ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 26-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2006 |
26-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
112-28 |
112-17 |
-0-11 |
-0.3% |
110-03 |
| High |
112-28 |
113-15 |
0-19 |
0.5% |
112-19 |
| Low |
112-28 |
112-17 |
-0-11 |
-0.3% |
110-03 |
| Close |
112-28 |
112-23 |
-0-05 |
-0.1% |
112-15 |
| Range |
0-00 |
0-30 |
0-30 |
|
2-16 |
| ATR |
0-12 |
0-14 |
0-01 |
10.3% |
0-00 |
| Volume |
6 |
2 |
-4 |
-66.7% |
10 |
|
| Daily Pivots for day following 26-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-23 |
115-05 |
113-08 |
|
| R3 |
114-25 |
114-07 |
112-31 |
|
| R2 |
113-27 |
113-27 |
112-28 |
|
| R1 |
113-09 |
113-09 |
112-26 |
113-18 |
| PP |
112-29 |
112-29 |
112-29 |
113-02 |
| S1 |
112-11 |
112-11 |
112-20 |
112-20 |
| S2 |
111-31 |
111-31 |
112-18 |
|
| S3 |
111-01 |
111-13 |
112-15 |
|
| S4 |
110-03 |
110-15 |
112-06 |
|
|
| 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 |
113-15 |
111-02 |
2-13 |
2.1% |
0-13 |
0.4% |
69% |
True |
False |
3 |
| 10 |
113-15 |
110-03 |
3-12 |
3.0% |
0-09 |
0.3% |
78% |
True |
False |
1 |
| 20 |
113-15 |
110-01 |
3-14 |
3.0% |
0-05 |
0.1% |
78% |
True |
False |
|
| 40 |
113-15 |
108-01 |
5-14 |
4.8% |
0-02 |
0.1% |
86% |
True |
False |
|
| 60 |
113-15 |
105-16 |
7-31 |
7.1% |
0-02 |
0.0% |
91% |
True |
False |
|
| 80 |
113-15 |
105-06 |
8-09 |
7.3% |
0-01 |
0.0% |
91% |
True |
False |
|
| 100 |
113-15 |
105-03 |
8-12 |
7.4% |
0-01 |
0.0% |
91% |
True |
False |
|
| 120 |
113-15 |
105-03 |
8-12 |
7.4% |
0-01 |
0.0% |
91% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-14 |
|
2.618 |
115-30 |
|
1.618 |
115-00 |
|
1.000 |
114-13 |
|
0.618 |
114-02 |
|
HIGH |
113-15 |
|
0.618 |
113-04 |
|
0.500 |
113-00 |
|
0.382 |
112-28 |
|
LOW |
112-17 |
|
0.618 |
111-30 |
|
1.000 |
111-19 |
|
1.618 |
111-00 |
|
2.618 |
110-02 |
|
4.250 |
108-18 |
|
|
| Fisher Pivots for day following 26-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-00 |
112-21 |
| PP |
112-29 |
112-18 |
| S1 |
112-26 |
112-16 |
|