ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 24-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-04 |
113-15 |
0-11 |
0.3% |
112-28 |
| High |
113-04 |
113-21 |
0-17 |
0.5% |
113-21 |
| Low |
113-04 |
113-10 |
0-06 |
0.2% |
112-10 |
| Close |
113-04 |
113-12 |
0-08 |
0.2% |
113-12 |
| Range |
0-00 |
0-11 |
0-11 |
|
1-11 |
| ATR |
0-13 |
0-13 |
0-00 |
2.1% |
0-00 |
| Volume |
9 |
17 |
8 |
88.9% |
43 |
|
| Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-15 |
114-09 |
113-18 |
|
| R3 |
114-04 |
113-30 |
113-15 |
|
| R2 |
113-25 |
113-25 |
113-14 |
|
| R1 |
113-19 |
113-19 |
113-13 |
113-16 |
| PP |
113-14 |
113-14 |
113-14 |
113-13 |
| S1 |
113-08 |
113-08 |
113-11 |
113-06 |
| S2 |
113-03 |
113-03 |
113-10 |
|
| S3 |
112-24 |
112-29 |
113-09 |
|
| S4 |
112-13 |
112-18 |
113-06 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-05 |
116-19 |
114-04 |
|
| R3 |
115-26 |
115-08 |
113-24 |
|
| R2 |
114-15 |
114-15 |
113-20 |
|
| R1 |
113-29 |
113-29 |
113-16 |
114-06 |
| PP |
113-04 |
113-04 |
113-04 |
113-08 |
| S1 |
112-18 |
112-18 |
113-08 |
112-27 |
| S2 |
111-25 |
111-25 |
113-04 |
|
| S3 |
110-14 |
111-07 |
113-00 |
|
| S4 |
109-03 |
109-28 |
112-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-21 |
112-10 |
1-11 |
1.2% |
0-05 |
0.1% |
79% |
True |
False |
8 |
| 10 |
113-21 |
112-08 |
1-13 |
1.2% |
0-02 |
0.1% |
80% |
True |
False |
4 |
| 20 |
113-21 |
111-17 |
2-04 |
1.9% |
0-01 |
0.0% |
87% |
True |
False |
2 |
| 40 |
113-21 |
110-00 |
3-21 |
3.2% |
0-04 |
0.1% |
92% |
True |
False |
2 |
| 60 |
113-21 |
110-00 |
3-21 |
3.2% |
0-04 |
0.1% |
92% |
True |
False |
1 |
| 80 |
113-21 |
108-01 |
5-20 |
5.0% |
0-03 |
0.1% |
95% |
True |
False |
1 |
| 100 |
113-21 |
106-20 |
7-01 |
6.2% |
0-02 |
0.1% |
96% |
True |
False |
1 |
| 120 |
113-21 |
105-06 |
8-15 |
7.5% |
0-02 |
0.1% |
97% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-04 |
|
2.618 |
114-18 |
|
1.618 |
114-07 |
|
1.000 |
114-00 |
|
0.618 |
113-28 |
|
HIGH |
113-21 |
|
0.618 |
113-17 |
|
0.500 |
113-16 |
|
0.382 |
113-14 |
|
LOW |
113-10 |
|
0.618 |
113-03 |
|
1.000 |
112-31 |
|
1.618 |
112-24 |
|
2.618 |
112-13 |
|
4.250 |
111-27 |
|
|
| Fisher Pivots for day following 24-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-16 |
113-08 |
| PP |
113-14 |
113-04 |
| S1 |
113-13 |
113-00 |
|