ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 13-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2006 |
13-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
110-19 |
110-06 |
-0-13 |
-0.4% |
111-13 |
High |
110-19 |
110-06 |
-0-13 |
-0.4% |
111-16 |
Low |
110-19 |
110-06 |
-0-13 |
-0.4% |
110-06 |
Close |
110-17 |
110-06 |
-0-11 |
-0.3% |
110-06 |
Range |
|
|
|
|
|
ATR |
0-14 |
0-14 |
0-00 |
-1.5% |
0-00 |
Volume |
1 |
1 |
0 |
0.0% |
16 |
|
Daily Pivots for day following 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-06 |
110-06 |
110-06 |
|
R3 |
110-06 |
110-06 |
110-06 |
|
R2 |
110-06 |
110-06 |
110-06 |
|
R1 |
110-06 |
110-06 |
110-06 |
110-06 |
PP |
110-06 |
110-06 |
110-06 |
110-06 |
S1 |
110-06 |
110-06 |
110-06 |
110-06 |
S2 |
110-06 |
110-06 |
110-06 |
|
S3 |
110-06 |
110-06 |
110-06 |
|
S4 |
110-06 |
110-06 |
110-06 |
|
|
Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-18 |
113-22 |
110-29 |
|
R3 |
113-08 |
112-12 |
110-18 |
|
R2 |
111-30 |
111-30 |
110-14 |
|
R1 |
111-02 |
111-02 |
110-10 |
110-27 |
PP |
110-20 |
110-20 |
110-20 |
110-16 |
S1 |
109-24 |
109-24 |
110-02 |
109-17 |
S2 |
109-10 |
109-10 |
109-30 |
|
S3 |
108-00 |
108-14 |
109-26 |
|
S4 |
106-22 |
107-04 |
109-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-16 |
110-06 |
1-10 |
1.2% |
0-06 |
0.2% |
0% |
False |
True |
3 |
10 |
113-07 |
110-06 |
3-01 |
2.8% |
0-12 |
0.3% |
0% |
False |
True |
4 |
20 |
113-15 |
110-03 |
3-12 |
3.1% |
0-11 |
0.3% |
3% |
False |
False |
3 |
40 |
113-15 |
109-23 |
3-24 |
3.4% |
0-05 |
0.2% |
13% |
False |
False |
1 |
60 |
113-15 |
107-16 |
5-31 |
5.4% |
0-04 |
0.1% |
45% |
False |
False |
1 |
80 |
113-15 |
105-06 |
8-09 |
7.5% |
0-03 |
0.1% |
60% |
False |
False |
|
100 |
113-15 |
105-06 |
8-09 |
7.5% |
0-02 |
0.1% |
60% |
False |
False |
1 |
120 |
113-15 |
105-03 |
8-12 |
7.6% |
0-02 |
0.1% |
61% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-06 |
2.618 |
110-06 |
1.618 |
110-06 |
1.000 |
110-06 |
0.618 |
110-06 |
HIGH |
110-06 |
0.618 |
110-06 |
0.500 |
110-06 |
0.382 |
110-06 |
LOW |
110-06 |
0.618 |
110-06 |
1.000 |
110-06 |
1.618 |
110-06 |
2.618 |
110-06 |
4.250 |
110-06 |
|
|
Fisher Pivots for day following 13-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
110-06 |
110-12 |
PP |
110-06 |
110-10 |
S1 |
110-06 |
110-08 |
|