ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 10-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
112-18 |
112-17 |
-0-01 |
0.0% |
111-15 |
| High |
112-20 |
113-04 |
0-16 |
0.4% |
113-04 |
| Low |
112-12 |
111-23 |
-0-21 |
-0.6% |
111-13 |
| Close |
112-17 |
112-30 |
0-13 |
0.4% |
112-30 |
| Range |
0-08 |
1-13 |
1-05 |
462.5% |
1-23 |
| ATR |
0-18 |
0-20 |
0-02 |
10.4% |
0-00 |
| Volume |
859 |
3,660 |
2,801 |
326.1% |
6,278 |
|
| Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-26 |
116-09 |
113-23 |
|
| R3 |
115-13 |
114-28 |
113-10 |
|
| R2 |
114-00 |
114-00 |
113-06 |
|
| R1 |
113-15 |
113-15 |
113-02 |
113-24 |
| PP |
112-19 |
112-19 |
112-19 |
112-23 |
| S1 |
112-02 |
112-02 |
112-26 |
112-10 |
| S2 |
111-06 |
111-06 |
112-22 |
|
| S3 |
109-25 |
110-21 |
112-18 |
|
| S4 |
108-12 |
109-08 |
112-05 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-21 |
117-00 |
113-28 |
|
| R3 |
115-30 |
115-09 |
113-13 |
|
| R2 |
114-07 |
114-07 |
113-08 |
|
| R1 |
113-18 |
113-18 |
113-03 |
113-28 |
| PP |
112-16 |
112-16 |
112-16 |
112-21 |
| S1 |
111-27 |
111-27 |
112-25 |
112-06 |
| S2 |
110-25 |
110-25 |
112-20 |
|
| S3 |
109-02 |
110-04 |
112-15 |
|
| S4 |
107-11 |
108-13 |
112-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-04 |
111-13 |
1-23 |
1.5% |
0-22 |
0.6% |
89% |
True |
False |
1,255 |
| 10 |
113-08 |
111-13 |
1-27 |
1.6% |
0-22 |
0.6% |
83% |
False |
False |
1,385 |
| 20 |
113-08 |
109-25 |
3-15 |
3.1% |
0-17 |
0.5% |
91% |
False |
False |
984 |
| 40 |
113-08 |
109-25 |
3-15 |
3.1% |
0-16 |
0.4% |
91% |
False |
False |
659 |
| 60 |
113-08 |
109-25 |
3-15 |
3.1% |
0-12 |
0.3% |
91% |
False |
False |
445 |
| 80 |
113-08 |
107-18 |
5-22 |
5.0% |
0-09 |
0.3% |
95% |
False |
False |
334 |
| 100 |
113-08 |
105-12 |
7-28 |
7.0% |
0-08 |
0.2% |
96% |
False |
False |
267 |
| 120 |
113-08 |
105-12 |
7-28 |
7.0% |
0-07 |
0.2% |
96% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-03 |
|
2.618 |
116-26 |
|
1.618 |
115-13 |
|
1.000 |
114-17 |
|
0.618 |
114-00 |
|
HIGH |
113-04 |
|
0.618 |
112-19 |
|
0.500 |
112-14 |
|
0.382 |
112-08 |
|
LOW |
111-23 |
|
0.618 |
110-27 |
|
1.000 |
110-10 |
|
1.618 |
109-14 |
|
2.618 |
108-01 |
|
4.250 |
105-24 |
|
|
| Fisher Pivots for day following 10-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-24 |
112-24 |
| PP |
112-19 |
112-19 |
| S1 |
112-14 |
112-14 |
|