ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 21-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2006 |
21-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
111-07 |
111-10 |
0-03 |
0.1% |
110-15 |
| High |
111-07 |
112-03 |
0-28 |
0.8% |
110-30 |
| Low |
111-02 |
111-10 |
0-08 |
0.2% |
110-02 |
| Close |
111-04 |
111-31 |
0-27 |
0.8% |
110-11 |
| Range |
0-05 |
0-25 |
0-20 |
400.0% |
0-28 |
| ATR |
0-11 |
0-13 |
0-01 |
12.3% |
0-00 |
| Volume |
119 |
114 |
-5 |
-4.2% |
89 |
|
| Daily Pivots for day following 21-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-04 |
113-27 |
112-13 |
|
| R3 |
113-11 |
113-02 |
112-06 |
|
| R2 |
112-18 |
112-18 |
112-04 |
|
| R1 |
112-09 |
112-09 |
112-01 |
112-14 |
| PP |
111-25 |
111-25 |
111-25 |
111-28 |
| S1 |
111-16 |
111-16 |
111-29 |
111-20 |
| S2 |
111-00 |
111-00 |
111-26 |
|
| S3 |
110-07 |
110-23 |
111-24 |
|
| S4 |
109-14 |
109-30 |
111-17 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-02 |
112-19 |
110-26 |
|
| R3 |
112-06 |
111-23 |
110-19 |
|
| R2 |
111-10 |
111-10 |
110-16 |
|
| R1 |
110-27 |
110-27 |
110-14 |
110-20 |
| PP |
110-14 |
110-14 |
110-14 |
110-11 |
| S1 |
109-31 |
109-31 |
110-08 |
109-24 |
| S2 |
109-18 |
109-18 |
110-06 |
|
| S3 |
108-22 |
109-03 |
110-03 |
|
| S4 |
107-26 |
108-07 |
109-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-03 |
109-30 |
2-05 |
1.9% |
0-08 |
0.2% |
94% |
True |
False |
57 |
| 10 |
112-03 |
109-30 |
2-05 |
1.9% |
0-06 |
0.2% |
94% |
True |
False |
37 |
| 20 |
112-03 |
109-25 |
2-10 |
2.1% |
0-07 |
0.2% |
95% |
True |
False |
30 |
| 40 |
112-03 |
107-25 |
4-10 |
3.9% |
0-04 |
0.1% |
97% |
True |
False |
15 |
| 60 |
112-03 |
105-12 |
6-23 |
6.0% |
0-03 |
0.1% |
98% |
True |
False |
10 |
| 80 |
112-03 |
105-12 |
6-23 |
6.0% |
0-02 |
0.1% |
98% |
True |
False |
8 |
| 100 |
112-03 |
105-03 |
7-00 |
6.3% |
0-02 |
0.1% |
98% |
True |
False |
6 |
| 120 |
112-03 |
105-03 |
7-00 |
6.3% |
0-02 |
0.1% |
98% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-13 |
|
2.618 |
114-04 |
|
1.618 |
113-11 |
|
1.000 |
112-28 |
|
0.618 |
112-18 |
|
HIGH |
112-03 |
|
0.618 |
111-25 |
|
0.500 |
111-22 |
|
0.382 |
111-20 |
|
LOW |
111-10 |
|
0.618 |
110-27 |
|
1.000 |
110-17 |
|
1.618 |
110-02 |
|
2.618 |
109-09 |
|
4.250 |
108-00 |
|
|
| Fisher Pivots for day following 21-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-28 |
111-26 |
| PP |
111-25 |
111-21 |
| S1 |
111-22 |
111-16 |
|