ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 26-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2006 |
26-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
112-21 |
113-04 |
0-15 |
0.4% |
109-31 |
High |
113-07 |
113-04 |
-0-03 |
-0.1% |
112-18 |
Low |
112-21 |
112-20 |
-0-01 |
0.0% |
109-30 |
Close |
112-30 |
112-25 |
-0-05 |
-0.1% |
112-17 |
Range |
0-18 |
0-16 |
-0-02 |
-11.1% |
2-20 |
ATR |
0-14 |
0-14 |
0-00 |
1.1% |
0-00 |
Volume |
330 |
491 |
161 |
48.8% |
461 |
|
Daily Pivots for day following 26-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-11 |
114-02 |
113-02 |
|
R3 |
113-27 |
113-18 |
112-29 |
|
R2 |
113-11 |
113-11 |
112-28 |
|
R1 |
113-02 |
113-02 |
112-26 |
112-30 |
PP |
112-27 |
112-27 |
112-27 |
112-25 |
S1 |
112-18 |
112-18 |
112-24 |
112-14 |
S2 |
112-11 |
112-11 |
112-22 |
|
S3 |
111-27 |
112-02 |
112-21 |
|
S4 |
111-11 |
111-18 |
112-16 |
|
|
Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-18 |
118-21 |
113-31 |
|
R3 |
116-30 |
116-01 |
113-08 |
|
R2 |
114-10 |
114-10 |
113-00 |
|
R1 |
113-13 |
113-13 |
112-25 |
113-28 |
PP |
111-22 |
111-22 |
111-22 |
111-29 |
S1 |
110-25 |
110-25 |
112-09 |
111-08 |
S2 |
109-02 |
109-02 |
112-02 |
|
S3 |
106-14 |
108-05 |
111-26 |
|
S4 |
103-26 |
105-17 |
111-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-07 |
111-02 |
2-05 |
1.9% |
0-15 |
0.4% |
80% |
False |
False |
246 |
10 |
113-07 |
109-30 |
3-09 |
2.9% |
0-09 |
0.3% |
87% |
False |
False |
134 |
20 |
113-07 |
109-25 |
3-14 |
3.0% |
0-09 |
0.3% |
87% |
False |
False |
80 |
40 |
113-07 |
108-03 |
5-04 |
4.5% |
0-05 |
0.1% |
91% |
False |
False |
40 |
60 |
113-07 |
105-22 |
7-17 |
6.7% |
0-04 |
0.1% |
94% |
False |
False |
27 |
80 |
113-07 |
105-12 |
7-27 |
7.0% |
0-03 |
0.1% |
94% |
False |
False |
20 |
100 |
113-07 |
105-03 |
8-04 |
7.2% |
0-02 |
0.1% |
95% |
False |
False |
16 |
120 |
113-07 |
105-03 |
8-04 |
7.2% |
0-02 |
0.1% |
95% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-08 |
2.618 |
114-14 |
1.618 |
113-30 |
1.000 |
113-20 |
0.618 |
113-14 |
HIGH |
113-04 |
0.618 |
112-30 |
0.500 |
112-28 |
0.382 |
112-26 |
LOW |
112-20 |
0.618 |
112-10 |
1.000 |
112-04 |
1.618 |
111-26 |
2.618 |
111-10 |
4.250 |
110-16 |
|
|
Fisher Pivots for day following 26-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
112-28 |
112-24 |
PP |
112-27 |
112-23 |
S1 |
112-26 |
112-22 |
|