ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 30-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2006 |
30-May-2006 |
Change |
Change % |
Previous Week |
| Open |
106-22 |
106-12 |
-0-10 |
-0.3% |
106-30 |
| High |
106-22 |
106-12 |
-0-10 |
-0.3% |
106-30 |
| Low |
106-22 |
106-12 |
-0-10 |
-0.3% |
106-17 |
| Close |
106-22 |
106-12 |
-0-10 |
-0.3% |
106-22 |
| Range |
|
|
|
|
|
| ATR |
0-11 |
0-11 |
0-00 |
-0.8% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-12 |
106-12 |
106-12 |
|
| R3 |
106-12 |
106-12 |
106-12 |
|
| R2 |
106-12 |
106-12 |
106-12 |
|
| R1 |
106-12 |
106-12 |
106-12 |
106-12 |
| PP |
106-12 |
106-12 |
106-12 |
106-12 |
| S1 |
106-12 |
106-12 |
106-12 |
106-12 |
| S2 |
106-12 |
106-12 |
106-12 |
|
| S3 |
106-12 |
106-12 |
106-12 |
|
| S4 |
106-12 |
106-12 |
106-12 |
|
|
| Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-30 |
107-23 |
106-29 |
|
| R3 |
107-17 |
107-10 |
106-26 |
|
| R2 |
107-04 |
107-04 |
106-24 |
|
| R1 |
106-29 |
106-29 |
106-23 |
106-26 |
| PP |
106-23 |
106-23 |
106-23 |
106-22 |
| S1 |
106-16 |
106-16 |
106-21 |
106-13 |
| S2 |
106-10 |
106-10 |
106-20 |
|
| S3 |
105-29 |
106-03 |
106-18 |
|
| S4 |
105-16 |
105-22 |
106-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-12 |
|
2.618 |
106-12 |
|
1.618 |
106-12 |
|
1.000 |
106-12 |
|
0.618 |
106-12 |
|
HIGH |
106-12 |
|
0.618 |
106-12 |
|
0.500 |
106-12 |
|
0.382 |
106-12 |
|
LOW |
106-12 |
|
0.618 |
106-12 |
|
1.000 |
106-12 |
|
1.618 |
106-12 |
|
2.618 |
106-12 |
|
4.250 |
106-12 |
|
|
| Fisher Pivots for day following 30-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
106-12 |
106-17 |
| PP |
106-12 |
106-15 |
| S1 |
106-12 |
106-14 |
|