ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 30-Jan-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2006 |
30-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
113-03 |
112-27 |
-0-08 |
-0.2% |
114-26 |
High |
113-03 |
112-27 |
-0-08 |
-0.2% |
114-26 |
Low |
113-03 |
112-27 |
-0-08 |
-0.2% |
112-26 |
Close |
113-03 |
112-27 |
-0-08 |
-0.2% |
113-03 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-27 |
112-27 |
112-27 |
|
R3 |
112-27 |
112-27 |
112-27 |
|
R2 |
112-27 |
112-27 |
112-27 |
|
R1 |
112-27 |
112-27 |
112-27 |
112-27 |
PP |
112-27 |
112-27 |
112-27 |
112-27 |
S1 |
112-27 |
112-27 |
112-27 |
112-27 |
S2 |
112-27 |
112-27 |
112-27 |
|
S3 |
112-27 |
112-27 |
112-27 |
|
S4 |
112-27 |
112-27 |
112-27 |
|
|
Weekly Pivots for week ending 27-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-18 |
118-11 |
114-06 |
|
R3 |
117-18 |
116-11 |
113-21 |
|
R2 |
115-18 |
115-18 |
113-15 |
|
R1 |
114-11 |
114-11 |
113-09 |
113-30 |
PP |
113-18 |
113-18 |
113-18 |
113-12 |
S1 |
112-11 |
112-11 |
112-29 |
111-30 |
S2 |
111-18 |
111-18 |
112-23 |
|
S3 |
109-18 |
110-11 |
112-17 |
|
S4 |
107-18 |
108-11 |
112-00 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-27 |
2.618 |
112-27 |
1.618 |
112-27 |
1.000 |
112-27 |
0.618 |
112-27 |
HIGH |
112-27 |
0.618 |
112-27 |
0.500 |
112-27 |
0.382 |
112-27 |
LOW |
112-27 |
0.618 |
112-27 |
1.000 |
112-27 |
1.618 |
112-27 |
2.618 |
112-27 |
4.250 |
112-27 |
|
|
Fisher Pivots for day following 30-Jan-2006 |
Pivot |
1 day |
3 day |
R1 |
112-27 |
112-30 |
PP |
112-27 |
112-29 |
S1 |
112-27 |
112-28 |
|