ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 15-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
113-09 |
0-19 |
0.5% |
111-15 |
| High |
113-16 |
113-09 |
-0-07 |
-0.2% |
113-04 |
| Low |
112-17 |
112-18 |
0-01 |
0.0% |
111-13 |
| Close |
113-09 |
112-24 |
-0-17 |
-0.5% |
112-30 |
| Range |
0-31 |
0-23 |
-0-08 |
-25.8% |
1-23 |
| ATR |
0-21 |
0-21 |
0-00 |
0.6% |
0-00 |
| Volume |
3,640 |
5,276 |
1,636 |
44.9% |
6,278 |
|
| Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-01 |
114-19 |
113-05 |
|
| R3 |
114-10 |
113-28 |
112-30 |
|
| R2 |
113-19 |
113-19 |
112-28 |
|
| R1 |
113-05 |
113-05 |
112-26 |
113-00 |
| PP |
112-28 |
112-28 |
112-28 |
112-25 |
| S1 |
112-14 |
112-14 |
112-22 |
112-10 |
| S2 |
112-05 |
112-05 |
112-20 |
|
| S3 |
111-14 |
111-23 |
112-18 |
|
| S4 |
110-23 |
111-00 |
112-11 |
|
|
| 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 |
113-16 |
111-23 |
1-25 |
1.6% |
0-26 |
0.7% |
58% |
False |
False |
3,706 |
| 10 |
113-16 |
111-13 |
2-03 |
1.9% |
0-24 |
0.7% |
64% |
False |
False |
2,235 |
| 20 |
113-16 |
109-25 |
3-23 |
3.3% |
0-20 |
0.6% |
80% |
False |
False |
1,628 |
| 40 |
113-16 |
109-25 |
3-23 |
3.3% |
0-18 |
0.5% |
80% |
False |
False |
1,005 |
| 60 |
113-16 |
109-25 |
3-23 |
3.3% |
0-14 |
0.4% |
80% |
False |
False |
678 |
| 80 |
113-16 |
107-25 |
5-23 |
5.1% |
0-10 |
0.3% |
87% |
False |
False |
509 |
| 100 |
113-16 |
105-12 |
8-04 |
7.2% |
0-08 |
0.2% |
91% |
False |
False |
407 |
| 120 |
113-16 |
105-12 |
8-04 |
7.2% |
0-07 |
0.2% |
91% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-11 |
|
2.618 |
115-05 |
|
1.618 |
114-14 |
|
1.000 |
114-00 |
|
0.618 |
113-23 |
|
HIGH |
113-09 |
|
0.618 |
113-00 |
|
0.500 |
112-30 |
|
0.382 |
112-27 |
|
LOW |
112-18 |
|
0.618 |
112-04 |
|
1.000 |
111-27 |
|
1.618 |
111-13 |
|
2.618 |
110-22 |
|
4.250 |
109-16 |
|
|
| Fisher Pivots for day following 15-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-30 |
112-29 |
| PP |
112-28 |
112-27 |
| S1 |
112-26 |
112-26 |
|