ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 11-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
111-16 |
110-15 |
-1-01 |
-0.9% |
111-26 |
| High |
111-16 |
110-15 |
-1-01 |
-0.9% |
113-07 |
| Low |
110-18 |
110-15 |
-0-03 |
-0.1% |
111-18 |
| Close |
110-28 |
110-15 |
-0-13 |
-0.4% |
111-13 |
| Range |
0-30 |
0-00 |
-0-30 |
-100.0% |
1-21 |
| ATR |
0-15 |
0-15 |
0-00 |
-0.9% |
0-00 |
| Volume |
4 |
4 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-15 |
110-15 |
110-15 |
|
| R3 |
110-15 |
110-15 |
110-15 |
|
| R2 |
110-15 |
110-15 |
110-15 |
|
| R1 |
110-15 |
110-15 |
110-15 |
110-15 |
| PP |
110-15 |
110-15 |
110-15 |
110-15 |
| S1 |
110-15 |
110-15 |
110-15 |
110-15 |
| S2 |
110-15 |
110-15 |
110-15 |
|
| S3 |
110-15 |
110-15 |
110-15 |
|
| S4 |
110-15 |
110-15 |
110-15 |
|
|
| 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 |
110-15 |
2-24 |
2.5% |
0-18 |
0.5% |
0% |
False |
True |
4 |
| 10 |
113-07 |
110-15 |
2-24 |
2.5% |
0-12 |
0.3% |
0% |
False |
True |
4 |
| 20 |
113-15 |
110-03 |
3-12 |
3.1% |
0-11 |
0.3% |
11% |
False |
False |
3 |
| 40 |
113-15 |
109-12 |
4-03 |
3.7% |
0-05 |
0.2% |
27% |
False |
False |
1 |
| 60 |
113-15 |
107-16 |
5-31 |
5.4% |
0-04 |
0.1% |
50% |
False |
False |
1 |
| 80 |
113-15 |
105-06 |
8-09 |
7.5% |
0-03 |
0.1% |
64% |
False |
False |
|
| 100 |
113-15 |
105-06 |
8-09 |
7.5% |
0-02 |
0.1% |
64% |
False |
False |
1 |
| 120 |
113-15 |
105-03 |
8-12 |
7.6% |
0-02 |
0.1% |
64% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-15 |
|
2.618 |
110-15 |
|
1.618 |
110-15 |
|
1.000 |
110-15 |
|
0.618 |
110-15 |
|
HIGH |
110-15 |
|
0.618 |
110-15 |
|
0.500 |
110-15 |
|
0.382 |
110-15 |
|
LOW |
110-15 |
|
0.618 |
110-15 |
|
1.000 |
110-15 |
|
1.618 |
110-15 |
|
2.618 |
110-15 |
|
4.250 |
110-15 |
|
|
| Fisher Pivots for day following 11-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-15 |
111-00 |
| PP |
110-15 |
110-26 |
| S1 |
110-15 |
110-20 |
|