ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 16-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2006 |
16-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
110-28 |
110-14 |
-0-14 |
-0.4% |
111-15 |
| High |
110-28 |
110-17 |
-0-11 |
-0.3% |
111-15 |
| Low |
110-05 |
110-13 |
0-08 |
0.2% |
110-05 |
| Close |
110-08 |
110-14 |
0-06 |
0.2% |
110-08 |
| Range |
0-23 |
0-04 |
-0-19 |
-82.6% |
1-10 |
| ATR |
0-16 |
0-15 |
0-00 |
-3.1% |
0-00 |
| Volume |
729 |
512 |
-217 |
-29.8% |
2,708 |
|
| Daily Pivots for day following 16-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-27 |
110-24 |
110-16 |
|
| R3 |
110-23 |
110-20 |
110-15 |
|
| R2 |
110-19 |
110-19 |
110-15 |
|
| R1 |
110-16 |
110-16 |
110-14 |
110-16 |
| PP |
110-15 |
110-15 |
110-15 |
110-14 |
| S1 |
110-12 |
110-12 |
110-14 |
110-12 |
| S2 |
110-11 |
110-11 |
110-13 |
|
| S3 |
110-07 |
110-08 |
110-13 |
|
| S4 |
110-03 |
110-04 |
110-12 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-18 |
113-23 |
110-31 |
|
| R3 |
113-08 |
112-13 |
110-20 |
|
| R2 |
111-30 |
111-30 |
110-16 |
|
| R1 |
111-03 |
111-03 |
110-12 |
110-28 |
| PP |
110-20 |
110-20 |
110-20 |
110-16 |
| S1 |
109-25 |
109-25 |
110-04 |
109-18 |
| S2 |
109-10 |
109-10 |
110-00 |
|
| S3 |
108-00 |
108-15 |
109-28 |
|
| S4 |
106-22 |
107-05 |
109-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-08 |
110-05 |
1-03 |
1.0% |
0-11 |
0.3% |
26% |
False |
False |
567 |
| 10 |
113-02 |
110-05 |
2-29 |
2.6% |
0-15 |
0.4% |
10% |
False |
False |
430 |
| 20 |
113-07 |
110-05 |
3-02 |
2.8% |
0-14 |
0.4% |
9% |
False |
False |
358 |
| 40 |
113-07 |
109-25 |
3-14 |
3.1% |
0-10 |
0.3% |
19% |
False |
False |
188 |
| 60 |
113-07 |
107-18 |
5-21 |
5.1% |
0-07 |
0.2% |
51% |
False |
False |
126 |
| 80 |
113-07 |
105-12 |
7-27 |
7.1% |
0-05 |
0.1% |
65% |
False |
False |
94 |
| 100 |
113-07 |
105-12 |
7-27 |
7.1% |
0-04 |
0.1% |
65% |
False |
False |
75 |
| 120 |
113-07 |
105-03 |
8-04 |
7.4% |
0-04 |
0.1% |
66% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-02 |
|
2.618 |
110-27 |
|
1.618 |
110-23 |
|
1.000 |
110-21 |
|
0.618 |
110-19 |
|
HIGH |
110-17 |
|
0.618 |
110-15 |
|
0.500 |
110-15 |
|
0.382 |
110-15 |
|
LOW |
110-13 |
|
0.618 |
110-11 |
|
1.000 |
110-09 |
|
1.618 |
110-07 |
|
2.618 |
110-03 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 16-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-15 |
110-16 |
| PP |
110-15 |
110-16 |
| S1 |
110-14 |
110-15 |
|