ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 29-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
112-09 |
112-09 |
0-00 |
0.0% |
112-28 |
| High |
112-09 |
112-09 |
0-00 |
0.0% |
113-15 |
| Low |
112-09 |
112-09 |
0-00 |
0.0% |
112-09 |
| Close |
112-09 |
112-09 |
0-00 |
0.0% |
112-09 |
| Range |
|
|
|
|
|
| ATR |
0-13 |
0-12 |
-0-01 |
-7.1% |
0-00 |
| Volume |
2 |
0 |
-2 |
-100.0% |
12 |
|
| Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-09 |
112-09 |
112-09 |
|
| R3 |
112-09 |
112-09 |
112-09 |
|
| R2 |
112-09 |
112-09 |
112-09 |
|
| R1 |
112-09 |
112-09 |
112-09 |
112-09 |
| PP |
112-09 |
112-09 |
112-09 |
112-09 |
| S1 |
112-09 |
112-09 |
112-09 |
112-09 |
| S2 |
112-09 |
112-09 |
112-09 |
|
| S3 |
112-09 |
112-09 |
112-09 |
|
| S4 |
112-09 |
112-09 |
112-09 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-08 |
115-14 |
112-30 |
|
| R3 |
115-02 |
114-08 |
112-19 |
|
| R2 |
113-28 |
113-28 |
112-16 |
|
| R1 |
113-02 |
113-02 |
112-12 |
112-28 |
| PP |
112-22 |
112-22 |
112-22 |
112-18 |
| S1 |
111-28 |
111-28 |
112-06 |
111-22 |
| S2 |
111-16 |
111-16 |
112-02 |
|
| S3 |
110-10 |
110-22 |
111-31 |
|
| S4 |
109-04 |
109-16 |
111-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-15 |
112-09 |
1-06 |
1.1% |
0-06 |
0.2% |
0% |
False |
True |
2 |
| 10 |
113-15 |
110-03 |
3-12 |
3.0% |
0-09 |
0.3% |
65% |
False |
False |
2 |
| 20 |
113-15 |
110-01 |
3-14 |
3.1% |
0-05 |
0.1% |
65% |
False |
False |
1 |
| 40 |
113-15 |
108-01 |
5-14 |
4.8% |
0-02 |
0.1% |
78% |
False |
False |
|
| 60 |
113-15 |
106-20 |
6-27 |
6.1% |
0-02 |
0.0% |
83% |
False |
False |
|
| 80 |
113-15 |
105-06 |
8-09 |
7.4% |
0-01 |
0.0% |
86% |
False |
False |
1 |
| 100 |
113-15 |
105-03 |
8-12 |
7.5% |
0-01 |
0.0% |
86% |
False |
False |
|
| 120 |
113-15 |
105-03 |
8-12 |
7.5% |
0-01 |
0.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-09 |
|
2.618 |
112-09 |
|
1.618 |
112-09 |
|
1.000 |
112-09 |
|
0.618 |
112-09 |
|
HIGH |
112-09 |
|
0.618 |
112-09 |
|
0.500 |
112-09 |
|
0.382 |
112-09 |
|
LOW |
112-09 |
|
0.618 |
112-09 |
|
1.000 |
112-09 |
|
1.618 |
112-09 |
|
2.618 |
112-09 |
|
4.250 |
112-09 |
|
|
| Fisher Pivots for day following 29-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-09 |
112-14 |
| PP |
112-09 |
112-13 |
| S1 |
112-09 |
112-11 |
|