ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 23-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2006 |
23-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
110-16 |
110-00 |
-0-16 |
-0.5% |
110-13 |
High |
110-16 |
110-00 |
-0-16 |
-0.5% |
110-21 |
Low |
110-16 |
110-00 |
-0-16 |
-0.5% |
110-13 |
Close |
110-16 |
110-00 |
-0-16 |
-0.5% |
110-16 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-11 |
0-00 |
3.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-00 |
110-00 |
110-00 |
|
R3 |
110-00 |
110-00 |
110-00 |
|
R2 |
110-00 |
110-00 |
110-00 |
|
R1 |
110-00 |
110-00 |
110-00 |
110-00 |
PP |
110-00 |
110-00 |
110-00 |
110-00 |
S1 |
110-00 |
110-00 |
110-00 |
110-00 |
S2 |
110-00 |
110-00 |
110-00 |
|
S3 |
110-00 |
110-00 |
110-00 |
|
S4 |
110-00 |
110-00 |
110-00 |
|
|
Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-09 |
111-04 |
110-20 |
|
R3 |
111-01 |
110-28 |
110-18 |
|
R2 |
110-25 |
110-25 |
110-17 |
|
R1 |
110-20 |
110-20 |
110-17 |
110-22 |
PP |
110-17 |
110-17 |
110-17 |
110-18 |
S1 |
110-12 |
110-12 |
110-15 |
110-14 |
S2 |
110-09 |
110-09 |
110-15 |
|
S3 |
110-01 |
110-04 |
110-14 |
|
S4 |
109-25 |
109-28 |
110-12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-21 |
110-00 |
0-21 |
0.6% |
0-00 |
0.0% |
0% |
False |
True |
|
10 |
111-16 |
110-00 |
1-16 |
1.4% |
0-03 |
0.1% |
0% |
False |
True |
1 |
20 |
113-15 |
110-00 |
3-15 |
3.2% |
0-08 |
0.2% |
0% |
False |
True |
2 |
40 |
113-15 |
110-00 |
3-15 |
3.2% |
0-05 |
0.2% |
0% |
False |
True |
1 |
60 |
113-15 |
108-01 |
5-14 |
4.9% |
0-04 |
0.1% |
36% |
False |
False |
1 |
80 |
113-15 |
105-16 |
7-31 |
7.2% |
0-03 |
0.1% |
56% |
False |
False |
|
100 |
113-15 |
105-06 |
8-09 |
7.5% |
0-02 |
0.1% |
58% |
False |
False |
1 |
120 |
113-15 |
105-03 |
8-12 |
7.6% |
0-02 |
0.1% |
59% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-00 |
2.618 |
110-00 |
1.618 |
110-00 |
1.000 |
110-00 |
0.618 |
110-00 |
HIGH |
110-00 |
0.618 |
110-00 |
0.500 |
110-00 |
0.382 |
110-00 |
LOW |
110-00 |
0.618 |
110-00 |
1.000 |
110-00 |
1.618 |
110-00 |
2.618 |
110-00 |
4.250 |
110-00 |
|
|
Fisher Pivots for day following 23-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
110-00 |
110-08 |
PP |
110-00 |
110-05 |
S1 |
110-00 |
110-03 |
|