ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 17-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2006 |
17-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
112-08 |
112-24 |
0-16 |
0.4% |
112-24 |
High |
112-08 |
112-24 |
0-16 |
0.4% |
113-08 |
Low |
112-08 |
112-24 |
0-16 |
0.4% |
112-08 |
Close |
112-08 |
112-24 |
0-16 |
0.4% |
112-24 |
Range |
|
|
|
|
|
ATR |
0-15 |
0-15 |
0-00 |
0.6% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-24 |
112-24 |
112-24 |
|
R3 |
112-24 |
112-24 |
112-24 |
|
R2 |
112-24 |
112-24 |
112-24 |
|
R1 |
112-24 |
112-24 |
112-24 |
112-24 |
PP |
112-24 |
112-24 |
112-24 |
112-24 |
S1 |
112-24 |
112-24 |
112-24 |
112-24 |
S2 |
112-24 |
112-24 |
112-24 |
|
S3 |
112-24 |
112-24 |
112-24 |
|
S4 |
112-24 |
112-24 |
112-24 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-24 |
115-08 |
113-10 |
|
R3 |
114-24 |
114-08 |
113-01 |
|
R2 |
113-24 |
113-24 |
112-30 |
|
R1 |
113-08 |
113-08 |
112-27 |
113-08 |
PP |
112-24 |
112-24 |
112-24 |
112-24 |
S1 |
112-08 |
112-08 |
112-21 |
112-08 |
S2 |
111-24 |
111-24 |
112-18 |
|
S3 |
110-24 |
111-08 |
112-15 |
|
S4 |
109-24 |
110-08 |
112-06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-08 |
112-08 |
1-00 |
0.9% |
0-00 |
0.0% |
50% |
False |
False |
|
10 |
113-08 |
111-21 |
1-19 |
1.4% |
0-00 |
0.0% |
69% |
False |
False |
|
20 |
113-12 |
110-00 |
3-12 |
3.0% |
0-00 |
0.0% |
81% |
False |
False |
|
40 |
113-15 |
110-00 |
3-15 |
3.1% |
0-04 |
0.1% |
79% |
False |
False |
1 |
60 |
113-15 |
110-00 |
3-15 |
3.1% |
0-04 |
0.1% |
79% |
False |
False |
1 |
80 |
113-15 |
108-01 |
5-14 |
4.8% |
0-03 |
0.1% |
87% |
False |
False |
|
100 |
113-15 |
105-16 |
7-31 |
7.1% |
0-02 |
0.1% |
91% |
False |
False |
|
120 |
113-15 |
105-06 |
8-09 |
7.3% |
0-02 |
0.1% |
91% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-24 |
2.618 |
112-24 |
1.618 |
112-24 |
1.000 |
112-24 |
0.618 |
112-24 |
HIGH |
112-24 |
0.618 |
112-24 |
0.500 |
112-24 |
0.382 |
112-24 |
LOW |
112-24 |
0.618 |
112-24 |
1.000 |
112-24 |
1.618 |
112-24 |
2.618 |
112-24 |
4.250 |
112-24 |
|
|
Fisher Pivots for day following 17-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
112-24 |
112-21 |
PP |
112-24 |
112-19 |
S1 |
112-24 |
112-16 |
|