ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 17-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2006 |
17-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
107-17 |
107-14 |
-0-03 |
-0.1% |
106-22 |
High |
107-17 |
107-14 |
-0-03 |
-0.1% |
107-17 |
Low |
107-17 |
107-14 |
-0-03 |
-0.1% |
106-22 |
Close |
107-17 |
107-14 |
-0-03 |
-0.1% |
107-17 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-10 |
-0-01 |
-5.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-14 |
107-14 |
107-14 |
|
R3 |
107-14 |
107-14 |
107-14 |
|
R2 |
107-14 |
107-14 |
107-14 |
|
R1 |
107-14 |
107-14 |
107-14 |
107-14 |
PP |
107-14 |
107-14 |
107-14 |
107-14 |
S1 |
107-14 |
107-14 |
107-14 |
107-14 |
S2 |
107-14 |
107-14 |
107-14 |
|
S3 |
107-14 |
107-14 |
107-14 |
|
S4 |
107-14 |
107-14 |
107-14 |
|
|
Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-25 |
109-16 |
108-00 |
|
R3 |
108-30 |
108-21 |
107-24 |
|
R2 |
108-03 |
108-03 |
107-22 |
|
R1 |
107-26 |
107-26 |
107-19 |
107-30 |
PP |
107-08 |
107-08 |
107-08 |
107-10 |
S1 |
106-31 |
106-31 |
107-15 |
107-04 |
S2 |
106-13 |
106-13 |
107-12 |
|
S3 |
105-18 |
106-04 |
107-10 |
|
S4 |
104-23 |
105-09 |
107-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-14 |
2.618 |
107-14 |
1.618 |
107-14 |
1.000 |
107-14 |
0.618 |
107-14 |
HIGH |
107-14 |
0.618 |
107-14 |
0.500 |
107-14 |
0.382 |
107-14 |
LOW |
107-14 |
0.618 |
107-14 |
1.000 |
107-14 |
1.618 |
107-14 |
2.618 |
107-14 |
4.250 |
107-14 |
|
|
Fisher Pivots for day following 17-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
107-14 |
107-16 |
PP |
107-14 |
107-15 |
S1 |
107-14 |
107-14 |
|