ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 13-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2006 |
13-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
107-23 |
107-01 |
-0-22 |
-0.6% |
109-05 |
High |
107-23 |
107-01 |
-0-22 |
-0.6% |
109-11 |
Low |
107-23 |
107-01 |
-0-22 |
-0.6% |
107-28 |
Close |
107-23 |
107-01 |
-0-22 |
-0.6% |
107-28 |
Range |
|
|
|
|
|
ATR |
0-12 |
0-13 |
0-01 |
5.9% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-01 |
107-01 |
107-01 |
|
R3 |
107-01 |
107-01 |
107-01 |
|
R2 |
107-01 |
107-01 |
107-01 |
|
R1 |
107-01 |
107-01 |
107-01 |
107-01 |
PP |
107-01 |
107-01 |
107-01 |
107-01 |
S1 |
107-01 |
107-01 |
107-01 |
107-01 |
S2 |
107-01 |
107-01 |
107-01 |
|
S3 |
107-01 |
107-01 |
107-01 |
|
S4 |
107-01 |
107-01 |
107-01 |
|
|
Weekly Pivots for week ending 07-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-25 |
111-25 |
108-22 |
|
R3 |
111-10 |
110-10 |
108-09 |
|
R2 |
109-27 |
109-27 |
108-05 |
|
R1 |
108-27 |
108-27 |
108-00 |
108-20 |
PP |
108-12 |
108-12 |
108-12 |
108-08 |
S1 |
107-12 |
107-12 |
107-24 |
107-04 |
S2 |
106-29 |
106-29 |
107-19 |
|
S3 |
105-14 |
105-29 |
107-15 |
|
S4 |
103-31 |
104-14 |
107-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-01 |
2.618 |
107-01 |
1.618 |
107-01 |
1.000 |
107-01 |
0.618 |
107-01 |
HIGH |
107-01 |
0.618 |
107-01 |
0.500 |
107-01 |
0.382 |
107-01 |
LOW |
107-01 |
0.618 |
107-01 |
1.000 |
107-01 |
1.618 |
107-01 |
2.618 |
107-01 |
4.250 |
107-01 |
|
|
Fisher Pivots for day following 13-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
107-01 |
107-20 |
PP |
107-01 |
107-13 |
S1 |
107-01 |
107-07 |
|