ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 26-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2006 |
26-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
110-18 |
111-08 |
0-22 |
0.6% |
110-13 |
High |
110-18 |
111-08 |
0-22 |
0.6% |
110-21 |
Low |
110-18 |
111-08 |
0-22 |
0.6% |
110-13 |
Close |
110-18 |
111-08 |
0-22 |
0.6% |
110-16 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-12 |
0-01 |
7.2% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-08 |
111-08 |
111-08 |
|
R3 |
111-08 |
111-08 |
111-08 |
|
R2 |
111-08 |
111-08 |
111-08 |
|
R1 |
111-08 |
111-08 |
111-08 |
111-08 |
PP |
111-08 |
111-08 |
111-08 |
111-08 |
S1 |
111-08 |
111-08 |
111-08 |
111-08 |
S2 |
111-08 |
111-08 |
111-08 |
|
S3 |
111-08 |
111-08 |
111-08 |
|
S4 |
111-08 |
111-08 |
111-08 |
|
|
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 |
111-08 |
110-00 |
1-08 |
1.1% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
111-08 |
110-00 |
1-08 |
1.1% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
113-07 |
110-00 |
3-07 |
2.9% |
0-06 |
0.2% |
39% |
False |
False |
2 |
40 |
113-15 |
110-00 |
3-15 |
3.1% |
0-05 |
0.2% |
36% |
False |
False |
1 |
60 |
113-15 |
108-01 |
5-14 |
4.9% |
0-04 |
0.1% |
59% |
False |
False |
1 |
80 |
113-15 |
106-00 |
7-15 |
6.7% |
0-03 |
0.1% |
70% |
False |
False |
|
100 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
73% |
False |
False |
1 |
120 |
113-15 |
105-03 |
8-12 |
7.5% |
0-02 |
0.1% |
74% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-08 |
2.618 |
111-08 |
1.618 |
111-08 |
1.000 |
111-08 |
0.618 |
111-08 |
HIGH |
111-08 |
0.618 |
111-08 |
0.500 |
111-08 |
0.382 |
111-08 |
LOW |
111-08 |
0.618 |
111-08 |
1.000 |
111-08 |
1.618 |
111-08 |
2.618 |
111-08 |
4.250 |
111-08 |
|
|
Fisher Pivots for day following 26-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
111-08 |
111-01 |
PP |
111-08 |
110-27 |
S1 |
111-08 |
110-20 |
|