ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 27-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-09 |
113-15 |
0-06 |
0.2% |
112-27 |
| High |
113-27 |
113-23 |
-0-04 |
-0.1% |
113-27 |
| Low |
113-09 |
112-26 |
-0-15 |
-0.4% |
112-23 |
| Close |
113-15 |
113-19 |
0-04 |
0.1% |
113-15 |
| Range |
0-18 |
0-29 |
0-11 |
61.1% |
1-04 |
| ATR |
0-21 |
0-22 |
0-01 |
2.7% |
0-00 |
| Volume |
31,435 |
192,438 |
161,003 |
512.2% |
141,629 |
|
| Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-03 |
115-24 |
114-03 |
|
| R3 |
115-06 |
114-27 |
113-27 |
|
| R2 |
114-09 |
114-09 |
113-24 |
|
| R1 |
113-30 |
113-30 |
113-22 |
114-04 |
| PP |
113-12 |
113-12 |
113-12 |
113-15 |
| S1 |
113-01 |
113-01 |
113-16 |
113-06 |
| S2 |
112-15 |
112-15 |
113-14 |
|
| S3 |
111-18 |
112-04 |
113-11 |
|
| S4 |
110-21 |
111-07 |
113-03 |
|
|
| 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 |
112-23 |
1-04 |
1.0% |
0-17 |
0.5% |
78% |
False |
False |
66,813 |
| 10 |
113-27 |
112-03 |
1-24 |
1.5% |
0-23 |
0.6% |
86% |
False |
False |
38,505 |
| 20 |
113-27 |
111-13 |
2-14 |
2.1% |
0-23 |
0.6% |
90% |
False |
False |
19,945 |
| 40 |
113-27 |
109-25 |
4-02 |
3.6% |
0-19 |
0.5% |
94% |
False |
False |
10,218 |
| 60 |
113-27 |
109-25 |
4-02 |
3.6% |
0-15 |
0.4% |
94% |
False |
False |
6,860 |
| 80 |
113-27 |
108-03 |
5-24 |
5.1% |
0-12 |
0.3% |
96% |
False |
False |
5,147 |
| 100 |
113-27 |
106-26 |
7-01 |
6.2% |
0-10 |
0.3% |
96% |
False |
False |
4,118 |
| 120 |
113-27 |
105-12 |
8-15 |
7.5% |
0-08 |
0.2% |
97% |
False |
False |
3,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-18 |
|
2.618 |
116-03 |
|
1.618 |
115-06 |
|
1.000 |
114-20 |
|
0.618 |
114-09 |
|
HIGH |
113-23 |
|
0.618 |
113-12 |
|
0.500 |
113-08 |
|
0.382 |
113-05 |
|
LOW |
112-26 |
|
0.618 |
112-08 |
|
1.000 |
111-29 |
|
1.618 |
111-11 |
|
2.618 |
110-14 |
|
4.250 |
108-31 |
|
|
| Fisher Pivots for day following 27-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-16 |
113-16 |
| PP |
113-12 |
113-13 |
| S1 |
113-08 |
113-10 |
|