ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 28-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
112-20 |
112-09 |
-0-11 |
-0.3% |
110-03 |
High |
112-20 |
112-09 |
-0-11 |
-0.3% |
112-19 |
Low |
112-20 |
112-09 |
-0-11 |
-0.3% |
110-03 |
Close |
112-20 |
112-09 |
-0-11 |
-0.3% |
112-15 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-13 |
0-00 |
-1.0% |
0-00 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-09 |
112-09 |
112-09 |
|
R3 |
112-09 |
112-09 |
112-09 |
|
R2 |
112-09 |
112-09 |
112-09 |
|
R1 |
112-09 |
112-09 |
112-09 |
112-09 |
PP |
112-09 |
112-09 |
112-09 |
112-09 |
S1 |
112-09 |
112-09 |
112-09 |
112-09 |
S2 |
112-09 |
112-09 |
112-09 |
|
S3 |
112-09 |
112-09 |
112-09 |
|
S4 |
112-09 |
112-09 |
112-09 |
|
|
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 |
111-17 |
1-30 |
1.7% |
0-13 |
0.4% |
39% |
False |
False |
3 |
10 |
113-15 |
110-03 |
3-12 |
3.0% |
0-09 |
0.3% |
65% |
False |
False |
2 |
20 |
113-15 |
110-01 |
3-14 |
3.1% |
0-05 |
0.1% |
65% |
False |
False |
1 |
40 |
113-15 |
108-01 |
5-14 |
4.8% |
0-02 |
0.1% |
78% |
False |
False |
|
60 |
113-15 |
106-00 |
7-15 |
6.7% |
0-02 |
0.0% |
84% |
False |
False |
|
80 |
113-15 |
105-06 |
8-09 |
7.4% |
0-01 |
0.0% |
86% |
False |
False |
1 |
100 |
113-15 |
105-03 |
8-12 |
7.5% |
0-01 |
0.0% |
86% |
False |
False |
|
120 |
113-15 |
105-03 |
8-12 |
7.5% |
0-01 |
0.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-09 |
2.618 |
112-09 |
1.618 |
112-09 |
1.000 |
112-09 |
0.618 |
112-09 |
HIGH |
112-09 |
0.618 |
112-09 |
0.500 |
112-09 |
0.382 |
112-09 |
LOW |
112-09 |
0.618 |
112-09 |
1.000 |
112-09 |
1.618 |
112-09 |
2.618 |
112-09 |
4.250 |
112-09 |
|
|
Fisher Pivots for day following 28-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
112-09 |
112-28 |
PP |
112-09 |
112-22 |
S1 |
112-09 |
112-15 |
|