ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 03-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2006 |
03-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
111-26 |
112-13 |
0-19 |
0.5% |
112-28 |
High |
112-24 |
112-13 |
-0-11 |
-0.3% |
113-15 |
Low |
111-26 |
112-13 |
0-19 |
0.5% |
112-09 |
Close |
112-12 |
112-13 |
0-01 |
0.0% |
112-09 |
Range |
0-30 |
0-00 |
-0-30 |
-100.0% |
1-06 |
ATR |
0-13 |
0-12 |
-0-01 |
-6.6% |
0-00 |
Volume |
8 |
8 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 03-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-13 |
112-13 |
112-13 |
|
R3 |
112-13 |
112-13 |
112-13 |
|
R2 |
112-13 |
112-13 |
112-13 |
|
R1 |
112-13 |
112-13 |
112-13 |
112-13 |
PP |
112-13 |
112-13 |
112-13 |
112-13 |
S1 |
112-13 |
112-13 |
112-13 |
112-13 |
S2 |
112-13 |
112-13 |
112-13 |
|
S3 |
112-13 |
112-13 |
112-13 |
|
S4 |
112-13 |
112-13 |
112-13 |
|
|
Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-08 |
115-14 |
112-30 |
|
R3 |
115-02 |
114-08 |
112-19 |
|
R2 |
113-28 |
113-28 |
112-16 |
|
R1 |
113-02 |
113-02 |
112-12 |
112-28 |
PP |
112-22 |
112-22 |
112-22 |
112-18 |
S1 |
111-28 |
111-28 |
112-06 |
111-22 |
S2 |
111-16 |
111-16 |
112-02 |
|
S3 |
110-10 |
110-22 |
111-31 |
|
S4 |
109-04 |
109-16 |
111-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-24 |
111-26 |
0-30 |
0.8% |
0-06 |
0.2% |
63% |
False |
False |
4 |
10 |
113-15 |
111-02 |
2-13 |
2.1% |
0-09 |
0.3% |
56% |
False |
False |
3 |
20 |
113-15 |
110-01 |
3-14 |
3.1% |
0-06 |
0.2% |
69% |
False |
False |
1 |
40 |
113-15 |
108-01 |
5-14 |
4.8% |
0-03 |
0.1% |
80% |
False |
False |
|
60 |
113-15 |
106-25 |
6-22 |
5.9% |
0-02 |
0.1% |
84% |
False |
False |
|
80 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.0% |
87% |
False |
False |
|
100 |
113-15 |
105-03 |
8-12 |
7.5% |
0-01 |
0.0% |
87% |
False |
False |
|
120 |
113-15 |
105-03 |
8-12 |
7.5% |
0-01 |
0.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-13 |
2.618 |
112-13 |
1.618 |
112-13 |
1.000 |
112-13 |
0.618 |
112-13 |
HIGH |
112-13 |
0.618 |
112-13 |
0.500 |
112-13 |
0.382 |
112-13 |
LOW |
112-13 |
0.618 |
112-13 |
1.000 |
112-13 |
1.618 |
112-13 |
2.618 |
112-13 |
4.250 |
112-13 |
|
|
Fisher Pivots for day following 03-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
112-13 |
112-12 |
PP |
112-13 |
112-10 |
S1 |
112-13 |
112-09 |
|