ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 03-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2006 |
03-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
113-01 |
112-25 |
-0-08 |
-0.2% |
111-31 |
High |
113-01 |
112-25 |
-0-08 |
-0.2% |
113-08 |
Low |
112-22 |
111-13 |
-1-09 |
-1.1% |
111-13 |
Close |
112-25 |
111-18 |
-1-07 |
-1.1% |
111-18 |
Range |
0-11 |
1-12 |
1-01 |
300.0% |
1-27 |
ATR |
0-17 |
0-19 |
0-02 |
11.2% |
0-00 |
Volume |
274 |
1,787 |
1,513 |
552.2% |
7,573 |
|
Daily Pivots for day following 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-01 |
115-06 |
112-10 |
|
R3 |
114-21 |
113-26 |
111-30 |
|
R2 |
113-09 |
113-09 |
111-26 |
|
R1 |
112-14 |
112-14 |
111-22 |
112-06 |
PP |
111-29 |
111-29 |
111-29 |
111-25 |
S1 |
111-02 |
111-02 |
111-14 |
110-26 |
S2 |
110-17 |
110-17 |
111-10 |
|
S3 |
109-05 |
109-22 |
111-06 |
|
S4 |
107-25 |
108-10 |
110-26 |
|
|
Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-19 |
116-14 |
112-18 |
|
R3 |
115-24 |
114-19 |
112-02 |
|
R2 |
113-29 |
113-29 |
111-29 |
|
R1 |
112-24 |
112-24 |
111-23 |
112-13 |
PP |
112-02 |
112-02 |
112-02 |
111-29 |
S1 |
110-29 |
110-29 |
111-13 |
110-18 |
S2 |
110-07 |
110-07 |
111-07 |
|
S3 |
108-12 |
109-02 |
111-02 |
|
S4 |
106-17 |
107-07 |
110-18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-08 |
111-13 |
1-27 |
1.7% |
0-23 |
0.6% |
8% |
False |
True |
1,514 |
10 |
113-08 |
109-25 |
3-15 |
3.1% |
0-21 |
0.6% |
51% |
False |
False |
1,199 |
20 |
113-08 |
109-25 |
3-15 |
3.1% |
0-15 |
0.4% |
51% |
False |
False |
805 |
40 |
113-08 |
109-25 |
3-15 |
3.1% |
0-14 |
0.4% |
51% |
False |
False |
504 |
60 |
113-08 |
108-03 |
5-05 |
4.6% |
0-10 |
0.3% |
67% |
False |
False |
341 |
80 |
113-08 |
106-27 |
6-13 |
5.7% |
0-08 |
0.2% |
74% |
False |
False |
255 |
100 |
113-08 |
105-12 |
7-28 |
7.1% |
0-07 |
0.2% |
79% |
False |
False |
204 |
120 |
113-08 |
105-12 |
7-28 |
7.1% |
0-06 |
0.2% |
79% |
False |
False |
170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-20 |
2.618 |
116-12 |
1.618 |
115-00 |
1.000 |
114-05 |
0.618 |
113-20 |
HIGH |
112-25 |
0.618 |
112-08 |
0.500 |
112-03 |
0.382 |
111-30 |
LOW |
111-13 |
0.618 |
110-18 |
1.000 |
110-01 |
1.618 |
109-06 |
2.618 |
107-26 |
4.250 |
105-18 |
|
|
Fisher Pivots for day following 03-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
112-03 |
112-10 |
PP |
111-29 |
112-02 |
S1 |
111-24 |
111-26 |
|