ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 09-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2006 |
09-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
112-16 |
111-13 |
-1-03 |
-1.0% |
111-26 |
High |
112-16 |
111-13 |
-1-03 |
-1.0% |
113-07 |
Low |
111-18 |
111-13 |
-0-05 |
-0.1% |
111-18 |
Close |
111-13 |
111-13 |
0-00 |
0.0% |
111-13 |
Range |
0-30 |
0-00 |
-0-30 |
-100.0% |
1-21 |
ATR |
0-15 |
0-14 |
-0-01 |
-7.1% |
0-00 |
Volume |
6 |
6 |
0 |
0.0% |
24 |
|
Daily Pivots for day following 09-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-13 |
111-13 |
111-13 |
|
R3 |
111-13 |
111-13 |
111-13 |
|
R2 |
111-13 |
111-13 |
111-13 |
|
R1 |
111-13 |
111-13 |
111-13 |
111-13 |
PP |
111-13 |
111-13 |
111-13 |
111-13 |
S1 |
111-13 |
111-13 |
111-13 |
111-13 |
S2 |
111-13 |
111-13 |
111-13 |
|
S3 |
111-13 |
111-13 |
111-13 |
|
S4 |
111-13 |
111-13 |
111-13 |
|
|
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 |
111-13 |
1-26 |
1.6% |
0-12 |
0.3% |
0% |
False |
True |
4 |
10 |
113-15 |
111-13 |
2-02 |
1.9% |
0-12 |
0.3% |
0% |
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 |
111-13 |
2.618 |
111-13 |
1.618 |
111-13 |
1.000 |
111-13 |
0.618 |
111-13 |
HIGH |
111-13 |
0.618 |
111-13 |
0.500 |
111-13 |
0.382 |
111-13 |
LOW |
111-13 |
0.618 |
111-13 |
1.000 |
111-13 |
1.618 |
111-13 |
2.618 |
111-13 |
4.250 |
111-13 |
|
|
Fisher Pivots for day following 09-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
111-13 |
112-10 |
PP |
111-13 |
112-00 |
S1 |
111-13 |
111-23 |
|