ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 23-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2006 |
23-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
105-21 |
105-26 |
0-05 |
0.1% |
106-16 |
High |
105-21 |
105-26 |
0-05 |
0.1% |
106-16 |
Low |
105-21 |
105-26 |
0-05 |
0.1% |
105-21 |
Close |
105-21 |
105-12 |
-0-09 |
-0.3% |
105-12 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-10 |
0-00 |
-3.6% |
0-00 |
Volume |
0 |
5 |
5 |
|
15 |
|
Daily Pivots for day following 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-21 |
105-17 |
105-12 |
|
R3 |
105-21 |
105-17 |
105-12 |
|
R2 |
105-21 |
105-21 |
105-12 |
|
R1 |
105-17 |
105-17 |
105-12 |
105-19 |
PP |
105-21 |
105-21 |
105-21 |
105-22 |
S1 |
105-17 |
105-17 |
105-12 |
105-19 |
S2 |
105-21 |
105-21 |
105-12 |
|
S3 |
105-21 |
105-17 |
105-12 |
|
S4 |
105-21 |
105-17 |
105-12 |
|
|
Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-12 |
107-23 |
105-27 |
|
R3 |
107-17 |
106-28 |
105-19 |
|
R2 |
106-22 |
106-22 |
105-17 |
|
R1 |
106-01 |
106-01 |
105-14 |
105-30 |
PP |
105-27 |
105-27 |
105-27 |
105-26 |
S1 |
105-06 |
105-06 |
105-10 |
105-03 |
S2 |
105-00 |
105-00 |
105-07 |
|
S3 |
104-05 |
104-11 |
105-05 |
|
S4 |
103-10 |
103-16 |
104-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-26 |
2.618 |
105-26 |
1.618 |
105-26 |
1.000 |
105-26 |
0.618 |
105-26 |
HIGH |
105-26 |
0.618 |
105-26 |
0.500 |
105-26 |
0.382 |
105-26 |
LOW |
105-26 |
0.618 |
105-26 |
1.000 |
105-26 |
1.618 |
105-26 |
2.618 |
105-26 |
4.250 |
105-26 |
|
|
Fisher Pivots for day following 23-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
105-26 |
105-28 |
PP |
105-21 |
105-22 |
S1 |
105-17 |
105-17 |
|