ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 27-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
110-23 |
111-10 |
0-19 |
0.5% |
110-06 |
High |
111-09 |
112-16 |
1-07 |
1.1% |
112-16 |
Low |
110-23 |
111-10 |
0-19 |
0.5% |
109-25 |
Close |
111-09 |
111-25 |
0-16 |
0.4% |
111-25 |
Range |
0-18 |
1-06 |
0-20 |
111.1% |
2-23 |
ATR |
0-15 |
0-17 |
0-02 |
11.6% |
0-00 |
Volume |
826 |
1,415 |
589 |
71.3% |
4,422 |
|
Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-14 |
114-25 |
112-14 |
|
R3 |
114-08 |
113-19 |
112-03 |
|
R2 |
113-02 |
113-02 |
112-00 |
|
R1 |
112-13 |
112-13 |
111-28 |
112-24 |
PP |
111-28 |
111-28 |
111-28 |
112-01 |
S1 |
111-07 |
111-07 |
111-22 |
111-18 |
S2 |
110-22 |
110-22 |
111-18 |
|
S3 |
109-16 |
110-01 |
111-15 |
|
S4 |
108-10 |
108-27 |
111-04 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-16 |
118-12 |
113-09 |
|
R3 |
116-25 |
115-21 |
112-17 |
|
R2 |
114-02 |
114-02 |
112-09 |
|
R1 |
112-30 |
112-30 |
112-01 |
113-16 |
PP |
111-11 |
111-11 |
111-11 |
111-20 |
S1 |
110-07 |
110-07 |
111-17 |
110-25 |
S2 |
108-20 |
108-20 |
111-09 |
|
S3 |
105-29 |
107-16 |
111-01 |
|
S4 |
103-06 |
104-25 |
110-09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-16 |
109-25 |
2-23 |
2.4% |
0-19 |
0.5% |
74% |
True |
False |
884 |
10 |
112-16 |
109-25 |
2-23 |
2.4% |
0-12 |
0.3% |
74% |
True |
False |
583 |
20 |
113-02 |
109-25 |
3-09 |
2.9% |
0-14 |
0.4% |
61% |
False |
False |
491 |
40 |
113-07 |
109-25 |
3-14 |
3.1% |
0-12 |
0.3% |
58% |
False |
False |
318 |
60 |
113-07 |
108-03 |
5-04 |
4.6% |
0-09 |
0.2% |
72% |
False |
False |
214 |
80 |
113-07 |
106-26 |
6-13 |
5.7% |
0-07 |
0.2% |
78% |
False |
False |
161 |
100 |
113-07 |
105-12 |
7-27 |
7.0% |
0-05 |
0.2% |
82% |
False |
False |
129 |
120 |
113-07 |
105-03 |
8-04 |
7.3% |
0-05 |
0.1% |
82% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-18 |
2.618 |
115-19 |
1.618 |
114-13 |
1.000 |
113-22 |
0.618 |
113-07 |
HIGH |
112-16 |
0.618 |
112-01 |
0.500 |
111-29 |
0.382 |
111-25 |
LOW |
111-10 |
0.618 |
110-19 |
1.000 |
110-04 |
1.618 |
109-13 |
2.618 |
108-07 |
4.250 |
106-08 |
|
|
Fisher Pivots for day following 27-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
111-29 |
111-20 |
PP |
111-28 |
111-15 |
S1 |
111-26 |
111-10 |
|