ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 21-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2006 |
21-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
111-02 |
111-29 |
0-27 |
0.8% |
110-04 |
High |
111-02 |
111-29 |
0-27 |
0.8% |
110-19 |
Low |
111-02 |
111-29 |
0-27 |
0.8% |
110-04 |
Close |
111-02 |
111-29 |
0-27 |
0.8% |
110-09 |
Range |
|
|
|
|
|
ATR |
0-09 |
0-11 |
0-01 |
13.5% |
0-00 |
Volume |
2 |
0 |
-2 |
-100.0% |
0 |
|
Daily Pivots for day following 21-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-29 |
111-29 |
111-29 |
|
R3 |
111-29 |
111-29 |
111-29 |
|
R2 |
111-29 |
111-29 |
111-29 |
|
R1 |
111-29 |
111-29 |
111-29 |
111-29 |
PP |
111-29 |
111-29 |
111-29 |
111-29 |
S1 |
111-29 |
111-29 |
111-29 |
111-29 |
S2 |
111-29 |
111-29 |
111-29 |
|
S3 |
111-29 |
111-29 |
111-29 |
|
S4 |
111-29 |
111-29 |
111-29 |
|
|
Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-24 |
111-15 |
110-17 |
|
R3 |
111-09 |
111-00 |
110-13 |
|
R2 |
110-26 |
110-26 |
110-12 |
|
R1 |
110-17 |
110-17 |
110-10 |
110-22 |
PP |
110-11 |
110-11 |
110-11 |
110-13 |
S1 |
110-02 |
110-02 |
110-08 |
110-06 |
S2 |
109-28 |
109-28 |
110-06 |
|
S3 |
109-13 |
109-19 |
110-05 |
|
S4 |
108-30 |
109-04 |
110-01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-29 |
110-03 |
1-26 |
1.6% |
0-06 |
0.2% |
100% |
True |
False |
|
10 |
111-29 |
110-03 |
1-26 |
1.6% |
0-03 |
0.1% |
100% |
True |
False |
|
20 |
111-29 |
110-01 |
1-28 |
1.7% |
0-02 |
0.0% |
100% |
True |
False |
|
40 |
111-29 |
107-23 |
4-06 |
3.7% |
0-01 |
0.0% |
100% |
True |
False |
|
60 |
111-29 |
105-06 |
6-23 |
6.0% |
0-00 |
0.0% |
100% |
True |
False |
|
80 |
111-29 |
105-06 |
6-23 |
6.0% |
0-00 |
0.0% |
100% |
True |
False |
|
100 |
111-29 |
105-03 |
6-26 |
6.1% |
0-00 |
0.0% |
100% |
True |
False |
|
120 |
111-29 |
105-03 |
6-26 |
6.1% |
0-00 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-29 |
2.618 |
111-29 |
1.618 |
111-29 |
1.000 |
111-29 |
0.618 |
111-29 |
HIGH |
111-29 |
0.618 |
111-29 |
0.500 |
111-29 |
0.382 |
111-29 |
LOW |
111-29 |
0.618 |
111-29 |
1.000 |
111-29 |
1.618 |
111-29 |
2.618 |
111-29 |
4.250 |
111-29 |
|
|
Fisher Pivots for day following 21-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
111-29 |
111-22 |
PP |
111-29 |
111-14 |
S1 |
111-29 |
111-07 |
|