ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 19-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2006 |
19-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
106-25 |
107-18 |
0-25 |
0.7% |
106-22 |
High |
106-25 |
107-18 |
0-25 |
0.7% |
107-17 |
Low |
106-25 |
107-18 |
0-25 |
0.7% |
106-22 |
Close |
106-25 |
107-18 |
0-25 |
0.7% |
107-17 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-12 |
0-01 |
9.5% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-18 |
107-18 |
107-18 |
|
R3 |
107-18 |
107-18 |
107-18 |
|
R2 |
107-18 |
107-18 |
107-18 |
|
R1 |
107-18 |
107-18 |
107-18 |
107-18 |
PP |
107-18 |
107-18 |
107-18 |
107-18 |
S1 |
107-18 |
107-18 |
107-18 |
107-18 |
S2 |
107-18 |
107-18 |
107-18 |
|
S3 |
107-18 |
107-18 |
107-18 |
|
S4 |
107-18 |
107-18 |
107-18 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
107-18 |
106-25 |
0-25 |
0.7% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
107-18 |
106-00 |
1-18 |
1.5% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
107-18 |
105-06 |
2-12 |
2.2% |
0-00 |
0.0% |
100% |
True |
False |
|
40 |
108-02 |
105-06 |
2-28 |
2.7% |
0-00 |
0.0% |
83% |
False |
False |
1 |
60 |
108-02 |
105-03 |
2-31 |
2.8% |
0-00 |
0.0% |
83% |
False |
False |
1 |
80 |
111-06 |
105-03 |
6-03 |
5.7% |
0-00 |
0.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-18 |
2.618 |
107-18 |
1.618 |
107-18 |
1.000 |
107-18 |
0.618 |
107-18 |
HIGH |
107-18 |
0.618 |
107-18 |
0.500 |
107-18 |
0.382 |
107-18 |
LOW |
107-18 |
0.618 |
107-18 |
1.000 |
107-18 |
1.618 |
107-18 |
2.618 |
107-18 |
4.250 |
107-18 |
|
|
Fisher Pivots for day following 19-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
107-18 |
107-14 |
PP |
107-18 |
107-10 |
S1 |
107-18 |
107-06 |
|