ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 05-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2006 |
05-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
110-20 |
110-18 |
-0-02 |
-0.1% |
110-09 |
| High |
110-22 |
110-18 |
-0-04 |
-0.1% |
110-31 |
| Low |
110-20 |
110-18 |
-0-02 |
-0.1% |
110-05 |
| Close |
110-31 |
110-10 |
-0-21 |
-0.6% |
110-31 |
| Range |
0-02 |
0-00 |
-0-02 |
-100.0% |
0-26 |
| ATR |
0-09 |
0-09 |
0-00 |
3.5% |
0-00 |
| Volume |
6 |
2 |
-4 |
-66.7% |
123 |
|
| Daily Pivots for day following 05-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-15 |
110-13 |
110-10 |
|
| R3 |
110-15 |
110-13 |
110-10 |
|
| R2 |
110-15 |
110-15 |
110-10 |
|
| R1 |
110-13 |
110-13 |
110-10 |
110-14 |
| PP |
110-15 |
110-15 |
110-15 |
110-16 |
| S1 |
110-13 |
110-13 |
110-10 |
110-14 |
| S2 |
110-15 |
110-15 |
110-10 |
|
| S3 |
110-15 |
110-13 |
110-10 |
|
| S4 |
110-15 |
110-13 |
110-10 |
|
|
| Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-04 |
112-28 |
111-13 |
|
| R3 |
112-10 |
112-02 |
111-06 |
|
| R2 |
111-16 |
111-16 |
111-04 |
|
| R1 |
111-08 |
111-08 |
111-01 |
111-12 |
| PP |
110-22 |
110-22 |
110-22 |
110-24 |
| S1 |
110-14 |
110-14 |
110-29 |
110-18 |
| S2 |
109-28 |
109-28 |
110-26 |
|
| S3 |
109-02 |
109-20 |
110-24 |
|
| S4 |
108-08 |
108-26 |
110-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-31 |
110-05 |
0-26 |
0.7% |
0-08 |
0.2% |
19% |
False |
False |
24 |
| 10 |
110-31 |
110-01 |
0-30 |
0.8% |
0-04 |
0.1% |
30% |
False |
False |
12 |
| 20 |
110-31 |
108-03 |
2-28 |
2.6% |
0-02 |
0.1% |
77% |
False |
False |
7 |
| 40 |
110-31 |
106-27 |
4-04 |
3.7% |
0-02 |
0.1% |
84% |
False |
False |
4 |
| 60 |
110-31 |
105-12 |
5-19 |
5.1% |
0-01 |
0.0% |
88% |
False |
False |
2 |
| 80 |
110-31 |
105-03 |
5-28 |
5.3% |
0-01 |
0.0% |
89% |
False |
False |
2 |
| 100 |
110-31 |
105-03 |
5-28 |
5.3% |
0-01 |
0.0% |
89% |
False |
False |
2 |
| 120 |
111-22 |
105-03 |
6-19 |
6.0% |
0-01 |
0.0% |
79% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-18 |
|
2.618 |
110-18 |
|
1.618 |
110-18 |
|
1.000 |
110-18 |
|
0.618 |
110-18 |
|
HIGH |
110-18 |
|
0.618 |
110-18 |
|
0.500 |
110-18 |
|
0.382 |
110-18 |
|
LOW |
110-18 |
|
0.618 |
110-18 |
|
1.000 |
110-18 |
|
1.618 |
110-18 |
|
2.618 |
110-18 |
|
4.250 |
110-18 |
|
|
| Fisher Pivots for day following 05-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-18 |
110-22 |
| PP |
110-15 |
110-18 |
| S1 |
110-13 |
110-14 |
|