ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 12-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
110-15 |
110-19 |
0-04 |
0.1% |
111-26 |
High |
110-15 |
110-19 |
0-04 |
0.1% |
113-07 |
Low |
110-15 |
110-19 |
0-04 |
0.1% |
111-18 |
Close |
110-15 |
110-17 |
0-02 |
0.1% |
111-13 |
Range |
|
|
|
|
|
ATR |
0-15 |
0-14 |
-0-01 |
-5.2% |
0-00 |
Volume |
4 |
1 |
-3 |
-75.0% |
24 |
|
Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-18 |
110-18 |
110-17 |
|
R3 |
110-18 |
110-18 |
110-17 |
|
R2 |
110-18 |
110-18 |
110-17 |
|
R1 |
110-18 |
110-18 |
110-17 |
110-18 |
PP |
110-18 |
110-18 |
110-18 |
110-18 |
S1 |
110-18 |
110-18 |
110-17 |
110-18 |
S2 |
110-18 |
110-18 |
110-17 |
|
S3 |
110-18 |
110-18 |
110-17 |
|
S4 |
110-18 |
110-18 |
110-17 |
|
|
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 |
112-16 |
110-15 |
2-01 |
1.8% |
0-12 |
0.3% |
3% |
False |
False |
4 |
10 |
113-07 |
110-15 |
2-24 |
2.5% |
0-12 |
0.3% |
2% |
False |
False |
3 |
20 |
113-15 |
110-03 |
3-12 |
3.1% |
0-11 |
0.3% |
13% |
False |
False |
3 |
40 |
113-15 |
109-12 |
4-03 |
3.7% |
0-05 |
0.2% |
28% |
False |
False |
1 |
60 |
113-15 |
107-16 |
5-31 |
5.4% |
0-04 |
0.1% |
51% |
False |
False |
1 |
80 |
113-15 |
105-06 |
8-09 |
7.5% |
0-03 |
0.1% |
65% |
False |
False |
|
100 |
113-15 |
105-06 |
8-09 |
7.5% |
0-02 |
0.1% |
65% |
False |
False |
1 |
120 |
113-15 |
105-03 |
8-12 |
7.6% |
0-02 |
0.1% |
65% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-19 |
2.618 |
110-19 |
1.618 |
110-19 |
1.000 |
110-19 |
0.618 |
110-19 |
HIGH |
110-19 |
0.618 |
110-19 |
0.500 |
110-19 |
0.382 |
110-19 |
LOW |
110-19 |
0.618 |
110-19 |
1.000 |
110-19 |
1.618 |
110-19 |
2.618 |
110-19 |
4.250 |
110-19 |
|
|
Fisher Pivots for day following 12-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
110-19 |
111-00 |
PP |
110-18 |
110-27 |
S1 |
110-18 |
110-22 |
|