ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 31-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2006 |
31-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
108-09 |
108-09 |
0-00 |
0.0% |
107-23 |
High |
108-09 |
108-09 |
0-00 |
0.0% |
108-09 |
Low |
108-09 |
108-09 |
0-00 |
0.0% |
107-16 |
Close |
108-09 |
108-09 |
0-00 |
0.0% |
108-09 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-09 |
-0-01 |
-7.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-09 |
108-09 |
108-09 |
|
R3 |
108-09 |
108-09 |
108-09 |
|
R2 |
108-09 |
108-09 |
108-09 |
|
R1 |
108-09 |
108-09 |
108-09 |
108-09 |
PP |
108-09 |
108-09 |
108-09 |
108-09 |
S1 |
108-09 |
108-09 |
108-09 |
108-09 |
S2 |
108-09 |
108-09 |
108-09 |
|
S3 |
108-09 |
108-09 |
108-09 |
|
S4 |
108-09 |
108-09 |
108-09 |
|
|
Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-12 |
110-03 |
108-23 |
|
R3 |
109-19 |
109-10 |
108-16 |
|
R2 |
108-26 |
108-26 |
108-14 |
|
R1 |
108-17 |
108-17 |
108-11 |
108-22 |
PP |
108-01 |
108-01 |
108-01 |
108-03 |
S1 |
107-24 |
107-24 |
108-07 |
107-28 |
S2 |
107-08 |
107-08 |
108-04 |
|
S3 |
106-15 |
106-31 |
108-02 |
|
S4 |
105-22 |
106-06 |
107-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108-09 |
107-16 |
0-25 |
0.7% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
108-09 |
106-25 |
1-16 |
1.4% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
108-09 |
105-16 |
2-25 |
2.6% |
0-00 |
0.0% |
100% |
True |
False |
|
40 |
108-09 |
105-06 |
3-03 |
2.9% |
0-00 |
0.0% |
100% |
True |
False |
1 |
60 |
108-09 |
105-03 |
3-06 |
2.9% |
0-00 |
0.0% |
100% |
True |
False |
1 |
80 |
108-22 |
105-03 |
3-19 |
3.3% |
0-00 |
0.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-09 |
2.618 |
108-09 |
1.618 |
108-09 |
1.000 |
108-09 |
0.618 |
108-09 |
HIGH |
108-09 |
0.618 |
108-09 |
0.500 |
108-09 |
0.382 |
108-09 |
LOW |
108-09 |
0.618 |
108-09 |
1.000 |
108-09 |
1.618 |
108-09 |
2.618 |
108-09 |
4.250 |
108-09 |
|
|
Fisher Pivots for day following 31-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
108-09 |
108-06 |
PP |
108-09 |
108-03 |
S1 |
108-09 |
108-00 |
|