ECBOT 30 Year Treasury Bond Future September 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 |
|
|
|
|
|
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
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 |
|
|
|
|
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 |
|