ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 12-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2006 |
12-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
110-04 |
110-16 |
0-12 |
0.3% |
110-08 |
High |
110-04 |
110-16 |
0-12 |
0.3% |
110-13 |
Low |
110-04 |
110-16 |
0-12 |
0.3% |
110-01 |
Close |
110-04 |
110-16 |
0-12 |
0.3% |
110-13 |
Range |
|
|
|
|
|
ATR |
0-07 |
0-08 |
0-00 |
4.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-16 |
110-16 |
110-16 |
|
R3 |
110-16 |
110-16 |
110-16 |
|
R2 |
110-16 |
110-16 |
110-16 |
|
R1 |
110-16 |
110-16 |
110-16 |
110-16 |
PP |
110-16 |
110-16 |
110-16 |
110-16 |
S1 |
110-16 |
110-16 |
110-16 |
110-16 |
S2 |
110-16 |
110-16 |
110-16 |
|
S3 |
110-16 |
110-16 |
110-16 |
|
S4 |
110-16 |
110-16 |
110-16 |
|
|
Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-13 |
111-09 |
110-20 |
|
R3 |
111-01 |
110-29 |
110-16 |
|
R2 |
110-21 |
110-21 |
110-15 |
|
R1 |
110-17 |
110-17 |
110-14 |
110-19 |
PP |
110-09 |
110-09 |
110-09 |
110-10 |
S1 |
110-05 |
110-05 |
110-12 |
110-07 |
S2 |
109-29 |
109-29 |
110-11 |
|
S3 |
109-17 |
109-25 |
110-10 |
|
S4 |
109-05 |
109-13 |
110-06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-16 |
110-01 |
0-15 |
0.4% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
110-29 |
110-01 |
0-28 |
0.8% |
0-00 |
0.0% |
54% |
False |
False |
|
20 |
110-29 |
108-26 |
2-03 |
1.9% |
0-00 |
0.0% |
81% |
False |
False |
|
40 |
110-29 |
106-25 |
4-04 |
3.7% |
0-00 |
0.0% |
90% |
False |
False |
|
60 |
110-29 |
105-06 |
5-23 |
5.2% |
0-00 |
0.0% |
93% |
False |
False |
|
80 |
110-29 |
105-06 |
5-23 |
5.2% |
0-00 |
0.0% |
93% |
False |
False |
|
100 |
110-29 |
105-03 |
5-26 |
5.3% |
0-00 |
0.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-16 |
2.618 |
110-16 |
1.618 |
110-16 |
1.000 |
110-16 |
0.618 |
110-16 |
HIGH |
110-16 |
0.618 |
110-16 |
0.500 |
110-16 |
0.382 |
110-16 |
LOW |
110-16 |
0.618 |
110-16 |
1.000 |
110-16 |
1.618 |
110-16 |
2.618 |
110-16 |
4.250 |
110-16 |
|
|
Fisher Pivots for day following 12-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
110-16 |
110-14 |
PP |
110-16 |
110-12 |
S1 |
110-16 |
110-10 |
|