ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 23-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2006 |
23-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
109-28 |
109-31 |
0-03 |
0.1% |
108-01 |
High |
109-28 |
109-31 |
0-03 |
0.1% |
109-23 |
Low |
109-28 |
109-31 |
0-03 |
0.1% |
108-01 |
Close |
109-31 |
109-31 |
0-00 |
0.0% |
109-23 |
Range |
|
|
|
|
|
ATR |
0-09 |
0-08 |
-0-01 |
-7.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-31 |
109-31 |
109-31 |
|
R3 |
109-31 |
109-31 |
109-31 |
|
R2 |
109-31 |
109-31 |
109-31 |
|
R1 |
109-31 |
109-31 |
109-31 |
109-31 |
PP |
109-31 |
109-31 |
109-31 |
109-31 |
S1 |
109-31 |
109-31 |
109-31 |
109-31 |
S2 |
109-31 |
109-31 |
109-31 |
|
S3 |
109-31 |
109-31 |
109-31 |
|
S4 |
109-31 |
109-31 |
109-31 |
|
|
Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-07 |
113-21 |
110-21 |
|
R3 |
112-17 |
111-31 |
110-06 |
|
R2 |
110-27 |
110-27 |
110-01 |
|
R1 |
110-09 |
110-09 |
109-28 |
110-18 |
PP |
109-05 |
109-05 |
109-05 |
109-10 |
S1 |
108-19 |
108-19 |
109-18 |
108-28 |
S2 |
107-15 |
107-15 |
109-13 |
|
S3 |
105-25 |
106-29 |
109-08 |
|
S4 |
104-03 |
105-07 |
108-25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-31 |
109-12 |
0-19 |
0.5% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
109-31 |
108-01 |
1-30 |
1.8% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
109-31 |
107-23 |
2-08 |
2.0% |
0-00 |
0.0% |
100% |
True |
False |
|
40 |
109-31 |
105-06 |
4-25 |
4.3% |
0-00 |
0.0% |
100% |
True |
False |
|
60 |
109-31 |
105-06 |
4-25 |
4.3% |
0-00 |
0.0% |
100% |
True |
False |
1 |
80 |
109-31 |
105-03 |
4-28 |
4.4% |
0-00 |
0.0% |
100% |
True |
False |
|
100 |
109-31 |
105-03 |
4-28 |
4.4% |
0-00 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-31 |
2.618 |
109-31 |
1.618 |
109-31 |
1.000 |
109-31 |
0.618 |
109-31 |
HIGH |
109-31 |
0.618 |
109-31 |
0.500 |
109-31 |
0.382 |
109-31 |
LOW |
109-31 |
0.618 |
109-31 |
1.000 |
109-31 |
1.618 |
109-31 |
2.618 |
109-31 |
4.250 |
109-31 |
|
|
Fisher Pivots for day following 23-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
109-31 |
109-30 |
PP |
109-31 |
109-30 |
S1 |
109-31 |
109-30 |
|