ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 04-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2006 |
04-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
112-17 |
-0-05 |
-0.1% |
112-21 |
| High |
112-22 |
113-02 |
0-12 |
0.3% |
113-07 |
| Low |
112-15 |
112-06 |
-0-09 |
-0.3% |
112-00 |
| Close |
112-15 |
112-30 |
0-15 |
0.4% |
112-11 |
| Range |
0-07 |
0-28 |
0-21 |
300.0% |
1-07 |
| ATR |
0-14 |
0-15 |
0-01 |
7.1% |
0-00 |
| Volume |
98 |
312 |
214 |
218.4% |
2,230 |
|
| Daily Pivots for day following 04-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-11 |
115-01 |
113-13 |
|
| R3 |
114-15 |
114-05 |
113-06 |
|
| R2 |
113-19 |
113-19 |
113-03 |
|
| R1 |
113-09 |
113-09 |
113-01 |
113-14 |
| PP |
112-23 |
112-23 |
112-23 |
112-26 |
| S1 |
112-13 |
112-13 |
112-27 |
112-18 |
| S2 |
111-27 |
111-27 |
112-25 |
|
| S3 |
110-31 |
111-17 |
112-22 |
|
| S4 |
110-03 |
110-21 |
112-15 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-06 |
115-15 |
113-00 |
|
| R3 |
114-31 |
114-08 |
112-22 |
|
| R2 |
113-24 |
113-24 |
112-18 |
|
| R1 |
113-01 |
113-01 |
112-15 |
112-25 |
| PP |
112-17 |
112-17 |
112-17 |
112-12 |
| S1 |
111-26 |
111-26 |
112-07 |
111-18 |
| S2 |
111-10 |
111-10 |
112-04 |
|
| S3 |
110-03 |
110-19 |
112-00 |
|
| S4 |
108-28 |
109-12 |
111-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-02 |
112-00 |
1-02 |
0.9% |
0-16 |
0.4% |
88% |
True |
False |
290 |
| 10 |
113-07 |
111-10 |
1-29 |
1.7% |
0-16 |
0.5% |
85% |
False |
False |
314 |
| 20 |
113-07 |
109-27 |
3-12 |
3.0% |
0-11 |
0.3% |
92% |
False |
False |
173 |
| 40 |
113-07 |
108-03 |
5-04 |
4.5% |
0-07 |
0.2% |
95% |
False |
False |
91 |
| 60 |
113-07 |
106-27 |
6-12 |
5.6% |
0-05 |
0.1% |
96% |
False |
False |
61 |
| 80 |
113-07 |
105-12 |
7-27 |
6.9% |
0-04 |
0.1% |
96% |
False |
False |
46 |
| 100 |
113-07 |
105-12 |
7-27 |
6.9% |
0-03 |
0.1% |
96% |
False |
False |
37 |
| 120 |
113-07 |
105-03 |
8-04 |
7.2% |
0-03 |
0.1% |
97% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-25 |
|
2.618 |
115-11 |
|
1.618 |
114-15 |
|
1.000 |
113-30 |
|
0.618 |
113-19 |
|
HIGH |
113-02 |
|
0.618 |
112-23 |
|
0.500 |
112-20 |
|
0.382 |
112-17 |
|
LOW |
112-06 |
|
0.618 |
111-21 |
|
1.000 |
111-10 |
|
1.618 |
110-25 |
|
2.618 |
109-29 |
|
4.250 |
108-15 |
|
|
| Fisher Pivots for day following 04-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-27 |
112-26 |
| PP |
112-23 |
112-23 |
| S1 |
112-20 |
112-19 |
|