ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 06-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2006 |
06-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
112-25 |
111-15 |
-1-10 |
-1.2% |
111-31 |
High |
112-25 |
111-24 |
-1-01 |
-0.9% |
113-08 |
Low |
111-13 |
111-13 |
0-00 |
0.0% |
111-13 |
Close |
111-18 |
111-22 |
0-04 |
0.1% |
111-18 |
Range |
1-12 |
0-11 |
-1-01 |
-75.0% |
1-27 |
ATR |
0-19 |
0-18 |
-0-01 |
-3.0% |
0-00 |
Volume |
1,787 |
463 |
-1,324 |
-74.1% |
7,573 |
|
Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-21 |
112-16 |
111-28 |
|
R3 |
112-10 |
112-05 |
111-25 |
|
R2 |
111-31 |
111-31 |
111-24 |
|
R1 |
111-26 |
111-26 |
111-23 |
111-28 |
PP |
111-20 |
111-20 |
111-20 |
111-21 |
S1 |
111-15 |
111-15 |
111-21 |
111-18 |
S2 |
111-09 |
111-09 |
111-20 |
|
S3 |
110-30 |
111-04 |
111-19 |
|
S4 |
110-19 |
110-25 |
111-16 |
|
|
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 |
0.7% |
15% |
False |
True |
1,445 |
10 |
113-08 |
109-31 |
3-09 |
2.9% |
0-20 |
0.6% |
52% |
False |
False |
1,085 |
20 |
113-08 |
109-25 |
3-15 |
3.1% |
0-15 |
0.4% |
55% |
False |
False |
809 |
40 |
113-08 |
109-25 |
3-15 |
3.1% |
0-14 |
0.4% |
55% |
False |
False |
516 |
60 |
113-08 |
108-03 |
5-05 |
4.6% |
0-11 |
0.3% |
70% |
False |
False |
348 |
80 |
113-08 |
106-27 |
6-13 |
5.7% |
0-08 |
0.2% |
76% |
False |
False |
261 |
100 |
113-08 |
105-12 |
7-28 |
7.1% |
0-07 |
0.2% |
80% |
False |
False |
209 |
120 |
113-08 |
105-12 |
7-28 |
7.1% |
0-06 |
0.2% |
80% |
False |
False |
174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-07 |
2.618 |
112-21 |
1.618 |
112-10 |
1.000 |
112-03 |
0.618 |
111-31 |
HIGH |
111-24 |
0.618 |
111-20 |
0.500 |
111-18 |
0.382 |
111-17 |
LOW |
111-13 |
0.618 |
111-06 |
1.000 |
111-02 |
1.618 |
110-27 |
2.618 |
110-16 |
4.250 |
109-30 |
|
|
Fisher Pivots for day following 06-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
111-21 |
112-07 |
PP |
111-20 |
112-01 |
S1 |
111-18 |
111-28 |
|