ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 15-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2006 |
15-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
108-01 |
108-26 |
0-25 |
0.7% |
109-07 |
High |
108-01 |
108-26 |
0-25 |
0.7% |
109-07 |
Low |
108-01 |
108-26 |
0-25 |
0.7% |
108-12 |
Close |
108-01 |
108-26 |
0-25 |
0.7% |
108-12 |
Range |
|
|
|
|
|
ATR |
0-08 |
0-10 |
0-01 |
14.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-26 |
108-26 |
108-26 |
|
R3 |
108-26 |
108-26 |
108-26 |
|
R2 |
108-26 |
108-26 |
108-26 |
|
R1 |
108-26 |
108-26 |
108-26 |
108-26 |
PP |
108-26 |
108-26 |
108-26 |
108-26 |
S1 |
108-26 |
108-26 |
108-26 |
108-26 |
S2 |
108-26 |
108-26 |
108-26 |
|
S3 |
108-26 |
108-26 |
108-26 |
|
S4 |
108-26 |
108-26 |
108-26 |
|
|
Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-06 |
110-20 |
108-27 |
|
R3 |
110-11 |
109-25 |
108-19 |
|
R2 |
109-16 |
109-16 |
108-17 |
|
R1 |
108-30 |
108-30 |
108-14 |
108-26 |
PP |
108-21 |
108-21 |
108-21 |
108-19 |
S1 |
108-03 |
108-03 |
108-10 |
107-30 |
S2 |
107-26 |
107-26 |
108-07 |
|
S3 |
106-31 |
107-08 |
108-05 |
|
S4 |
106-04 |
106-13 |
107-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108-29 |
108-01 |
0-28 |
0.8% |
0-00 |
0.0% |
89% |
False |
False |
|
10 |
109-09 |
108-01 |
1-08 |
1.1% |
0-00 |
0.0% |
63% |
False |
False |
|
20 |
109-09 |
107-16 |
1-25 |
1.6% |
0-00 |
0.0% |
74% |
False |
False |
|
40 |
109-09 |
105-06 |
4-03 |
3.8% |
0-00 |
0.0% |
89% |
False |
False |
|
60 |
109-09 |
105-06 |
4-03 |
3.8% |
0-00 |
0.0% |
89% |
False |
False |
1 |
80 |
109-09 |
105-03 |
4-06 |
3.8% |
0-00 |
0.0% |
89% |
False |
False |
|
100 |
111-17 |
105-03 |
6-14 |
5.9% |
0-00 |
0.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-26 |
2.618 |
108-26 |
1.618 |
108-26 |
1.000 |
108-26 |
0.618 |
108-26 |
HIGH |
108-26 |
0.618 |
108-26 |
0.500 |
108-26 |
0.382 |
108-26 |
LOW |
108-26 |
0.618 |
108-26 |
1.000 |
108-26 |
1.618 |
108-26 |
2.618 |
108-26 |
4.250 |
108-26 |
|
|
Fisher Pivots for day following 15-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
108-26 |
108-22 |
PP |
108-26 |
108-18 |
S1 |
108-26 |
108-14 |
|