ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 26-Jan-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2006 |
26-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
113-11 |
112-26 |
-0-17 |
-0.5% |
115-01 |
High |
113-11 |
112-26 |
-0-17 |
-0.5% |
115-01 |
Low |
113-11 |
112-26 |
-0-17 |
-0.5% |
114-18 |
Close |
113-11 |
112-26 |
-0-17 |
-0.5% |
114-25 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-26 |
112-26 |
112-26 |
|
R3 |
112-26 |
112-26 |
112-26 |
|
R2 |
112-26 |
112-26 |
112-26 |
|
R1 |
112-26 |
112-26 |
112-26 |
112-26 |
PP |
112-26 |
112-26 |
112-26 |
112-26 |
S1 |
112-26 |
112-26 |
112-26 |
112-26 |
S2 |
112-26 |
112-26 |
112-26 |
|
S3 |
112-26 |
112-26 |
112-26 |
|
S4 |
112-26 |
112-26 |
112-26 |
|
|
Weekly Pivots for week ending 20-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-06 |
115-31 |
115-01 |
|
R3 |
115-23 |
115-16 |
114-29 |
|
R2 |
115-08 |
115-08 |
114-28 |
|
R1 |
115-01 |
115-01 |
114-26 |
114-29 |
PP |
114-25 |
114-25 |
114-25 |
114-24 |
S1 |
114-18 |
114-18 |
114-24 |
114-14 |
S2 |
114-10 |
114-10 |
114-22 |
|
S3 |
113-27 |
114-03 |
114-21 |
|
S4 |
113-12 |
113-20 |
114-17 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-26 |
2.618 |
112-26 |
1.618 |
112-26 |
1.000 |
112-26 |
0.618 |
112-26 |
HIGH |
112-26 |
0.618 |
112-26 |
0.500 |
112-26 |
0.382 |
112-26 |
LOW |
112-26 |
0.618 |
112-26 |
1.000 |
112-26 |
1.618 |
112-26 |
2.618 |
112-26 |
4.250 |
112-26 |
|
|
Fisher Pivots for day following 26-Jan-2006 |
Pivot |
1 day |
3 day |
R1 |
112-26 |
113-20 |
PP |
112-26 |
113-11 |
S1 |
112-26 |
113-03 |
|