ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 25-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2006 |
25-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
110-00 |
110-03 |
0-03 |
0.1% |
110-14 |
| High |
110-03 |
110-22 |
0-19 |
0.5% |
111-01 |
| Low |
109-31 |
110-03 |
0-04 |
0.1% |
110-09 |
| Close |
110-01 |
110-19 |
0-18 |
0.5% |
110-17 |
| Range |
0-04 |
0-19 |
0-15 |
375.0% |
0-24 |
| ATR |
0-14 |
0-14 |
0-01 |
3.7% |
0-00 |
| Volume |
192 |
383 |
191 |
99.5% |
1,408 |
|
| Daily Pivots for day following 25-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-08 |
112-00 |
110-29 |
|
| R3 |
111-21 |
111-13 |
110-24 |
|
| R2 |
111-02 |
111-02 |
110-22 |
|
| R1 |
110-26 |
110-26 |
110-21 |
110-30 |
| PP |
110-15 |
110-15 |
110-15 |
110-16 |
| S1 |
110-07 |
110-07 |
110-17 |
110-11 |
| S2 |
109-28 |
109-28 |
110-16 |
|
| S3 |
109-09 |
109-20 |
110-14 |
|
| S4 |
108-22 |
109-01 |
110-09 |
|
|
| 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 |
110-22 |
109-25 |
0-29 |
0.8% |
0-09 |
0.2% |
90% |
True |
False |
492 |
| 10 |
111-01 |
109-25 |
1-08 |
1.1% |
0-09 |
0.3% |
65% |
False |
False |
454 |
| 20 |
113-02 |
109-25 |
3-09 |
3.0% |
0-13 |
0.4% |
25% |
False |
False |
421 |
| 40 |
113-07 |
109-25 |
3-14 |
3.1% |
0-11 |
0.3% |
24% |
False |
False |
264 |
| 60 |
113-07 |
108-03 |
5-04 |
4.6% |
0-08 |
0.2% |
49% |
False |
False |
177 |
| 80 |
113-07 |
105-22 |
7-17 |
6.8% |
0-06 |
0.2% |
65% |
False |
False |
133 |
| 100 |
113-07 |
105-12 |
7-27 |
7.1% |
0-05 |
0.1% |
67% |
False |
False |
106 |
| 120 |
113-07 |
105-03 |
8-04 |
7.3% |
0-04 |
0.1% |
68% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-07 |
|
2.618 |
112-08 |
|
1.618 |
111-21 |
|
1.000 |
111-09 |
|
0.618 |
111-02 |
|
HIGH |
110-22 |
|
0.618 |
110-15 |
|
0.500 |
110-12 |
|
0.382 |
110-10 |
|
LOW |
110-03 |
|
0.618 |
109-23 |
|
1.000 |
109-16 |
|
1.618 |
109-04 |
|
2.618 |
108-17 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 25-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-17 |
110-15 |
| PP |
110-15 |
110-11 |
| S1 |
110-12 |
110-08 |
|