ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 22-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2006 |
22-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
106-02 |
105-21 |
-0-13 |
-0.4% |
107-26 |
High |
106-02 |
105-21 |
-0-13 |
-0.4% |
108-02 |
Low |
106-02 |
105-21 |
-0-13 |
-0.4% |
106-11 |
Close |
106-02 |
105-21 |
-0-13 |
-0.4% |
106-11 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-10 |
0-00 |
2.2% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-21 |
105-21 |
105-21 |
|
R3 |
105-21 |
105-21 |
105-21 |
|
R2 |
105-21 |
105-21 |
105-21 |
|
R1 |
105-21 |
105-21 |
105-21 |
105-21 |
PP |
105-21 |
105-21 |
105-21 |
105-21 |
S1 |
105-21 |
105-21 |
105-21 |
105-21 |
S2 |
105-21 |
105-21 |
105-21 |
|
S3 |
105-21 |
105-21 |
105-21 |
|
S4 |
105-21 |
105-21 |
105-21 |
|
|
Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-02 |
110-30 |
107-09 |
|
R3 |
110-11 |
109-07 |
106-26 |
|
R2 |
108-20 |
108-20 |
106-21 |
|
R1 |
107-16 |
107-16 |
106-16 |
107-06 |
PP |
106-29 |
106-29 |
106-29 |
106-25 |
S1 |
105-25 |
105-25 |
106-06 |
105-16 |
S2 |
105-06 |
105-06 |
106-01 |
|
S3 |
103-15 |
104-02 |
105-28 |
|
S4 |
101-24 |
102-11 |
105-13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-21 |
2.618 |
105-21 |
1.618 |
105-21 |
1.000 |
105-21 |
0.618 |
105-21 |
HIGH |
105-21 |
0.618 |
105-21 |
0.500 |
105-21 |
0.382 |
105-21 |
LOW |
105-21 |
0.618 |
105-21 |
1.000 |
105-21 |
1.618 |
105-21 |
2.618 |
105-21 |
4.250 |
105-21 |
|
|
Fisher Pivots for day following 22-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
105-21 |
105-28 |
PP |
105-21 |
105-26 |
S1 |
105-21 |
105-23 |
|