ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 24-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2006 |
24-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
110-06 |
110-00 |
-0-06 |
-0.2% |
110-14 |
| High |
110-07 |
110-03 |
-0-04 |
-0.1% |
111-01 |
| Low |
109-25 |
109-31 |
0-06 |
0.2% |
110-09 |
| Close |
110-01 |
110-01 |
0-00 |
0.0% |
110-17 |
| Range |
0-14 |
0-04 |
-0-10 |
-71.4% |
0-24 |
| ATR |
0-15 |
0-14 |
-0-01 |
-5.2% |
0-00 |
| Volume |
1,606 |
192 |
-1,414 |
-88.0% |
1,408 |
|
| Daily Pivots for day following 24-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-13 |
110-11 |
110-03 |
|
| R3 |
110-09 |
110-07 |
110-02 |
|
| R2 |
110-05 |
110-05 |
110-02 |
|
| R1 |
110-03 |
110-03 |
110-01 |
110-04 |
| PP |
110-01 |
110-01 |
110-01 |
110-02 |
| S1 |
109-31 |
109-31 |
110-01 |
110-00 |
| S2 |
109-29 |
109-29 |
110-00 |
|
| S3 |
109-25 |
109-27 |
110-00 |
|
| S4 |
109-21 |
109-23 |
109-31 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-28 |
112-14 |
110-30 |
|
| R3 |
112-04 |
111-22 |
110-24 |
|
| R2 |
111-12 |
111-12 |
110-21 |
|
| R1 |
110-30 |
110-30 |
110-19 |
111-05 |
| PP |
110-20 |
110-20 |
110-20 |
110-23 |
| S1 |
110-06 |
110-06 |
110-15 |
110-13 |
| S2 |
109-28 |
109-28 |
110-13 |
|
| S3 |
109-04 |
109-14 |
110-10 |
|
| S4 |
108-12 |
108-22 |
110-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-24 |
109-25 |
0-31 |
0.9% |
0-06 |
0.2% |
26% |
False |
False |
488 |
| 10 |
111-02 |
109-25 |
1-09 |
1.2% |
0-09 |
0.3% |
20% |
False |
False |
424 |
| 20 |
113-02 |
109-25 |
3-09 |
3.0% |
0-13 |
0.4% |
8% |
False |
False |
431 |
| 40 |
113-07 |
109-25 |
3-14 |
3.1% |
0-11 |
0.3% |
7% |
False |
False |
255 |
| 60 |
113-07 |
108-03 |
5-04 |
4.7% |
0-07 |
0.2% |
38% |
False |
False |
171 |
| 80 |
113-07 |
105-22 |
7-17 |
6.8% |
0-06 |
0.2% |
58% |
False |
False |
128 |
| 100 |
113-07 |
105-12 |
7-27 |
7.1% |
0-05 |
0.1% |
59% |
False |
False |
102 |
| 120 |
113-07 |
105-03 |
8-04 |
7.4% |
0-04 |
0.1% |
61% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-20 |
|
2.618 |
110-13 |
|
1.618 |
110-09 |
|
1.000 |
110-07 |
|
0.618 |
110-05 |
|
HIGH |
110-03 |
|
0.618 |
110-01 |
|
0.500 |
110-01 |
|
0.382 |
110-01 |
|
LOW |
109-31 |
|
0.618 |
109-29 |
|
1.000 |
109-27 |
|
1.618 |
109-25 |
|
2.618 |
109-21 |
|
4.250 |
109-14 |
|
|
| Fisher Pivots for day following 24-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-01 |
110-05 |
| PP |
110-01 |
110-04 |
| S1 |
110-01 |
110-02 |
|