ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 09-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2006 |
09-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
112-16 |
112-16 |
0-00 |
0.0% |
111-26 |
High |
112-16 |
112-16 |
0-00 |
0.0% |
113-03 |
Low |
112-16 |
112-16 |
0-00 |
0.0% |
111-17 |
Close |
112-16 |
112-16 |
0-00 |
0.0% |
111-17 |
Range |
|
|
|
|
|
ATR |
0-12 |
0-12 |
-0-01 |
-7.1% |
0-00 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 09-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-16 |
112-16 |
112-16 |
|
R3 |
112-16 |
112-16 |
112-16 |
|
R2 |
112-16 |
112-16 |
112-16 |
|
R1 |
112-16 |
112-16 |
112-16 |
112-16 |
PP |
112-16 |
112-16 |
112-16 |
112-16 |
S1 |
112-16 |
112-16 |
112-16 |
112-16 |
S2 |
112-16 |
112-16 |
112-16 |
|
S3 |
112-16 |
112-16 |
112-16 |
|
S4 |
112-16 |
112-16 |
112-16 |
|
|
Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-24 |
115-22 |
112-12 |
|
R3 |
115-06 |
114-04 |
111-31 |
|
R2 |
113-20 |
113-20 |
111-26 |
|
R1 |
112-18 |
112-18 |
111-22 |
112-10 |
PP |
112-02 |
112-02 |
112-02 |
111-30 |
S1 |
111-00 |
111-00 |
111-12 |
110-24 |
S2 |
110-16 |
110-16 |
111-08 |
|
S3 |
108-30 |
109-14 |
111-03 |
|
S4 |
107-12 |
107-28 |
110-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-16 |
2.618 |
112-16 |
1.618 |
112-16 |
1.000 |
112-16 |
0.618 |
112-16 |
HIGH |
112-16 |
0.618 |
112-16 |
0.500 |
112-16 |
0.382 |
112-16 |
LOW |
112-16 |
0.618 |
112-16 |
1.000 |
112-16 |
1.618 |
112-16 |
2.618 |
112-16 |
4.250 |
112-16 |
|
|
Fisher Pivots for day following 09-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
112-16 |
112-14 |
PP |
112-16 |
112-12 |
S1 |
112-16 |
112-10 |
|