ECBOT 30 Year Treasury Bond Future March 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 |
111-31 |
111-27 |
-0-04 |
-0.1% |
110-06 |
| High |
111-31 |
112-21 |
0-22 |
0.6% |
112-16 |
| Low |
111-22 |
111-27 |
0-05 |
0.1% |
109-25 |
| Close |
111-27 |
112-20 |
0-25 |
0.7% |
111-25 |
| Range |
0-09 |
0-26 |
0-17 |
188.9% |
2-23 |
| ATR |
0-16 |
0-17 |
0-01 |
4.4% |
0-00 |
| Volume |
809 |
1,766 |
957 |
118.3% |
4,422 |
|
| Daily Pivots for day following 31-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-26 |
114-17 |
113-02 |
|
| R3 |
114-00 |
113-23 |
112-27 |
|
| R2 |
113-06 |
113-06 |
112-25 |
|
| R1 |
112-29 |
112-29 |
112-22 |
113-02 |
| PP |
112-12 |
112-12 |
112-12 |
112-14 |
| S1 |
112-03 |
112-03 |
112-18 |
112-08 |
| S2 |
111-18 |
111-18 |
112-15 |
|
| S3 |
110-24 |
111-09 |
112-13 |
|
| S4 |
109-30 |
110-15 |
112-06 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
118-12 |
113-09 |
|
| R3 |
116-25 |
115-21 |
112-17 |
|
| R2 |
114-02 |
114-02 |
112-09 |
|
| R1 |
112-30 |
112-30 |
112-01 |
113-16 |
| PP |
111-11 |
111-11 |
111-11 |
111-20 |
| S1 |
110-07 |
110-07 |
111-17 |
110-25 |
| S2 |
108-20 |
108-20 |
111-09 |
|
| S3 |
105-29 |
107-16 |
111-01 |
|
| S4 |
103-06 |
104-25 |
110-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-21 |
110-03 |
2-18 |
2.3% |
0-22 |
0.6% |
99% |
True |
False |
1,039 |
| 10 |
112-21 |
109-25 |
2-28 |
2.6% |
0-14 |
0.4% |
99% |
True |
False |
764 |
| 20 |
113-02 |
109-25 |
3-09 |
2.9% |
0-15 |
0.4% |
87% |
False |
False |
605 |
| 40 |
113-07 |
109-25 |
3-14 |
3.1% |
0-13 |
0.3% |
83% |
False |
False |
382 |
| 60 |
113-07 |
108-03 |
5-04 |
4.6% |
0-09 |
0.3% |
88% |
False |
False |
257 |
| 80 |
113-07 |
106-27 |
6-12 |
5.7% |
0-07 |
0.2% |
91% |
False |
False |
193 |
| 100 |
113-07 |
105-12 |
7-27 |
7.0% |
0-06 |
0.2% |
92% |
False |
False |
154 |
| 120 |
113-07 |
105-03 |
8-04 |
7.2% |
0-05 |
0.1% |
93% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-04 |
|
2.618 |
114-25 |
|
1.618 |
113-31 |
|
1.000 |
113-15 |
|
0.618 |
113-05 |
|
HIGH |
112-21 |
|
0.618 |
112-11 |
|
0.500 |
112-08 |
|
0.382 |
112-05 |
|
LOW |
111-27 |
|
0.618 |
111-11 |
|
1.000 |
111-01 |
|
1.618 |
110-17 |
|
2.618 |
109-23 |
|
4.250 |
108-12 |
|
|
| Fisher Pivots for day following 31-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-16 |
112-13 |
| PP |
112-12 |
112-06 |
| S1 |
112-08 |
112-00 |
|