ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 01-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2006 |
01-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
110-27 |
110-29 |
0-02 |
0.1% |
110-07 |
High |
110-27 |
110-29 |
0-02 |
0.1% |
110-29 |
Low |
110-27 |
110-29 |
0-02 |
0.1% |
110-07 |
Close |
110-27 |
110-29 |
0-02 |
0.1% |
110-29 |
Range |
|
|
|
|
|
ATR |
0-07 |
0-07 |
0-00 |
-5.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-29 |
110-29 |
110-29 |
|
R3 |
110-29 |
110-29 |
110-29 |
|
R2 |
110-29 |
110-29 |
110-29 |
|
R1 |
110-29 |
110-29 |
110-29 |
110-29 |
PP |
110-29 |
110-29 |
110-29 |
110-29 |
S1 |
110-29 |
110-29 |
110-29 |
110-29 |
S2 |
110-29 |
110-29 |
110-29 |
|
S3 |
110-29 |
110-29 |
110-29 |
|
S4 |
110-29 |
110-29 |
110-29 |
|
|
Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-24 |
112-16 |
111-09 |
|
R3 |
112-02 |
111-26 |
111-03 |
|
R2 |
111-12 |
111-12 |
111-01 |
|
R1 |
111-04 |
111-04 |
110-31 |
111-08 |
PP |
110-22 |
110-22 |
110-22 |
110-24 |
S1 |
110-14 |
110-14 |
110-27 |
110-18 |
S2 |
110-00 |
110-00 |
110-25 |
|
S3 |
109-10 |
109-24 |
110-23 |
|
S4 |
108-20 |
109-02 |
110-17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-29 |
110-07 |
0-22 |
0.6% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
110-29 |
109-28 |
1-01 |
0.9% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
110-29 |
108-01 |
2-28 |
2.6% |
0-00 |
0.0% |
100% |
True |
False |
|
40 |
110-29 |
106-22 |
4-07 |
3.8% |
0-00 |
0.0% |
100% |
True |
False |
|
60 |
110-29 |
105-06 |
5-23 |
5.2% |
0-00 |
0.0% |
100% |
True |
False |
|
80 |
110-29 |
105-03 |
5-26 |
5.2% |
0-00 |
0.0% |
100% |
True |
False |
|
100 |
110-29 |
105-03 |
5-26 |
5.2% |
0-00 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-29 |
2.618 |
110-29 |
1.618 |
110-29 |
1.000 |
110-29 |
0.618 |
110-29 |
HIGH |
110-29 |
0.618 |
110-29 |
0.500 |
110-29 |
0.382 |
110-29 |
LOW |
110-29 |
0.618 |
110-29 |
1.000 |
110-29 |
1.618 |
110-29 |
2.618 |
110-29 |
4.250 |
110-29 |
|
|
Fisher Pivots for day following 01-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
110-29 |
110-27 |
PP |
110-29 |
110-24 |
S1 |
110-29 |
110-22 |
|