ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 25-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2006 |
25-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
112-06 |
112-21 |
0-15 |
0.4% |
109-31 |
| High |
112-18 |
113-07 |
0-21 |
0.6% |
112-18 |
| Low |
112-06 |
112-21 |
0-15 |
0.4% |
109-30 |
| Close |
112-17 |
112-30 |
0-13 |
0.4% |
112-17 |
| Range |
0-12 |
0-18 |
0-06 |
50.0% |
2-20 |
| ATR |
0-13 |
0-14 |
0-01 |
4.7% |
0-00 |
| Volume |
180 |
330 |
150 |
83.3% |
461 |
|
| Daily Pivots for day following 25-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-20 |
114-11 |
113-08 |
|
| R3 |
114-02 |
113-25 |
113-03 |
|
| R2 |
113-16 |
113-16 |
113-01 |
|
| R1 |
113-07 |
113-07 |
113-00 |
113-12 |
| PP |
112-30 |
112-30 |
112-30 |
113-00 |
| S1 |
112-21 |
112-21 |
112-28 |
112-26 |
| S2 |
112-12 |
112-12 |
112-27 |
|
| S3 |
111-26 |
112-03 |
112-25 |
|
| S4 |
111-08 |
111-17 |
112-20 |
|
|
| 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 |
113-07 |
110-29 |
2-10 |
2.0% |
0-13 |
0.3% |
88% |
True |
False |
150 |
| 10 |
113-07 |
109-30 |
3-09 |
2.9% |
0-08 |
0.2% |
91% |
True |
False |
86 |
| 20 |
113-07 |
109-25 |
3-14 |
3.0% |
0-08 |
0.2% |
92% |
True |
False |
55 |
| 40 |
113-07 |
108-03 |
5-04 |
4.5% |
0-04 |
0.1% |
95% |
True |
False |
28 |
| 60 |
113-07 |
105-22 |
7-17 |
6.7% |
0-03 |
0.1% |
96% |
True |
False |
19 |
| 80 |
113-07 |
105-12 |
7-27 |
6.9% |
0-03 |
0.1% |
96% |
True |
False |
14 |
| 100 |
113-07 |
105-03 |
8-04 |
7.2% |
0-02 |
0.1% |
97% |
True |
False |
11 |
| 120 |
113-07 |
105-03 |
8-04 |
7.2% |
0-02 |
0.1% |
97% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-20 |
|
2.618 |
114-22 |
|
1.618 |
114-04 |
|
1.000 |
113-25 |
|
0.618 |
113-18 |
|
HIGH |
113-07 |
|
0.618 |
113-00 |
|
0.500 |
112-30 |
|
0.382 |
112-28 |
|
LOW |
112-21 |
|
0.618 |
112-10 |
|
1.000 |
112-03 |
|
1.618 |
111-24 |
|
2.618 |
111-06 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 25-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-30 |
112-23 |
| PP |
112-30 |
112-16 |
| S1 |
112-30 |
112-08 |
|