ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 03-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2006 |
03-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
106-14 |
106-10 |
-0-04 |
-0.1% |
105-08 |
High |
106-14 |
106-10 |
-0-04 |
-0.1% |
106-14 |
Low |
106-14 |
106-10 |
-0-04 |
-0.1% |
105-06 |
Close |
106-14 |
106-10 |
-0-04 |
-0.1% |
106-14 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-11 |
-0-01 |
-4.6% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-10 |
106-10 |
106-10 |
|
R3 |
106-10 |
106-10 |
106-10 |
|
R2 |
106-10 |
106-10 |
106-10 |
|
R1 |
106-10 |
106-10 |
106-10 |
106-10 |
PP |
106-10 |
106-10 |
106-10 |
106-10 |
S1 |
106-10 |
106-10 |
106-10 |
106-10 |
S2 |
106-10 |
106-10 |
106-10 |
|
S3 |
106-10 |
106-10 |
106-10 |
|
S4 |
106-10 |
106-10 |
106-10 |
|
|
Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-25 |
109-11 |
107-04 |
|
R3 |
108-17 |
108-03 |
106-25 |
|
R2 |
107-09 |
107-09 |
106-21 |
|
R1 |
106-27 |
106-27 |
106-18 |
107-02 |
PP |
106-01 |
106-01 |
106-01 |
106-04 |
S1 |
105-19 |
105-19 |
106-10 |
105-26 |
S2 |
104-25 |
104-25 |
106-07 |
|
S3 |
103-17 |
104-11 |
106-03 |
|
S4 |
102-09 |
103-03 |
105-24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-10 |
2.618 |
106-10 |
1.618 |
106-10 |
1.000 |
106-10 |
0.618 |
106-10 |
HIGH |
106-10 |
0.618 |
106-10 |
0.500 |
106-10 |
0.382 |
106-10 |
LOW |
106-10 |
0.618 |
106-10 |
1.000 |
106-10 |
1.618 |
106-10 |
2.618 |
106-10 |
4.250 |
106-10 |
|
|
Fisher Pivots for day following 03-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
106-10 |
106-07 |
PP |
106-10 |
106-04 |
S1 |
106-10 |
106-01 |
|