ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 31-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2006 |
31-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
111-26 |
112-19 |
0-25 |
0.7% |
110-00 |
| High |
111-26 |
112-19 |
0-25 |
0.7% |
111-24 |
| Low |
111-26 |
112-19 |
0-25 |
0.7% |
110-00 |
| Close |
111-26 |
112-19 |
0-25 |
0.7% |
111-24 |
| Range |
|
|
|
|
|
| ATR |
0-09 |
0-10 |
0-01 |
11.9% |
0-00 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 31-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-19 |
112-19 |
112-19 |
|
| R3 |
112-19 |
112-19 |
112-19 |
|
| R2 |
112-19 |
112-19 |
112-19 |
|
| R1 |
112-19 |
112-19 |
112-19 |
112-19 |
| PP |
112-19 |
112-19 |
112-19 |
112-19 |
| S1 |
112-19 |
112-19 |
112-19 |
112-19 |
| S2 |
112-19 |
112-19 |
112-19 |
|
| S3 |
112-19 |
112-19 |
112-19 |
|
| S4 |
112-19 |
112-19 |
112-19 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-13 |
115-27 |
112-23 |
|
| R3 |
114-21 |
114-03 |
112-07 |
|
| R2 |
112-29 |
112-29 |
112-02 |
|
| R1 |
112-11 |
112-11 |
111-29 |
112-20 |
| PP |
111-05 |
111-05 |
111-05 |
111-10 |
| S1 |
110-19 |
110-19 |
111-19 |
110-28 |
| S2 |
109-13 |
109-13 |
111-14 |
|
| S3 |
107-21 |
108-27 |
111-09 |
|
| S4 |
105-29 |
107-03 |
110-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-19 |
|
2.618 |
112-19 |
|
1.618 |
112-19 |
|
1.000 |
112-19 |
|
0.618 |
112-19 |
|
HIGH |
112-19 |
|
0.618 |
112-19 |
|
0.500 |
112-19 |
|
0.382 |
112-19 |
|
LOW |
112-19 |
|
0.618 |
112-19 |
|
1.000 |
112-19 |
|
1.618 |
112-19 |
|
2.618 |
112-19 |
|
4.250 |
112-19 |
|
|
| Fisher Pivots for day following 31-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-19 |
112-14 |
| PP |
112-19 |
112-10 |
| S1 |
112-19 |
112-06 |
|