ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 18-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2006 |
18-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
110-16 |
110-21 |
0-05 |
0.1% |
111-13 |
| High |
110-16 |
110-21 |
0-05 |
0.1% |
111-16 |
| Low |
110-16 |
110-21 |
0-05 |
0.1% |
110-06 |
| Close |
110-16 |
110-21 |
0-05 |
0.1% |
110-06 |
| Range |
|
|
|
|
|
| ATR |
0-13 |
0-12 |
-0-01 |
-4.3% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-21 |
110-21 |
110-21 |
|
| R3 |
110-21 |
110-21 |
110-21 |
|
| R2 |
110-21 |
110-21 |
110-21 |
|
| R1 |
110-21 |
110-21 |
110-21 |
110-21 |
| PP |
110-21 |
110-21 |
110-21 |
110-21 |
| S1 |
110-21 |
110-21 |
110-21 |
110-21 |
| S2 |
110-21 |
110-21 |
110-21 |
|
| S3 |
110-21 |
110-21 |
110-21 |
|
| S4 |
110-21 |
110-21 |
110-21 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-18 |
113-22 |
110-29 |
|
| R3 |
113-08 |
112-12 |
110-18 |
|
| R2 |
111-30 |
111-30 |
110-14 |
|
| R1 |
111-02 |
111-02 |
110-10 |
110-27 |
| PP |
110-20 |
110-20 |
110-20 |
110-16 |
| S1 |
109-24 |
109-24 |
110-02 |
109-17 |
| S2 |
109-10 |
109-10 |
109-30 |
|
| S3 |
108-00 |
108-14 |
109-26 |
|
| S4 |
106-22 |
107-04 |
109-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-21 |
110-06 |
0-15 |
0.4% |
0-00 |
0.0% |
100% |
True |
False |
|
| 10 |
113-07 |
110-06 |
3-01 |
2.7% |
0-09 |
0.3% |
15% |
False |
False |
2 |
| 20 |
113-15 |
110-06 |
3-09 |
3.0% |
0-09 |
0.3% |
14% |
False |
False |
2 |
| 40 |
113-15 |
109-31 |
3-16 |
3.2% |
0-05 |
0.2% |
20% |
False |
False |
1 |
| 60 |
113-15 |
107-23 |
5-24 |
5.2% |
0-04 |
0.1% |
51% |
False |
False |
1 |
| 80 |
113-15 |
105-06 |
8-09 |
7.5% |
0-03 |
0.1% |
66% |
False |
False |
|
| 100 |
113-15 |
105-06 |
8-09 |
7.5% |
0-02 |
0.1% |
66% |
False |
False |
1 |
| 120 |
113-15 |
105-03 |
8-12 |
7.6% |
0-02 |
0.1% |
66% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-21 |
|
2.618 |
110-21 |
|
1.618 |
110-21 |
|
1.000 |
110-21 |
|
0.618 |
110-21 |
|
HIGH |
110-21 |
|
0.618 |
110-21 |
|
0.500 |
110-21 |
|
0.382 |
110-21 |
|
LOW |
110-21 |
|
0.618 |
110-21 |
|
1.000 |
110-21 |
|
1.618 |
110-21 |
|
2.618 |
110-21 |
|
4.250 |
110-21 |
|
|
| Fisher Pivots for day following 18-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-21 |
110-20 |
| PP |
110-21 |
110-18 |
| S1 |
110-21 |
110-17 |
|