ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 14-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
112-24 |
113-08 |
0-16 |
0.4% |
111-21 |
High |
112-24 |
113-08 |
0-16 |
0.4% |
112-29 |
Low |
112-24 |
113-08 |
0-16 |
0.4% |
111-21 |
Close |
112-24 |
113-08 |
0-16 |
0.4% |
112-29 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-12 |
0-00 |
3.1% |
0-00 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-08 |
113-08 |
113-08 |
|
R3 |
113-08 |
113-08 |
113-08 |
|
R2 |
113-08 |
113-08 |
113-08 |
|
R1 |
113-08 |
113-08 |
113-08 |
113-08 |
PP |
113-08 |
113-08 |
113-08 |
113-08 |
S1 |
113-08 |
113-08 |
113-08 |
113-08 |
S2 |
113-08 |
113-08 |
113-08 |
|
S3 |
113-08 |
113-08 |
113-08 |
|
S4 |
113-08 |
113-08 |
113-08 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-08 |
115-26 |
113-19 |
|
R3 |
115-00 |
114-18 |
113-08 |
|
R2 |
113-24 |
113-24 |
113-04 |
|
R1 |
113-10 |
113-10 |
113-01 |
113-17 |
PP |
112-16 |
112-16 |
112-16 |
112-19 |
S1 |
112-02 |
112-02 |
112-25 |
112-09 |
S2 |
111-08 |
111-08 |
112-22 |
|
S3 |
110-00 |
110-26 |
112-18 |
|
S4 |
108-24 |
109-18 |
112-07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-08 |
2.618 |
113-08 |
1.618 |
113-08 |
1.000 |
113-08 |
0.618 |
113-08 |
HIGH |
113-08 |
0.618 |
113-08 |
0.500 |
113-08 |
0.382 |
113-08 |
LOW |
113-08 |
0.618 |
113-08 |
1.000 |
113-08 |
1.618 |
113-08 |
2.618 |
113-08 |
4.250 |
113-08 |
|
|
Fisher Pivots for day following 14-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
113-08 |
113-05 |
PP |
113-08 |
113-03 |
S1 |
113-08 |
113-00 |
|