ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 20-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2006 |
20-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
111-15 |
111-02 |
-0-13 |
-0.4% |
110-04 |
| High |
111-15 |
111-02 |
-0-13 |
-0.4% |
110-19 |
| Low |
110-17 |
111-02 |
0-17 |
0.5% |
110-04 |
| Close |
110-29 |
111-02 |
0-05 |
0.1% |
110-09 |
| Range |
0-30 |
0-00 |
-0-30 |
-100.0% |
0-15 |
| ATR |
0-10 |
0-09 |
0-00 |
-3.4% |
0-00 |
| Volume |
2 |
2 |
0 |
0.0% |
0 |
|
| Daily Pivots for day following 20-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-02 |
111-02 |
111-02 |
|
| R3 |
111-02 |
111-02 |
111-02 |
|
| R2 |
111-02 |
111-02 |
111-02 |
|
| R1 |
111-02 |
111-02 |
111-02 |
111-02 |
| PP |
111-02 |
111-02 |
111-02 |
111-02 |
| S1 |
111-02 |
111-02 |
111-02 |
111-02 |
| S2 |
111-02 |
111-02 |
111-02 |
|
| S3 |
111-02 |
111-02 |
111-02 |
|
| S4 |
111-02 |
111-02 |
111-02 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-24 |
111-15 |
110-17 |
|
| R3 |
111-09 |
111-00 |
110-13 |
|
| R2 |
110-26 |
110-26 |
110-12 |
|
| R1 |
110-17 |
110-17 |
110-10 |
110-22 |
| PP |
110-11 |
110-11 |
110-11 |
110-13 |
| S1 |
110-02 |
110-02 |
110-08 |
110-06 |
| S2 |
109-28 |
109-28 |
110-06 |
|
| S3 |
109-13 |
109-19 |
110-05 |
|
| S4 |
108-30 |
109-04 |
110-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-15 |
110-03 |
1-12 |
1.2% |
0-06 |
0.2% |
70% |
False |
False |
|
| 10 |
111-15 |
110-03 |
1-12 |
1.2% |
0-03 |
0.1% |
70% |
False |
False |
|
| 20 |
111-15 |
109-31 |
1-16 |
1.4% |
0-02 |
0.0% |
73% |
False |
False |
|
| 40 |
111-15 |
107-23 |
3-24 |
3.4% |
0-01 |
0.0% |
89% |
False |
False |
|
| 60 |
111-15 |
105-06 |
6-09 |
5.7% |
0-00 |
0.0% |
94% |
False |
False |
|
| 80 |
111-15 |
105-06 |
6-09 |
5.7% |
0-00 |
0.0% |
94% |
False |
False |
|
| 100 |
111-15 |
105-03 |
6-12 |
5.7% |
0-00 |
0.0% |
94% |
False |
False |
|
| 120 |
111-15 |
105-03 |
6-12 |
5.7% |
0-00 |
0.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-02 |
|
2.618 |
111-02 |
|
1.618 |
111-02 |
|
1.000 |
111-02 |
|
0.618 |
111-02 |
|
HIGH |
111-02 |
|
0.618 |
111-02 |
|
0.500 |
111-02 |
|
0.382 |
111-02 |
|
LOW |
111-02 |
|
0.618 |
111-02 |
|
1.000 |
111-02 |
|
1.618 |
111-02 |
|
2.618 |
111-02 |
|
4.250 |
111-02 |
|
|
| Fisher Pivots for day following 20-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-02 |
110-31 |
| PP |
111-02 |
110-28 |
| S1 |
111-02 |
110-25 |
|