ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 10-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
112-16 |
113-00 |
0-16 |
0.4% |
111-21 |
High |
112-16 |
113-00 |
0-16 |
0.4% |
113-00 |
Low |
112-16 |
113-00 |
0-16 |
0.4% |
111-21 |
Close |
112-16 |
112-29 |
0-13 |
0.4% |
112-29 |
Range |
|
|
|
|
|
ATR |
0-15 |
0-15 |
0-00 |
0.3% |
0-00 |
Volume |
0 |
1 |
1 |
|
3 |
|
Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-31 |
112-30 |
112-29 |
|
R3 |
112-31 |
112-30 |
112-29 |
|
R2 |
112-31 |
112-31 |
112-29 |
|
R1 |
112-30 |
112-30 |
112-29 |
112-30 |
PP |
112-31 |
112-31 |
112-31 |
112-31 |
S1 |
112-30 |
112-30 |
112-29 |
112-30 |
S2 |
112-31 |
112-31 |
112-29 |
|
S3 |
112-31 |
112-30 |
112-29 |
|
S4 |
112-31 |
112-30 |
112-29 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-18 |
116-02 |
113-21 |
|
R3 |
115-07 |
114-23 |
113-09 |
|
R2 |
113-28 |
113-28 |
113-05 |
|
R1 |
113-12 |
113-12 |
113-01 |
113-20 |
PP |
112-17 |
112-17 |
112-17 |
112-20 |
S1 |
112-01 |
112-01 |
112-25 |
112-09 |
S2 |
111-06 |
111-06 |
112-21 |
|
S3 |
109-27 |
110-22 |
112-17 |
|
S4 |
108-16 |
109-11 |
112-05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-00 |
111-21 |
1-11 |
1.2% |
0-00 |
0.0% |
93% |
True |
False |
|
10 |
113-12 |
111-17 |
1-27 |
1.6% |
0-00 |
0.0% |
75% |
False |
False |
|
20 |
113-12 |
110-00 |
3-12 |
3.0% |
0-00 |
0.0% |
86% |
False |
False |
|
40 |
113-15 |
110-00 |
3-15 |
3.1% |
0-05 |
0.1% |
84% |
False |
False |
1 |
60 |
113-15 |
109-23 |
3-24 |
3.3% |
0-04 |
0.1% |
85% |
False |
False |
1 |
80 |
113-15 |
107-16 |
5-31 |
5.3% |
0-03 |
0.1% |
91% |
False |
False |
|
100 |
113-15 |
105-06 |
8-09 |
7.3% |
0-02 |
0.1% |
93% |
False |
False |
|
120 |
113-15 |
105-06 |
8-09 |
7.3% |
0-02 |
0.1% |
93% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-00 |
2.618 |
113-00 |
1.618 |
113-00 |
1.000 |
113-00 |
0.618 |
113-00 |
HIGH |
113-00 |
0.618 |
113-00 |
0.500 |
113-00 |
0.382 |
113-00 |
LOW |
113-00 |
0.618 |
113-00 |
1.000 |
113-00 |
1.618 |
113-00 |
2.618 |
113-00 |
4.250 |
113-00 |
|
|
Fisher Pivots for day following 10-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
113-00 |
112-27 |
PP |
112-31 |
112-26 |
S1 |
112-30 |
112-24 |
|