ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 15-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2006 |
15-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
110-17 |
110-12 |
-0-05 |
-0.1% |
110-15 |
| High |
110-23 |
110-12 |
-0-11 |
-0.3% |
110-30 |
| Low |
110-17 |
110-12 |
-0-05 |
-0.1% |
110-02 |
| Close |
110-13 |
110-11 |
-0-02 |
-0.1% |
110-11 |
| Range |
0-06 |
0-00 |
-0-06 |
-100.0% |
0-28 |
| ATR |
0-11 |
0-10 |
-0-01 |
-6.5% |
0-00 |
| Volume |
8 |
5 |
-3 |
-37.5% |
89 |
|
| Daily Pivots for day following 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-12 |
110-11 |
110-11 |
|
| R3 |
110-12 |
110-11 |
110-11 |
|
| R2 |
110-12 |
110-12 |
110-11 |
|
| R1 |
110-11 |
110-11 |
110-11 |
110-12 |
| PP |
110-12 |
110-12 |
110-12 |
110-12 |
| S1 |
110-11 |
110-11 |
110-11 |
110-12 |
| S2 |
110-12 |
110-12 |
110-11 |
|
| S3 |
110-12 |
110-11 |
110-11 |
|
| S4 |
110-12 |
110-11 |
110-11 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-02 |
112-19 |
110-26 |
|
| R3 |
112-06 |
111-23 |
110-19 |
|
| R2 |
111-10 |
111-10 |
110-16 |
|
| R1 |
110-27 |
110-27 |
110-14 |
110-20 |
| PP |
110-14 |
110-14 |
110-14 |
110-11 |
| S1 |
109-31 |
109-31 |
110-08 |
109-24 |
| S2 |
109-18 |
109-18 |
110-06 |
|
| S3 |
108-22 |
109-03 |
110-03 |
|
| S4 |
107-26 |
108-07 |
109-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-30 |
110-02 |
0-28 |
0.8% |
0-04 |
0.1% |
32% |
False |
False |
17 |
| 10 |
110-30 |
109-25 |
1-05 |
1.0% |
0-06 |
0.2% |
49% |
False |
False |
20 |
| 20 |
110-31 |
109-25 |
1-06 |
1.1% |
0-05 |
0.1% |
47% |
False |
False |
16 |
| 40 |
110-31 |
107-18 |
3-13 |
3.1% |
0-03 |
0.1% |
82% |
False |
False |
8 |
| 60 |
110-31 |
105-12 |
5-19 |
5.1% |
0-02 |
0.1% |
89% |
False |
False |
6 |
| 80 |
110-31 |
105-12 |
5-19 |
5.1% |
0-02 |
0.1% |
89% |
False |
False |
4 |
| 100 |
110-31 |
105-03 |
5-28 |
5.3% |
0-02 |
0.1% |
89% |
False |
False |
4 |
| 120 |
110-31 |
105-03 |
5-28 |
5.3% |
0-02 |
0.0% |
89% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-12 |
|
2.618 |
110-12 |
|
1.618 |
110-12 |
|
1.000 |
110-12 |
|
0.618 |
110-12 |
|
HIGH |
110-12 |
|
0.618 |
110-12 |
|
0.500 |
110-12 |
|
0.382 |
110-12 |
|
LOW |
110-12 |
|
0.618 |
110-12 |
|
1.000 |
110-12 |
|
1.618 |
110-12 |
|
2.618 |
110-12 |
|
4.250 |
110-12 |
|
|
| Fisher Pivots for day following 15-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-12 |
110-21 |
| PP |
110-12 |
110-18 |
| S1 |
110-11 |
110-14 |
|