ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 22-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2006 |
22-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
111-10 |
112-06 |
0-28 |
0.8% |
109-31 |
| High |
112-03 |
112-18 |
0-15 |
0.4% |
112-18 |
| Low |
111-10 |
112-06 |
0-28 |
0.8% |
109-30 |
| Close |
111-31 |
112-17 |
0-18 |
0.5% |
112-17 |
| Range |
0-25 |
0-12 |
-0-13 |
-52.0% |
2-20 |
| ATR |
0-13 |
0-13 |
0-00 |
3.5% |
0-00 |
| Volume |
114 |
180 |
66 |
57.9% |
461 |
|
| Daily Pivots for day following 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-18 |
113-13 |
112-24 |
|
| R3 |
113-06 |
113-01 |
112-20 |
|
| R2 |
112-26 |
112-26 |
112-19 |
|
| R1 |
112-21 |
112-21 |
112-18 |
112-24 |
| PP |
112-14 |
112-14 |
112-14 |
112-15 |
| S1 |
112-09 |
112-09 |
112-16 |
112-12 |
| S2 |
112-02 |
112-02 |
112-15 |
|
| S3 |
111-22 |
111-29 |
112-14 |
|
| S4 |
111-10 |
111-17 |
112-10 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-18 |
118-21 |
113-31 |
|
| R3 |
116-30 |
116-01 |
113-08 |
|
| R2 |
114-10 |
114-10 |
113-00 |
|
| R1 |
113-13 |
113-13 |
112-25 |
113-28 |
| PP |
111-22 |
111-22 |
111-22 |
111-29 |
| S1 |
110-25 |
110-25 |
112-09 |
111-08 |
| S2 |
109-02 |
109-02 |
112-02 |
|
| S3 |
106-14 |
108-05 |
111-26 |
|
| S4 |
103-26 |
105-17 |
111-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-18 |
109-30 |
2-20 |
2.3% |
0-10 |
0.3% |
99% |
True |
False |
92 |
| 10 |
112-18 |
109-30 |
2-20 |
2.3% |
0-07 |
0.2% |
99% |
True |
False |
55 |
| 20 |
112-18 |
109-25 |
2-25 |
2.5% |
0-07 |
0.2% |
99% |
True |
False |
39 |
| 40 |
112-18 |
108-03 |
4-15 |
4.0% |
0-04 |
0.1% |
99% |
True |
False |
20 |
| 60 |
112-18 |
105-22 |
6-28 |
6.1% |
0-03 |
0.1% |
100% |
True |
False |
13 |
| 80 |
112-18 |
105-12 |
7-06 |
6.4% |
0-02 |
0.1% |
100% |
True |
False |
10 |
| 100 |
112-18 |
105-03 |
7-15 |
6.6% |
0-02 |
0.1% |
100% |
True |
False |
8 |
| 120 |
112-18 |
105-03 |
7-15 |
6.6% |
0-02 |
0.1% |
100% |
True |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-05 |
|
2.618 |
113-17 |
|
1.618 |
113-05 |
|
1.000 |
112-30 |
|
0.618 |
112-25 |
|
HIGH |
112-18 |
|
0.618 |
112-13 |
|
0.500 |
112-12 |
|
0.382 |
112-11 |
|
LOW |
112-06 |
|
0.618 |
111-31 |
|
1.000 |
111-26 |
|
1.618 |
111-19 |
|
2.618 |
111-07 |
|
4.250 |
110-19 |
|
|
| Fisher Pivots for day following 22-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-15 |
112-09 |
| PP |
112-14 |
112-02 |
| S1 |
112-12 |
111-26 |
|