ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 17-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2006 |
17-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
112-23 |
112-07 |
-0-16 |
-0.4% |
112-27 |
| High |
113-14 |
113-04 |
-0-10 |
-0.3% |
113-16 |
| Low |
112-03 |
112-07 |
0-04 |
0.1% |
112-03 |
| Close |
112-10 |
112-26 |
0-16 |
0.4% |
112-26 |
| Range |
1-11 |
0-29 |
-0-14 |
-32.6% |
1-13 |
| ATR |
0-23 |
0-23 |
0-00 |
1.9% |
0-00 |
| Volume |
20,305 |
16,665 |
-3,640 |
-17.9% |
50,984 |
|
| Daily Pivots for day following 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-14 |
115-01 |
113-10 |
|
| R3 |
114-17 |
114-04 |
113-02 |
|
| R2 |
113-20 |
113-20 |
112-31 |
|
| R1 |
113-07 |
113-07 |
112-29 |
113-14 |
| PP |
112-23 |
112-23 |
112-23 |
112-26 |
| S1 |
112-10 |
112-10 |
112-23 |
112-16 |
| S2 |
111-26 |
111-26 |
112-21 |
|
| S3 |
110-29 |
111-13 |
112-18 |
|
| S4 |
110-00 |
110-16 |
112-10 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-01 |
116-10 |
113-19 |
|
| R3 |
115-20 |
114-29 |
113-06 |
|
| R2 |
114-07 |
114-07 |
113-02 |
|
| R1 |
113-16 |
113-16 |
112-30 |
113-05 |
| PP |
112-26 |
112-26 |
112-26 |
112-20 |
| S1 |
112-03 |
112-03 |
112-22 |
111-24 |
| S2 |
111-13 |
111-13 |
112-18 |
|
| S3 |
110-00 |
110-22 |
112-14 |
|
| S4 |
108-19 |
109-09 |
112-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-16 |
112-03 |
1-13 |
1.2% |
0-30 |
0.8% |
51% |
False |
False |
10,196 |
| 10 |
113-16 |
111-13 |
2-03 |
1.9% |
0-26 |
0.7% |
67% |
False |
False |
5,726 |
| 20 |
113-16 |
109-25 |
3-23 |
3.3% |
0-23 |
0.6% |
82% |
False |
False |
3,462 |
| 40 |
113-16 |
109-25 |
3-23 |
3.3% |
0-18 |
0.5% |
82% |
False |
False |
1,922 |
| 60 |
113-16 |
109-25 |
3-23 |
3.3% |
0-15 |
0.4% |
82% |
False |
False |
1,294 |
| 80 |
113-16 |
108-03 |
5-13 |
4.8% |
0-11 |
0.3% |
87% |
False |
False |
971 |
| 100 |
113-16 |
105-22 |
7-26 |
6.9% |
0-09 |
0.3% |
91% |
False |
False |
777 |
| 120 |
113-16 |
105-12 |
8-04 |
7.2% |
0-08 |
0.2% |
92% |
False |
False |
647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-31 |
|
2.618 |
115-16 |
|
1.618 |
114-19 |
|
1.000 |
114-01 |
|
0.618 |
113-22 |
|
HIGH |
113-04 |
|
0.618 |
112-25 |
|
0.500 |
112-22 |
|
0.382 |
112-18 |
|
LOW |
112-07 |
|
0.618 |
111-21 |
|
1.000 |
111-10 |
|
1.618 |
110-24 |
|
2.618 |
109-27 |
|
4.250 |
108-12 |
|
|
| Fisher Pivots for day following 17-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-24 |
112-26 |
| PP |
112-23 |
112-25 |
| S1 |
112-22 |
112-24 |
|