ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 13-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2006 |
13-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
107-09 |
107-17 |
0-08 |
0.2% |
106-10 |
High |
107-09 |
107-17 |
0-08 |
0.2% |
106-20 |
Low |
107-09 |
107-17 |
0-08 |
0.2% |
105-16 |
Close |
107-09 |
107-17 |
0-08 |
0.2% |
106-20 |
Range |
|
|
|
|
|
ATR |
0-12 |
0-11 |
0-00 |
-2.2% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-17 |
107-17 |
107-17 |
|
R3 |
107-17 |
107-17 |
107-17 |
|
R2 |
107-17 |
107-17 |
107-17 |
|
R1 |
107-17 |
107-17 |
107-17 |
107-17 |
PP |
107-17 |
107-17 |
107-17 |
107-17 |
S1 |
107-17 |
107-17 |
107-17 |
107-17 |
S2 |
107-17 |
107-17 |
107-17 |
|
S3 |
107-17 |
107-17 |
107-17 |
|
S4 |
107-17 |
107-17 |
107-17 |
|
|
Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-20 |
109-08 |
107-08 |
|
R3 |
108-16 |
108-04 |
106-30 |
|
R2 |
107-12 |
107-12 |
106-27 |
|
R1 |
107-00 |
107-00 |
106-23 |
107-06 |
PP |
106-08 |
106-08 |
106-08 |
106-11 |
S1 |
105-28 |
105-28 |
106-17 |
106-02 |
S2 |
105-04 |
105-04 |
106-13 |
|
S3 |
104-00 |
104-24 |
106-10 |
|
S4 |
102-28 |
103-20 |
106-00 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-17 |
2.618 |
107-17 |
1.618 |
107-17 |
1.000 |
107-17 |
0.618 |
107-17 |
HIGH |
107-17 |
0.618 |
107-17 |
0.500 |
107-17 |
0.382 |
107-17 |
LOW |
107-17 |
0.618 |
107-17 |
1.000 |
107-17 |
1.618 |
107-17 |
2.618 |
107-17 |
4.250 |
107-17 |
|
|
Fisher Pivots for day following 13-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
107-17 |
107-16 |
PP |
107-17 |
107-14 |
S1 |
107-17 |
107-12 |
|