ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 09-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2006 |
09-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
112-11 |
111-15 |
-0-28 |
-0.8% |
112-04 |
High |
112-21 |
111-15 |
-1-06 |
-1.1% |
113-02 |
Low |
111-15 |
111-15 |
0-00 |
0.0% |
111-15 |
Close |
111-15 |
111-15 |
0-00 |
0.0% |
111-15 |
Range |
1-06 |
0-00 |
-1-06 |
-100.0% |
1-19 |
ATR |
0-17 |
0-16 |
-0-01 |
-7.1% |
0-00 |
Volume |
385 |
385 |
0 |
0.0% |
1,301 |
|
Daily Pivots for day following 09-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-15 |
111-15 |
111-15 |
|
R3 |
111-15 |
111-15 |
111-15 |
|
R2 |
111-15 |
111-15 |
111-15 |
|
R1 |
111-15 |
111-15 |
111-15 |
111-15 |
PP |
111-15 |
111-15 |
111-15 |
111-15 |
S1 |
111-15 |
111-15 |
111-15 |
111-15 |
S2 |
111-15 |
111-15 |
111-15 |
|
S3 |
111-15 |
111-15 |
111-15 |
|
S4 |
111-15 |
111-15 |
111-15 |
|
|
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% |
0-18 |
0.5% |
0% |
False |
True |
294 |
10 |
113-04 |
111-15 |
1-21 |
1.5% |
0-16 |
0.5% |
0% |
False |
True |
358 |
20 |
113-07 |
109-30 |
3-09 |
2.9% |
0-12 |
0.3% |
47% |
False |
False |
222 |
40 |
113-07 |
108-03 |
5-04 |
4.6% |
0-08 |
0.2% |
66% |
False |
False |
118 |
60 |
113-07 |
106-27 |
6-12 |
5.7% |
0-06 |
0.2% |
73% |
False |
False |
79 |
80 |
113-07 |
105-12 |
7-27 |
7.0% |
0-05 |
0.1% |
78% |
False |
False |
59 |
100 |
113-07 |
105-12 |
7-27 |
7.0% |
0-04 |
0.1% |
78% |
False |
False |
47 |
120 |
113-07 |
105-03 |
8-04 |
7.3% |
0-03 |
0.1% |
78% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-15 |
2.618 |
111-15 |
1.618 |
111-15 |
1.000 |
111-15 |
0.618 |
111-15 |
HIGH |
111-15 |
0.618 |
111-15 |
0.500 |
111-15 |
0.382 |
111-15 |
LOW |
111-15 |
0.618 |
111-15 |
1.000 |
111-15 |
1.618 |
111-15 |
2.618 |
111-15 |
4.250 |
111-15 |
|
|
Fisher Pivots for day following 09-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
111-15 |
112-04 |
PP |
111-15 |
111-29 |
S1 |
111-15 |
111-22 |
|