ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 24-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-06 |
113-09 |
0-03 |
0.1% |
112-27 |
| High |
113-11 |
113-27 |
0-16 |
0.4% |
113-27 |
| Low |
113-01 |
113-09 |
0-08 |
0.2% |
112-23 |
| Close |
113-07 |
113-15 |
0-08 |
0.2% |
113-15 |
| Range |
0-10 |
0-18 |
0-08 |
80.0% |
1-04 |
| ATR |
0-21 |
0-21 |
0-00 |
-0.4% |
0-00 |
| Volume |
35,825 |
31,435 |
-4,390 |
-12.3% |
141,629 |
|
| Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-07 |
114-29 |
113-25 |
|
| R3 |
114-21 |
114-11 |
113-20 |
|
| R2 |
114-03 |
114-03 |
113-18 |
|
| R1 |
113-25 |
113-25 |
113-17 |
113-30 |
| PP |
113-17 |
113-17 |
113-17 |
113-20 |
| S1 |
113-07 |
113-07 |
113-13 |
113-12 |
| S2 |
112-31 |
112-31 |
113-12 |
|
| S3 |
112-13 |
112-21 |
113-10 |
|
| S4 |
111-27 |
112-03 |
113-05 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-23 |
116-07 |
114-03 |
|
| R3 |
115-19 |
115-03 |
113-25 |
|
| R2 |
114-15 |
114-15 |
113-22 |
|
| R1 |
113-31 |
113-31 |
113-18 |
114-07 |
| PP |
113-11 |
113-11 |
113-11 |
113-15 |
| S1 |
112-27 |
112-27 |
113-12 |
113-03 |
| S2 |
112-07 |
112-07 |
113-08 |
|
| S3 |
111-03 |
111-23 |
113-05 |
|
| S4 |
109-31 |
110-19 |
112-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-27 |
112-07 |
1-20 |
1.4% |
0-17 |
0.5% |
77% |
True |
False |
31,658 |
| 10 |
113-27 |
111-23 |
2-04 |
1.9% |
0-25 |
0.7% |
82% |
True |
False |
19,627 |
| 20 |
113-27 |
111-10 |
2-17 |
2.2% |
0-23 |
0.6% |
85% |
True |
False |
10,393 |
| 40 |
113-27 |
109-25 |
4-02 |
3.6% |
0-18 |
0.5% |
91% |
True |
False |
5,410 |
| 60 |
113-27 |
109-25 |
4-02 |
3.6% |
0-15 |
0.4% |
91% |
True |
False |
3,653 |
| 80 |
113-27 |
108-03 |
5-24 |
5.1% |
0-12 |
0.3% |
93% |
True |
False |
2,741 |
| 100 |
113-27 |
106-06 |
7-21 |
6.7% |
0-10 |
0.3% |
95% |
True |
False |
2,193 |
| 120 |
113-27 |
105-12 |
8-15 |
7.5% |
0-08 |
0.2% |
96% |
True |
False |
1,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-08 |
|
2.618 |
115-10 |
|
1.618 |
114-24 |
|
1.000 |
114-13 |
|
0.618 |
114-06 |
|
HIGH |
113-27 |
|
0.618 |
113-20 |
|
0.500 |
113-18 |
|
0.382 |
113-16 |
|
LOW |
113-09 |
|
0.618 |
112-30 |
|
1.000 |
112-23 |
|
1.618 |
112-12 |
|
2.618 |
111-26 |
|
4.250 |
110-28 |
|
|
| Fisher Pivots for day following 24-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-13 |
| PP |
113-17 |
113-12 |
| S1 |
113-16 |
113-10 |
|