ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 01-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
114-00 |
114-17 |
0-17 |
0.5% |
113-12 |
High |
114-06 |
114-17 |
0-11 |
0.3% |
114-17 |
Low |
114-00 |
114-17 |
0-17 |
0.5% |
113-03 |
Close |
114-09 |
114-17 |
0-08 |
0.2% |
114-17 |
Range |
0-06 |
0-00 |
-0-06 |
-100.0% |
1-14 |
ATR |
0-13 |
0-13 |
0-00 |
-2.8% |
0-00 |
Volume |
64 |
4 |
-60 |
-93.8% |
94 |
|
Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-17 |
114-17 |
114-17 |
|
R3 |
114-17 |
114-17 |
114-17 |
|
R2 |
114-17 |
114-17 |
114-17 |
|
R1 |
114-17 |
114-17 |
114-17 |
114-17 |
PP |
114-17 |
114-17 |
114-17 |
114-17 |
S1 |
114-17 |
114-17 |
114-17 |
114-17 |
S2 |
114-17 |
114-17 |
114-17 |
|
S3 |
114-17 |
114-17 |
114-17 |
|
S4 |
114-17 |
114-17 |
114-17 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-12 |
117-28 |
115-10 |
|
R3 |
116-30 |
116-14 |
114-30 |
|
R2 |
115-16 |
115-16 |
114-25 |
|
R1 |
115-00 |
115-00 |
114-21 |
115-08 |
PP |
114-02 |
114-02 |
114-02 |
114-06 |
S1 |
113-18 |
113-18 |
114-13 |
113-26 |
S2 |
112-20 |
112-20 |
114-09 |
|
S3 |
111-06 |
112-04 |
114-04 |
|
S4 |
109-24 |
110-22 |
113-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114-17 |
113-03 |
1-14 |
1.3% |
0-08 |
0.2% |
100% |
True |
False |
18 |
10 |
114-17 |
112-10 |
2-07 |
1.9% |
0-06 |
0.2% |
100% |
True |
False |
13 |
20 |
114-17 |
111-21 |
2-28 |
2.5% |
0-03 |
0.1% |
100% |
True |
False |
7 |
40 |
114-17 |
110-00 |
4-17 |
4.0% |
0-02 |
0.1% |
100% |
True |
False |
4 |
60 |
114-17 |
110-00 |
4-17 |
4.0% |
0-05 |
0.1% |
100% |
True |
False |
3 |
80 |
114-17 |
108-01 |
6-16 |
5.7% |
0-03 |
0.1% |
100% |
True |
False |
2 |
100 |
114-17 |
106-25 |
7-24 |
6.8% |
0-03 |
0.1% |
100% |
True |
False |
2 |
120 |
114-17 |
105-06 |
9-11 |
8.2% |
0-02 |
0.1% |
100% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-17 |
2.618 |
114-17 |
1.618 |
114-17 |
1.000 |
114-17 |
0.618 |
114-17 |
HIGH |
114-17 |
0.618 |
114-17 |
0.500 |
114-17 |
0.382 |
114-17 |
LOW |
114-17 |
0.618 |
114-17 |
1.000 |
114-17 |
1.618 |
114-17 |
2.618 |
114-17 |
4.250 |
114-17 |
|
|
Fisher Pivots for day following 01-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
114-17 |
114-12 |
PP |
114-17 |
114-07 |
S1 |
114-17 |
114-02 |
|