ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 26-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2006 |
26-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
107-16 |
107-25 |
0-09 |
0.3% |
107-14 |
| High |
107-16 |
107-25 |
0-09 |
0.3% |
107-29 |
| Low |
107-16 |
107-25 |
0-09 |
0.3% |
106-25 |
| Close |
107-16 |
107-25 |
0-09 |
0.3% |
107-23 |
| Range |
|
|
|
|
|
| ATR |
0-10 |
0-10 |
0-00 |
-0.9% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-25 |
107-25 |
107-25 |
|
| R3 |
107-25 |
107-25 |
107-25 |
|
| R2 |
107-25 |
107-25 |
107-25 |
|
| R1 |
107-25 |
107-25 |
107-25 |
107-25 |
| PP |
107-25 |
107-25 |
107-25 |
107-25 |
| S1 |
107-25 |
107-25 |
107-25 |
107-25 |
| S2 |
107-25 |
107-25 |
107-25 |
|
| S3 |
107-25 |
107-25 |
107-25 |
|
| S4 |
107-25 |
107-25 |
107-25 |
|
|
| Weekly Pivots for week ending 21-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-27 |
110-13 |
108-11 |
|
| R3 |
109-23 |
109-09 |
108-01 |
|
| R2 |
108-19 |
108-19 |
107-30 |
|
| R1 |
108-05 |
108-05 |
107-26 |
108-12 |
| PP |
107-15 |
107-15 |
107-15 |
107-18 |
| S1 |
107-01 |
107-01 |
107-20 |
107-08 |
| S2 |
106-11 |
106-11 |
107-16 |
|
| S3 |
105-07 |
105-29 |
107-13 |
|
| S4 |
104-03 |
104-25 |
107-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-29 |
107-16 |
0-13 |
0.4% |
0-00 |
0.0% |
69% |
False |
False |
|
| 10 |
107-29 |
106-25 |
1-04 |
1.0% |
0-00 |
0.0% |
89% |
False |
False |
|
| 20 |
107-29 |
105-06 |
2-23 |
2.5% |
0-00 |
0.0% |
95% |
False |
False |
|
| 40 |
108-02 |
105-06 |
2-28 |
2.7% |
0-00 |
0.0% |
90% |
False |
False |
1 |
| 60 |
108-02 |
105-03 |
2-31 |
2.8% |
0-00 |
0.0% |
91% |
False |
False |
1 |
| 80 |
109-11 |
105-03 |
4-08 |
3.9% |
0-00 |
0.0% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-25 |
|
2.618 |
107-25 |
|
1.618 |
107-25 |
|
1.000 |
107-25 |
|
0.618 |
107-25 |
|
HIGH |
107-25 |
|
0.618 |
107-25 |
|
0.500 |
107-25 |
|
0.382 |
107-25 |
|
LOW |
107-25 |
|
0.618 |
107-25 |
|
1.000 |
107-25 |
|
1.618 |
107-25 |
|
2.618 |
107-25 |
|
4.250 |
107-25 |
|
|
| Fisher Pivots for day following 26-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
107-25 |
107-24 |
| PP |
107-25 |
107-22 |
| S1 |
107-25 |
107-20 |
|