ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 25-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2006 |
25-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
112-15 |
112-28 |
0-13 |
0.4% |
110-03 |
High |
112-19 |
112-28 |
0-09 |
0.2% |
112-19 |
Low |
111-17 |
112-28 |
1-11 |
1.2% |
110-03 |
Close |
112-15 |
112-28 |
0-13 |
0.4% |
112-15 |
Range |
1-02 |
0-00 |
-1-02 |
-100.0% |
2-16 |
ATR |
0-12 |
0-12 |
0-00 |
0.4% |
0-00 |
Volume |
6 |
6 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 25-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-28 |
112-28 |
112-28 |
|
R3 |
112-28 |
112-28 |
112-28 |
|
R2 |
112-28 |
112-28 |
112-28 |
|
R1 |
112-28 |
112-28 |
112-28 |
112-28 |
PP |
112-28 |
112-28 |
112-28 |
112-28 |
S1 |
112-28 |
112-28 |
112-28 |
112-28 |
S2 |
112-28 |
112-28 |
112-28 |
|
S3 |
112-28 |
112-28 |
112-28 |
|
S4 |
112-28 |
112-28 |
112-28 |
|
|
Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-07 |
118-11 |
113-27 |
|
R3 |
116-23 |
115-27 |
113-05 |
|
R2 |
114-07 |
114-07 |
112-30 |
|
R1 |
113-11 |
113-11 |
112-22 |
113-25 |
PP |
111-23 |
111-23 |
111-23 |
111-30 |
S1 |
110-27 |
110-27 |
112-08 |
111-09 |
S2 |
109-07 |
109-07 |
112-00 |
|
S3 |
106-23 |
108-11 |
111-25 |
|
S4 |
104-07 |
105-27 |
111-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-28 |
110-17 |
2-11 |
2.1% |
0-13 |
0.4% |
100% |
True |
False |
3 |
10 |
112-28 |
110-03 |
2-25 |
2.5% |
0-06 |
0.2% |
100% |
True |
False |
1 |
20 |
112-28 |
110-01 |
2-27 |
2.5% |
0-03 |
0.1% |
100% |
True |
False |
|
40 |
112-28 |
108-01 |
4-27 |
4.3% |
0-02 |
0.0% |
100% |
True |
False |
|
60 |
112-28 |
105-16 |
7-12 |
6.5% |
0-01 |
0.0% |
100% |
True |
False |
|
80 |
112-28 |
105-06 |
7-22 |
6.8% |
0-01 |
0.0% |
100% |
True |
False |
|
100 |
112-28 |
105-03 |
7-25 |
6.9% |
0-01 |
0.0% |
100% |
True |
False |
|
120 |
112-28 |
105-03 |
7-25 |
6.9% |
0-01 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-28 |
2.618 |
112-28 |
1.618 |
112-28 |
1.000 |
112-28 |
0.618 |
112-28 |
HIGH |
112-28 |
0.618 |
112-28 |
0.500 |
112-28 |
0.382 |
112-28 |
LOW |
112-28 |
0.618 |
112-28 |
1.000 |
112-28 |
1.618 |
112-28 |
2.618 |
112-28 |
4.250 |
112-28 |
|
|
Fisher Pivots for day following 25-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
112-28 |
112-21 |
PP |
112-28 |
112-14 |
S1 |
112-28 |
112-06 |
|