ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 29-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-16 |
113-26 |
0-10 |
0.3% |
112-28 |
| High |
114-00 |
113-26 |
-0-06 |
-0.2% |
113-21 |
| Low |
113-15 |
113-20 |
0-05 |
0.1% |
112-10 |
| Close |
113-25 |
113-19 |
-0-06 |
-0.2% |
113-12 |
| Range |
0-17 |
0-06 |
-0-11 |
-64.7% |
1-11 |
| ATR |
0-13 |
0-13 |
-0-01 |
-3.9% |
0-00 |
| Volume |
10 |
7 |
-3 |
-30.0% |
43 |
|
| Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-08 |
114-03 |
113-22 |
|
| R3 |
114-02 |
113-29 |
113-21 |
|
| R2 |
113-28 |
113-28 |
113-20 |
|
| R1 |
113-23 |
113-23 |
113-20 |
113-22 |
| PP |
113-22 |
113-22 |
113-22 |
113-21 |
| S1 |
113-17 |
113-17 |
113-18 |
113-16 |
| S2 |
113-16 |
113-16 |
113-18 |
|
| S3 |
113-10 |
113-11 |
113-17 |
|
| S4 |
113-04 |
113-05 |
113-16 |
|
|
| 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 |
114-00 |
113-03 |
0-29 |
0.8% |
0-09 |
0.2% |
55% |
False |
False |
10 |
| 10 |
114-00 |
112-08 |
1-24 |
1.5% |
0-06 |
0.2% |
77% |
False |
False |
6 |
| 20 |
114-00 |
111-17 |
2-15 |
2.2% |
0-03 |
0.1% |
84% |
False |
False |
3 |
| 40 |
114-00 |
110-00 |
4-00 |
3.5% |
0-04 |
0.1% |
90% |
False |
False |
2 |
| 60 |
114-00 |
110-00 |
4-00 |
3.5% |
0-05 |
0.1% |
90% |
False |
False |
2 |
| 80 |
114-00 |
108-01 |
5-31 |
5.3% |
0-03 |
0.1% |
93% |
False |
False |
1 |
| 100 |
114-00 |
106-25 |
7-07 |
6.4% |
0-03 |
0.1% |
94% |
False |
False |
1 |
| 120 |
114-00 |
105-06 |
8-26 |
7.8% |
0-02 |
0.1% |
95% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-20 |
|
2.618 |
114-10 |
|
1.618 |
114-04 |
|
1.000 |
114-00 |
|
0.618 |
113-30 |
|
HIGH |
113-26 |
|
0.618 |
113-24 |
|
0.500 |
113-23 |
|
0.382 |
113-22 |
|
LOW |
113-20 |
|
0.618 |
113-16 |
|
1.000 |
113-14 |
|
1.618 |
113-10 |
|
2.618 |
113-04 |
|
4.250 |
112-26 |
|
|
| Fisher Pivots for day following 29-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-23 |
113-18 |
| PP |
113-22 |
113-18 |
| S1 |
113-20 |
113-18 |
|