ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 11-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
111-08 |
111-00 |
-0-08 |
-0.2% |
112-04 |
| High |
111-08 |
111-02 |
-0-06 |
-0.2% |
113-02 |
| Low |
110-27 |
110-17 |
-0-10 |
-0.3% |
111-15 |
| Close |
110-30 |
110-17 |
-0-13 |
-0.4% |
111-15 |
| Range |
0-13 |
0-17 |
0-04 |
30.8% |
1-19 |
| ATR |
0-16 |
0-16 |
0-00 |
0.4% |
0-00 |
| Volume |
1,289 |
77 |
-1,212 |
-94.0% |
1,301 |
|
| Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-10 |
111-30 |
110-26 |
|
| R3 |
111-25 |
111-13 |
110-22 |
|
| R2 |
111-08 |
111-08 |
110-20 |
|
| R1 |
110-28 |
110-28 |
110-19 |
110-26 |
| PP |
110-23 |
110-23 |
110-23 |
110-21 |
| S1 |
110-11 |
110-11 |
110-15 |
110-08 |
| S2 |
110-06 |
110-06 |
110-14 |
|
| S3 |
109-21 |
109-26 |
110-12 |
|
| S4 |
109-04 |
109-09 |
110-08 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-25 |
115-23 |
112-11 |
|
| R3 |
115-06 |
114-04 |
111-29 |
|
| R2 |
113-19 |
113-19 |
111-24 |
|
| R1 |
112-17 |
112-17 |
111-20 |
112-08 |
| PP |
112-00 |
112-00 |
112-00 |
111-28 |
| S1 |
110-30 |
110-30 |
111-10 |
110-22 |
| S2 |
110-13 |
110-13 |
111-06 |
|
| S3 |
108-26 |
109-11 |
111-01 |
|
| S4 |
107-07 |
107-24 |
110-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-26 |
110-17 |
2-09 |
2.1% |
0-17 |
0.5% |
0% |
False |
True |
485 |
| 10 |
113-02 |
110-17 |
2-17 |
2.3% |
0-16 |
0.5% |
0% |
False |
True |
387 |
| 20 |
113-07 |
109-30 |
3-09 |
3.0% |
0-13 |
0.4% |
18% |
False |
False |
287 |
| 40 |
113-07 |
109-14 |
3-25 |
3.4% |
0-09 |
0.3% |
29% |
False |
False |
152 |
| 60 |
113-07 |
107-18 |
5-21 |
5.1% |
0-06 |
0.2% |
52% |
False |
False |
101 |
| 80 |
113-07 |
105-12 |
7-27 |
7.1% |
0-05 |
0.1% |
66% |
False |
False |
76 |
| 100 |
113-07 |
105-12 |
7-27 |
7.1% |
0-04 |
0.1% |
66% |
False |
False |
61 |
| 120 |
113-07 |
105-03 |
8-04 |
7.4% |
0-04 |
0.1% |
67% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-10 |
|
2.618 |
112-15 |
|
1.618 |
111-30 |
|
1.000 |
111-19 |
|
0.618 |
111-13 |
|
HIGH |
111-02 |
|
0.618 |
110-28 |
|
0.500 |
110-26 |
|
0.382 |
110-23 |
|
LOW |
110-17 |
|
0.618 |
110-06 |
|
1.000 |
110-00 |
|
1.618 |
109-21 |
|
2.618 |
109-04 |
|
4.250 |
108-09 |
|
|
| Fisher Pivots for day following 11-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-26 |
111-00 |
| PP |
110-23 |
110-27 |
| S1 |
110-20 |
110-22 |
|