Daily Pivots for day following 07-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-22 |
112-14 |
112-05 |
|
R3 |
112-22 |
112-14 |
112-05 |
|
R2 |
112-22 |
112-22 |
112-05 |
|
R1 |
112-14 |
112-14 |
112-05 |
112-18 |
PP |
112-22 |
112-22 |
112-22 |
112-24 |
S1 |
112-14 |
112-14 |
112-05 |
112-18 |
S2 |
112-22 |
112-22 |
112-05 |
|
S3 |
112-22 |
112-14 |
112-05 |
|
S4 |
112-22 |
112-14 |
112-05 |
|
|
Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-22 |
116-14 |
112-17 |
|
R3 |
115-27 |
114-19 |
112-01 |
|
R2 |
114-00 |
114-00 |
111-28 |
|
R1 |
112-24 |
112-24 |
111-22 |
112-14 |
PP |
112-05 |
112-05 |
112-05 |
112-00 |
S1 |
110-29 |
110-29 |
111-12 |
110-20 |
S2 |
110-10 |
110-10 |
111-06 |
|
S3 |
108-15 |
109-02 |
111-01 |
|
S4 |
106-20 |
107-07 |
110-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-12 |
111-17 |
1-27 |
1.6% |
0-00 |
0.0% |
34% |
False |
False |
|
10 |
113-12 |
110-18 |
2-26 |
2.5% |
0-00 |
0.0% |
57% |
False |
False |
|
20 |
113-12 |
110-00 |
3-12 |
3.0% |
0-00 |
0.0% |
64% |
False |
False |
|
40 |
113-15 |
110-00 |
3-15 |
3.1% |
0-05 |
0.1% |
62% |
False |
False |
1 |
60 |
113-15 |
108-26 |
4-21 |
4.2% |
0-04 |
0.1% |
72% |
False |
False |
1 |
80 |
113-15 |
106-25 |
6-22 |
6.0% |
0-03 |
0.1% |
80% |
False |
False |
|
100 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
84% |
False |
False |
|
120 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
84% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-31 |
2.618 |
112-31 |
1.618 |
112-31 |
1.000 |
112-31 |
0.618 |
112-31 |
HIGH |
112-31 |
0.618 |
112-31 |
0.500 |
112-31 |
0.382 |
112-31 |
LOW |
112-31 |
0.618 |
112-31 |
1.000 |
112-31 |
1.618 |
112-31 |
2.618 |
112-31 |
4.250 |
112-31 |
|
|
Fisher Pivots for day following 07-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
112-31 |
112-08 |
PP |
112-22 |
112-07 |
S1 |
112-14 |
112-06 |
|