ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 17-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
110-13 |
110-16 |
0-03 |
0.1% |
111-13 |
High |
110-13 |
110-16 |
0-03 |
0.1% |
111-16 |
Low |
110-13 |
110-16 |
0-03 |
0.1% |
110-06 |
Close |
110-13 |
110-16 |
0-03 |
0.1% |
110-06 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-13 |
-0-01 |
-5.5% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-16 |
110-16 |
110-16 |
|
R3 |
110-16 |
110-16 |
110-16 |
|
R2 |
110-16 |
110-16 |
110-16 |
|
R1 |
110-16 |
110-16 |
110-16 |
110-16 |
PP |
110-16 |
110-16 |
110-16 |
110-16 |
S1 |
110-16 |
110-16 |
110-16 |
110-16 |
S2 |
110-16 |
110-16 |
110-16 |
|
S3 |
110-16 |
110-16 |
110-16 |
|
S4 |
110-16 |
110-16 |
110-16 |
|
|
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 |
110-19 |
110-06 |
0-13 |
0.4% |
0-00 |
0.0% |
77% |
False |
False |
1 |
10 |
113-07 |
110-06 |
3-01 |
2.7% |
0-09 |
0.3% |
10% |
False |
False |
2 |
20 |
113-15 |
110-06 |
3-09 |
3.0% |
0-09 |
0.3% |
10% |
False |
False |
3 |
40 |
113-15 |
109-28 |
3-19 |
3.3% |
0-05 |
0.2% |
17% |
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% |
65% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-16 |
2.618 |
110-16 |
1.618 |
110-16 |
1.000 |
110-16 |
0.618 |
110-16 |
HIGH |
110-16 |
0.618 |
110-16 |
0.500 |
110-16 |
0.382 |
110-16 |
LOW |
110-16 |
0.618 |
110-16 |
1.000 |
110-16 |
1.618 |
110-16 |
2.618 |
110-16 |
4.250 |
110-16 |
|
|
Fisher Pivots for day following 17-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
110-16 |
110-14 |
PP |
110-16 |
110-13 |
S1 |
110-16 |
110-11 |
|