ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 23-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
23-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
112-24 |
113-04 |
0-12 |
0.3% |
112-24 |
High |
112-24 |
113-04 |
0-12 |
0.3% |
113-08 |
Low |
112-10 |
113-04 |
0-26 |
0.7% |
112-08 |
Close |
113-04 |
113-04 |
0-00 |
0.0% |
112-24 |
Range |
0-14 |
0-00 |
-0-14 |
-100.0% |
1-00 |
ATR |
0-14 |
0-13 |
-0-01 |
-7.1% |
0-00 |
Volume |
9 |
9 |
0 |
0.0% |
1 |
|
Daily Pivots for day following 23-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-04 |
113-04 |
113-04 |
|
R3 |
113-04 |
113-04 |
113-04 |
|
R2 |
113-04 |
113-04 |
113-04 |
|
R1 |
113-04 |
113-04 |
113-04 |
113-04 |
PP |
113-04 |
113-04 |
113-04 |
113-04 |
S1 |
113-04 |
113-04 |
113-04 |
113-04 |
S2 |
113-04 |
113-04 |
113-04 |
|
S3 |
113-04 |
113-04 |
113-04 |
|
S4 |
113-04 |
113-04 |
113-04 |
|
|
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 |
113-04 |
112-10 |
0-26 |
0.7% |
0-03 |
0.1% |
100% |
True |
False |
5 |
10 |
113-08 |
112-08 |
1-00 |
0.9% |
0-01 |
0.0% |
88% |
False |
False |
2 |
20 |
113-12 |
111-17 |
1-27 |
1.6% |
0-01 |
0.0% |
86% |
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 |
106-00 |
7-15 |
6.6% |
0-02 |
0.1% |
95% |
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 |
113-04 |
2.618 |
113-04 |
1.618 |
113-04 |
1.000 |
113-04 |
0.618 |
113-04 |
HIGH |
113-04 |
0.618 |
113-04 |
0.500 |
113-04 |
0.382 |
113-04 |
LOW |
113-04 |
0.618 |
113-04 |
1.000 |
113-04 |
1.618 |
113-04 |
2.618 |
113-04 |
4.250 |
113-04 |
|
|
Fisher Pivots for day following 23-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
113-04 |
113-00 |
PP |
113-04 |
112-27 |
S1 |
113-04 |
112-23 |
|