ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 06-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
113-07 |
112-16 |
-0-23 |
-0.6% |
111-26 |
| High |
113-07 |
112-16 |
-0-23 |
-0.6% |
113-07 |
| Low |
112-09 |
111-18 |
-0-23 |
-0.6% |
111-18 |
| Close |
112-12 |
111-13 |
-0-31 |
-0.9% |
111-13 |
| Range |
0-30 |
0-30 |
0-00 |
0.0% |
1-21 |
| ATR |
0-14 |
0-15 |
0-01 |
8.5% |
0-00 |
| Volume |
2 |
6 |
4 |
200.0% |
24 |
|
| Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-20 |
113-31 |
111-30 |
|
| R3 |
113-22 |
113-01 |
111-21 |
|
| R2 |
112-24 |
112-24 |
111-18 |
|
| R1 |
112-03 |
112-03 |
111-16 |
111-30 |
| PP |
111-26 |
111-26 |
111-26 |
111-24 |
| S1 |
111-05 |
111-05 |
111-10 |
111-00 |
| S2 |
110-28 |
110-28 |
111-08 |
|
| S3 |
109-30 |
110-07 |
111-05 |
|
| S4 |
109-00 |
109-09 |
110-28 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-01 |
115-28 |
112-10 |
|
| R3 |
115-12 |
114-07 |
111-28 |
|
| R2 |
113-23 |
113-23 |
111-23 |
|
| R1 |
112-18 |
112-18 |
111-18 |
112-10 |
| PP |
112-02 |
112-02 |
112-02 |
111-30 |
| S1 |
110-29 |
110-29 |
111-08 |
110-21 |
| S2 |
110-13 |
110-13 |
111-03 |
|
| S3 |
108-24 |
109-08 |
110-30 |
|
| S4 |
107-03 |
107-19 |
110-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-07 |
111-18 |
1-21 |
1.5% |
0-18 |
0.5% |
-9% |
False |
True |
4 |
| 10 |
113-15 |
111-18 |
1-29 |
1.7% |
0-12 |
0.3% |
-8% |
False |
True |
3 |
| 20 |
113-15 |
110-03 |
3-12 |
3.0% |
0-09 |
0.3% |
39% |
False |
False |
2 |
| 40 |
113-15 |
108-01 |
5-14 |
4.9% |
0-05 |
0.1% |
62% |
False |
False |
1 |
| 60 |
113-15 |
106-25 |
6-22 |
6.0% |
0-03 |
0.1% |
69% |
False |
False |
|
| 80 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
75% |
False |
False |
|
| 100 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
75% |
False |
False |
1 |
| 120 |
113-15 |
105-03 |
8-12 |
7.5% |
0-02 |
0.0% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-16 |
|
2.618 |
114-31 |
|
1.618 |
114-01 |
|
1.000 |
113-14 |
|
0.618 |
113-03 |
|
HIGH |
112-16 |
|
0.618 |
112-05 |
|
0.500 |
112-01 |
|
0.382 |
111-29 |
|
LOW |
111-18 |
|
0.618 |
110-31 |
|
1.000 |
110-20 |
|
1.618 |
110-01 |
|
2.618 |
109-03 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 06-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-01 |
112-12 |
| PP |
111-26 |
112-02 |
| S1 |
111-20 |
111-24 |
|