ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 30-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
113-30 |
113-21 |
-0-09 |
-0.2% |
112-27 |
| High |
114-04 |
114-14 |
0-10 |
0.3% |
113-27 |
| Low |
113-20 |
113-20 |
0-00 |
0.0% |
112-23 |
| Close |
113-22 |
114-12 |
0-22 |
0.6% |
113-15 |
| Range |
0-16 |
0-26 |
0-10 |
62.5% |
1-04 |
| ATR |
0-21 |
0-22 |
0-00 |
1.6% |
0-00 |
| Volume |
246,425 |
458,806 |
212,381 |
86.2% |
141,629 |
|
| Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-19 |
116-09 |
114-26 |
|
| R3 |
115-25 |
115-15 |
114-19 |
|
| R2 |
114-31 |
114-31 |
114-17 |
|
| R1 |
114-21 |
114-21 |
114-14 |
114-26 |
| PP |
114-05 |
114-05 |
114-05 |
114-07 |
| S1 |
113-27 |
113-27 |
114-10 |
114-00 |
| S2 |
113-11 |
113-11 |
114-07 |
|
| S3 |
112-17 |
113-01 |
114-05 |
|
| S4 |
111-23 |
112-07 |
113-30 |
|
|
| 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 |
114-14 |
112-26 |
1-20 |
1.4% |
0-22 |
0.6% |
96% |
True |
False |
227,255 |
| 10 |
114-14 |
112-03 |
2-11 |
2.0% |
0-22 |
0.6% |
97% |
True |
False |
128,344 |
| 20 |
114-14 |
111-13 |
3-01 |
2.7% |
0-23 |
0.6% |
98% |
True |
False |
65,289 |
| 40 |
114-14 |
109-25 |
4-21 |
4.1% |
0-19 |
0.5% |
99% |
True |
False |
33,013 |
| 60 |
114-14 |
109-25 |
4-21 |
4.1% |
0-16 |
0.4% |
99% |
True |
False |
22,066 |
| 80 |
114-14 |
108-03 |
6-11 |
5.5% |
0-13 |
0.4% |
99% |
True |
False |
16,552 |
| 100 |
114-14 |
106-27 |
7-19 |
6.6% |
0-11 |
0.3% |
99% |
True |
False |
13,242 |
| 120 |
114-14 |
105-12 |
9-02 |
7.9% |
0-09 |
0.2% |
99% |
True |
False |
11,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-28 |
|
2.618 |
116-18 |
|
1.618 |
115-24 |
|
1.000 |
115-08 |
|
0.618 |
114-30 |
|
HIGH |
114-14 |
|
0.618 |
114-04 |
|
0.500 |
114-01 |
|
0.382 |
113-30 |
|
LOW |
113-20 |
|
0.618 |
113-04 |
|
1.000 |
112-26 |
|
1.618 |
112-10 |
|
2.618 |
111-16 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 30-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
114-08 |
114-08 |
| PP |
114-05 |
114-03 |
| S1 |
114-01 |
113-31 |
|