ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 29-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-22 |
113-30 |
0-08 |
0.2% |
112-27 |
| High |
114-07 |
114-04 |
-0-03 |
-0.1% |
113-27 |
| Low |
113-16 |
113-20 |
0-04 |
0.1% |
112-23 |
| Close |
113-28 |
113-22 |
-0-06 |
-0.2% |
113-15 |
| Range |
0-23 |
0-16 |
-0-07 |
-30.4% |
1-04 |
| ATR |
0-22 |
0-21 |
0-00 |
-1.9% |
0-00 |
| Volume |
207,175 |
246,425 |
39,250 |
18.9% |
141,629 |
|
| Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-10 |
115-00 |
113-31 |
|
| R3 |
114-26 |
114-16 |
113-26 |
|
| R2 |
114-10 |
114-10 |
113-25 |
|
| R1 |
114-00 |
114-00 |
113-23 |
113-29 |
| PP |
113-26 |
113-26 |
113-26 |
113-24 |
| S1 |
113-16 |
113-16 |
113-21 |
113-13 |
| S2 |
113-10 |
113-10 |
113-19 |
|
| S3 |
112-26 |
113-00 |
113-18 |
|
| S4 |
112-10 |
112-16 |
113-13 |
|
|
| 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 |
114-07 |
112-26 |
1-13 |
1.2% |
0-19 |
0.5% |
62% |
False |
False |
142,659 |
| 10 |
114-07 |
112-03 |
2-04 |
1.9% |
0-22 |
0.6% |
75% |
False |
False |
82,991 |
| 20 |
114-07 |
111-13 |
2-26 |
2.5% |
0-23 |
0.6% |
81% |
False |
False |
42,496 |
| 40 |
114-07 |
109-25 |
4-14 |
3.9% |
0-19 |
0.5% |
88% |
False |
False |
21,550 |
| 60 |
114-07 |
109-25 |
4-14 |
3.9% |
0-16 |
0.4% |
88% |
False |
False |
14,420 |
| 80 |
114-07 |
108-03 |
6-04 |
5.4% |
0-13 |
0.3% |
91% |
False |
False |
10,817 |
| 100 |
114-07 |
106-27 |
7-12 |
6.5% |
0-10 |
0.3% |
93% |
False |
False |
8,654 |
| 120 |
114-07 |
105-12 |
8-27 |
7.8% |
0-09 |
0.2% |
94% |
False |
False |
7,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-08 |
|
2.618 |
115-14 |
|
1.618 |
114-30 |
|
1.000 |
114-20 |
|
0.618 |
114-14 |
|
HIGH |
114-04 |
|
0.618 |
113-30 |
|
0.500 |
113-28 |
|
0.382 |
113-26 |
|
LOW |
113-20 |
|
0.618 |
113-10 |
|
1.000 |
113-04 |
|
1.618 |
112-26 |
|
2.618 |
112-10 |
|
4.250 |
111-16 |
|
|
| Fisher Pivots for day following 29-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
113-20 |
| PP |
113-26 |
113-18 |
| S1 |
113-24 |
113-16 |
|