ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 22-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
113-02 |
113-04 |
0-02 |
0.1% |
112-24 |
High |
113-02 |
113-04 |
0-02 |
0.1% |
113-08 |
Low |
113-02 |
113-04 |
0-02 |
0.1% |
112-08 |
Close |
113-02 |
113-04 |
0-02 |
0.1% |
112-24 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-11 |
-0-01 |
-5.9% |
0-00 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 22-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 |
|
|
|
|
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 22-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
113-04 |
113-03 |
PP |
113-04 |
113-01 |
S1 |
113-04 |
113-00 |
|