ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 10-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2006 |
10-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
111-13 |
111-16 |
0-03 |
0.1% |
111-26 |
| High |
111-13 |
111-16 |
0-03 |
0.1% |
113-07 |
| Low |
111-13 |
110-18 |
-0-27 |
-0.8% |
111-18 |
| Close |
111-13 |
110-28 |
-0-17 |
-0.5% |
111-13 |
| Range |
0-00 |
0-30 |
0-30 |
|
1-21 |
| ATR |
0-14 |
0-15 |
0-01 |
8.4% |
0-00 |
| Volume |
6 |
4 |
-2 |
-33.3% |
24 |
|
| Daily Pivots for day following 10-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-25 |
113-09 |
111-12 |
|
| R3 |
112-27 |
112-11 |
111-04 |
|
| R2 |
111-29 |
111-29 |
111-02 |
|
| R1 |
111-13 |
111-13 |
110-31 |
111-06 |
| PP |
110-31 |
110-31 |
110-31 |
110-28 |
| S1 |
110-15 |
110-15 |
110-25 |
110-08 |
| S2 |
110-01 |
110-01 |
110-22 |
|
| S3 |
109-03 |
109-17 |
110-20 |
|
| S4 |
108-05 |
108-19 |
110-12 |
|
|
| 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 |
110-18 |
2-21 |
2.4% |
0-18 |
0.5% |
12% |
False |
True |
3 |
| 10 |
113-07 |
110-18 |
2-21 |
2.4% |
0-12 |
0.3% |
12% |
False |
True |
3 |
| 20 |
113-15 |
110-03 |
3-12 |
3.0% |
0-11 |
0.3% |
23% |
False |
False |
2 |
| 40 |
113-15 |
108-26 |
4-21 |
4.2% |
0-05 |
0.2% |
44% |
False |
False |
1 |
| 60 |
113-15 |
106-25 |
6-22 |
6.0% |
0-04 |
0.1% |
61% |
False |
False |
|
| 80 |
113-15 |
105-06 |
8-09 |
7.5% |
0-03 |
0.1% |
69% |
False |
False |
|
| 100 |
113-15 |
105-06 |
8-09 |
7.5% |
0-02 |
0.1% |
69% |
False |
False |
1 |
| 120 |
113-15 |
105-03 |
8-12 |
7.6% |
0-02 |
0.1% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-16 |
|
2.618 |
113-31 |
|
1.618 |
113-01 |
|
1.000 |
112-14 |
|
0.618 |
112-03 |
|
HIGH |
111-16 |
|
0.618 |
111-05 |
|
0.500 |
111-01 |
|
0.382 |
110-29 |
|
LOW |
110-18 |
|
0.618 |
109-31 |
|
1.000 |
109-20 |
|
1.618 |
109-01 |
|
2.618 |
108-03 |
|
4.250 |
106-18 |
|
|
| Fisher Pivots for day following 10-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-01 |
111-17 |
| PP |
110-31 |
111-10 |
| S1 |
110-30 |
111-03 |
|