ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 01-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
113-21 |
114-12 |
0-23 |
0.6% |
113-15 |
| High |
114-14 |
114-30 |
0-16 |
0.4% |
114-30 |
| Low |
113-20 |
114-02 |
0-14 |
0.4% |
112-26 |
| Close |
114-12 |
114-20 |
0-08 |
0.2% |
114-20 |
| Range |
0-26 |
0-28 |
0-02 |
7.7% |
2-04 |
| ATR |
0-22 |
0-22 |
0-00 |
2.1% |
0-00 |
| Volume |
458,806 |
545,297 |
86,491 |
18.9% |
1,650,141 |
|
| Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-05 |
116-25 |
115-03 |
|
| R3 |
116-09 |
115-29 |
114-28 |
|
| R2 |
115-13 |
115-13 |
114-25 |
|
| R1 |
115-01 |
115-01 |
114-23 |
115-07 |
| PP |
114-17 |
114-17 |
114-17 |
114-20 |
| S1 |
114-05 |
114-05 |
114-17 |
114-11 |
| S2 |
113-21 |
113-21 |
114-15 |
|
| S3 |
112-25 |
113-09 |
114-12 |
|
| S4 |
111-29 |
112-13 |
114-05 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-16 |
119-22 |
115-25 |
|
| R3 |
118-12 |
117-18 |
115-07 |
|
| R2 |
116-08 |
116-08 |
115-00 |
|
| R1 |
115-14 |
115-14 |
114-26 |
115-27 |
| PP |
114-04 |
114-04 |
114-04 |
114-10 |
| S1 |
113-10 |
113-10 |
114-14 |
113-23 |
| S2 |
112-00 |
112-00 |
114-08 |
|
| S3 |
109-28 |
111-06 |
114-01 |
|
| S4 |
107-24 |
109-02 |
113-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-30 |
112-26 |
2-04 |
1.9% |
0-24 |
0.7% |
85% |
True |
False |
330,028 |
| 10 |
114-30 |
112-07 |
2-23 |
2.4% |
0-21 |
0.6% |
89% |
True |
False |
180,843 |
| 20 |
114-30 |
111-13 |
3-17 |
3.1% |
0-24 |
0.7% |
91% |
True |
False |
92,540 |
| 40 |
114-30 |
109-25 |
5-05 |
4.5% |
0-19 |
0.5% |
94% |
True |
False |
46,638 |
| 60 |
114-30 |
109-25 |
5-05 |
4.5% |
0-16 |
0.4% |
94% |
True |
False |
31,153 |
| 80 |
114-30 |
108-03 |
6-27 |
6.0% |
0-13 |
0.4% |
95% |
True |
False |
23,368 |
| 100 |
114-30 |
106-27 |
8-03 |
7.1% |
0-11 |
0.3% |
96% |
True |
False |
18,695 |
| 120 |
114-30 |
105-12 |
9-18 |
8.3% |
0-09 |
0.2% |
97% |
True |
False |
15,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-21 |
|
2.618 |
117-07 |
|
1.618 |
116-11 |
|
1.000 |
115-26 |
|
0.618 |
115-15 |
|
HIGH |
114-30 |
|
0.618 |
114-19 |
|
0.500 |
114-16 |
|
0.382 |
114-13 |
|
LOW |
114-02 |
|
0.618 |
113-17 |
|
1.000 |
113-06 |
|
1.618 |
112-21 |
|
2.618 |
111-25 |
|
4.250 |
110-11 |
|
|
| Fisher Pivots for day following 01-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
114-19 |
114-16 |
| PP |
114-17 |
114-13 |
| S1 |
114-16 |
114-09 |
|