ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 04-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2006 |
04-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
108-23 |
109-09 |
0-18 |
0.5% |
108-09 |
High |
108-23 |
109-09 |
0-18 |
0.5% |
109-09 |
Low |
108-23 |
109-09 |
0-18 |
0.5% |
108-09 |
Close |
108-23 |
109-09 |
0-18 |
0.5% |
109-09 |
Range |
|
|
|
|
|
ATR |
0-09 |
0-09 |
0-01 |
8.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-09 |
109-09 |
109-09 |
|
R3 |
109-09 |
109-09 |
109-09 |
|
R2 |
109-09 |
109-09 |
109-09 |
|
R1 |
109-09 |
109-09 |
109-09 |
109-09 |
PP |
109-09 |
109-09 |
109-09 |
109-09 |
S1 |
109-09 |
109-09 |
109-09 |
109-09 |
S2 |
109-09 |
109-09 |
109-09 |
|
S3 |
109-09 |
109-09 |
109-09 |
|
S4 |
109-09 |
109-09 |
109-09 |
|
|
Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-30 |
111-20 |
109-27 |
|
R3 |
110-30 |
110-20 |
109-18 |
|
R2 |
109-30 |
109-30 |
109-15 |
|
R1 |
109-20 |
109-20 |
109-12 |
109-25 |
PP |
108-30 |
108-30 |
108-30 |
109-01 |
S1 |
108-20 |
108-20 |
109-06 |
108-25 |
S2 |
107-30 |
107-30 |
109-03 |
|
S3 |
106-30 |
107-20 |
109-00 |
|
S4 |
105-30 |
106-20 |
108-23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-09 |
108-09 |
1-00 |
0.9% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
109-09 |
107-16 |
1-25 |
1.6% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
109-09 |
106-22 |
2-19 |
2.4% |
0-00 |
0.0% |
100% |
True |
False |
|
40 |
109-09 |
105-06 |
4-03 |
3.7% |
0-00 |
0.0% |
100% |
True |
False |
1 |
60 |
109-09 |
105-03 |
4-06 |
3.8% |
0-00 |
0.0% |
100% |
True |
False |
1 |
80 |
109-09 |
105-03 |
4-06 |
3.8% |
0-00 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-09 |
2.618 |
109-09 |
1.618 |
109-09 |
1.000 |
109-09 |
0.618 |
109-09 |
HIGH |
109-09 |
0.618 |
109-09 |
0.500 |
109-09 |
0.382 |
109-09 |
LOW |
109-09 |
0.618 |
109-09 |
1.000 |
109-09 |
1.618 |
109-09 |
2.618 |
109-09 |
4.250 |
109-09 |
|
|
Fisher Pivots for day following 04-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
109-09 |
109-05 |
PP |
109-09 |
109-01 |
S1 |
109-09 |
108-30 |
|