ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 06-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
112-26 |
112-11 |
-0-15 |
-0.4% |
112-04 |
| High |
112-26 |
112-21 |
-0-05 |
-0.1% |
113-02 |
| Low |
112-08 |
111-15 |
-0-25 |
-0.7% |
111-15 |
| Close |
112-14 |
111-15 |
-0-31 |
-0.9% |
111-15 |
| Range |
0-18 |
1-06 |
0-20 |
111.1% |
1-19 |
| ATR |
0-16 |
0-17 |
0-02 |
10.3% |
0-00 |
| Volume |
291 |
385 |
94 |
32.3% |
1,301 |
|
| Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-14 |
114-20 |
112-04 |
|
| R3 |
114-08 |
113-14 |
111-25 |
|
| R2 |
113-02 |
113-02 |
111-22 |
|
| R1 |
112-08 |
112-08 |
111-18 |
112-02 |
| PP |
111-28 |
111-28 |
111-28 |
111-24 |
| S1 |
111-02 |
111-02 |
111-12 |
110-28 |
| S2 |
110-22 |
110-22 |
111-08 |
|
| S3 |
109-16 |
109-28 |
111-05 |
|
| S4 |
108-10 |
108-22 |
110-26 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-25 |
115-23 |
112-11 |
|
| R3 |
115-06 |
114-04 |
111-29 |
|
| R2 |
113-19 |
113-19 |
111-24 |
|
| R1 |
112-17 |
112-17 |
111-20 |
112-08 |
| PP |
112-00 |
112-00 |
112-00 |
111-28 |
| S1 |
110-30 |
110-30 |
111-10 |
110-22 |
| S2 |
110-13 |
110-13 |
111-06 |
|
| S3 |
108-26 |
109-11 |
111-01 |
|
| S4 |
107-07 |
107-24 |
110-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-02 |
111-15 |
1-19 |
1.4% |
0-22 |
0.6% |
0% |
False |
True |
260 |
| 10 |
113-07 |
111-15 |
1-24 |
1.6% |
0-18 |
0.5% |
0% |
False |
True |
353 |
| 20 |
113-07 |
109-30 |
3-09 |
2.9% |
0-13 |
0.4% |
47% |
False |
False |
204 |
| 40 |
113-07 |
108-03 |
5-04 |
4.6% |
0-08 |
0.2% |
66% |
False |
False |
108 |
| 60 |
113-07 |
106-27 |
6-12 |
5.7% |
0-06 |
0.2% |
73% |
False |
False |
72 |
| 80 |
113-07 |
105-12 |
7-27 |
7.0% |
0-05 |
0.1% |
78% |
False |
False |
54 |
| 100 |
113-07 |
105-12 |
7-27 |
7.0% |
0-04 |
0.1% |
78% |
False |
False |
43 |
| 120 |
113-07 |
105-03 |
8-04 |
7.3% |
0-03 |
0.1% |
78% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-22 |
|
2.618 |
115-24 |
|
1.618 |
114-18 |
|
1.000 |
113-27 |
|
0.618 |
113-12 |
|
HIGH |
112-21 |
|
0.618 |
112-06 |
|
0.500 |
112-02 |
|
0.382 |
111-30 |
|
LOW |
111-15 |
|
0.618 |
110-24 |
|
1.000 |
110-09 |
|
1.618 |
109-18 |
|
2.618 |
108-12 |
|
4.250 |
106-14 |
|
|
| Fisher Pivots for day following 06-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-02 |
112-08 |
| PP |
111-28 |
112-00 |
| S1 |
111-21 |
111-24 |
|