ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 22-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
112-25 |
112-24 |
-0-01 |
0.0% |
112-24 |
| High |
112-25 |
112-24 |
-0-01 |
0.0% |
113-08 |
| Low |
112-25 |
112-10 |
-0-15 |
-0.4% |
112-08 |
| Close |
113-02 |
113-04 |
0-02 |
0.1% |
112-24 |
| Range |
0-00 |
0-14 |
0-14 |
|
1-00 |
| ATR |
0-13 |
0-14 |
0-01 |
5.7% |
0-00 |
| Volume |
8 |
9 |
1 |
12.5% |
1 |
|
| Daily Pivots for day following 22-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-01 |
114-01 |
113-12 |
|
| R3 |
113-19 |
113-19 |
113-08 |
|
| R2 |
113-05 |
113-05 |
113-07 |
|
| R1 |
113-05 |
113-05 |
113-05 |
113-05 |
| PP |
112-23 |
112-23 |
112-23 |
112-24 |
| S1 |
112-23 |
112-23 |
113-03 |
112-23 |
| S2 |
112-09 |
112-09 |
113-01 |
|
| S3 |
111-27 |
112-09 |
113-00 |
|
| S4 |
111-13 |
111-27 |
112-28 |
|
|
| 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 |
112-28 |
112-08 |
0-20 |
0.6% |
0-03 |
0.1% |
140% |
False |
False |
3 |
| 10 |
113-08 |
112-08 |
1-00 |
0.9% |
0-01 |
0.0% |
88% |
False |
False |
1 |
| 20 |
113-12 |
111-08 |
2-04 |
1.9% |
0-01 |
0.0% |
88% |
False |
False |
1 |
| 40 |
113-12 |
110-00 |
3-12 |
3.0% |
0-03 |
0.1% |
93% |
False |
False |
1 |
| 60 |
113-15 |
110-00 |
3-15 |
3.1% |
0-04 |
0.1% |
90% |
False |
False |
1 |
| 80 |
113-15 |
108-01 |
5-14 |
4.8% |
0-03 |
0.1% |
94% |
False |
False |
1 |
| 100 |
113-15 |
105-16 |
7-31 |
7.0% |
0-02 |
0.1% |
96% |
False |
False |
|
| 120 |
113-15 |
105-06 |
8-09 |
7.3% |
0-02 |
0.1% |
96% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-20 |
|
2.618 |
113-29 |
|
1.618 |
113-15 |
|
1.000 |
113-06 |
|
0.618 |
113-01 |
|
HIGH |
112-24 |
|
0.618 |
112-19 |
|
0.500 |
112-17 |
|
0.382 |
112-15 |
|
LOW |
112-10 |
|
0.618 |
112-01 |
|
1.000 |
111-28 |
|
1.618 |
111-19 |
|
2.618 |
111-05 |
|
4.250 |
110-14 |
|
|
| Fisher Pivots for day following 22-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-30 |
112-30 |
| PP |
112-23 |
112-25 |
| S1 |
112-17 |
112-19 |
|