ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 27-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
111-08 |
112-09 |
1-01 |
0.9% |
110-00 |
High |
111-08 |
112-09 |
1-01 |
0.9% |
112-09 |
Low |
111-08 |
112-09 |
1-01 |
0.9% |
110-00 |
Close |
111-08 |
111-24 |
0-16 |
0.4% |
111-24 |
Range |
|
|
|
|
|
ATR |
0-12 |
0-13 |
0-02 |
12.9% |
0-00 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-03 |
111-30 |
111-24 |
|
R3 |
112-03 |
111-30 |
111-24 |
|
R2 |
112-03 |
112-03 |
111-24 |
|
R1 |
111-30 |
111-30 |
111-24 |
112-00 |
PP |
112-03 |
112-03 |
112-03 |
112-05 |
S1 |
111-30 |
111-30 |
111-24 |
112-00 |
S2 |
112-03 |
112-03 |
111-24 |
|
S3 |
112-03 |
111-30 |
111-24 |
|
S4 |
112-03 |
111-30 |
111-24 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-06 |
117-08 |
113-00 |
|
R3 |
115-29 |
114-31 |
112-12 |
|
R2 |
113-20 |
113-20 |
112-05 |
|
R1 |
112-22 |
112-22 |
111-31 |
113-05 |
PP |
111-11 |
111-11 |
111-11 |
111-18 |
S1 |
110-13 |
110-13 |
111-17 |
110-28 |
S2 |
109-02 |
109-02 |
111-11 |
|
S3 |
106-25 |
108-04 |
111-04 |
|
S4 |
104-16 |
105-27 |
110-16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-09 |
110-00 |
2-09 |
2.0% |
0-00 |
0.0% |
77% |
True |
False |
|
10 |
112-09 |
110-00 |
2-09 |
2.0% |
0-00 |
0.0% |
77% |
True |
False |
|
20 |
113-07 |
110-00 |
3-07 |
2.9% |
0-06 |
0.2% |
54% |
False |
False |
2 |
40 |
113-15 |
110-00 |
3-15 |
3.1% |
0-05 |
0.1% |
50% |
False |
False |
1 |
60 |
113-15 |
108-01 |
5-14 |
4.9% |
0-04 |
0.1% |
68% |
False |
False |
1 |
80 |
113-15 |
106-20 |
6-27 |
6.1% |
0-03 |
0.1% |
75% |
False |
False |
|
100 |
113-15 |
105-06 |
8-09 |
7.4% |
0-02 |
0.1% |
79% |
False |
False |
1 |
120 |
113-15 |
105-03 |
8-12 |
7.5% |
0-02 |
0.1% |
79% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-09 |
2.618 |
112-09 |
1.618 |
112-09 |
1.000 |
112-09 |
0.618 |
112-09 |
HIGH |
112-09 |
0.618 |
112-09 |
0.500 |
112-09 |
0.382 |
112-09 |
LOW |
112-09 |
0.618 |
112-09 |
1.000 |
112-09 |
1.618 |
112-09 |
2.618 |
112-09 |
4.250 |
112-09 |
|
|
Fisher Pivots for day following 27-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
112-09 |
111-20 |
PP |
112-03 |
111-17 |
S1 |
111-30 |
111-14 |
|