ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 16-Feb-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2006 |
16-Feb-2006 |
Change |
Change % |
Previous Week |
Open |
112-18 |
112-22 |
0-04 |
0.1% |
113-17 |
High |
112-18 |
112-22 |
0-04 |
0.1% |
113-17 |
Low |
112-18 |
112-22 |
0-04 |
0.1% |
112-24 |
Close |
112-18 |
112-22 |
0-04 |
0.1% |
112-24 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-10 |
0-00 |
-4.3% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-22 |
112-22 |
112-22 |
|
R3 |
112-22 |
112-22 |
112-22 |
|
R2 |
112-22 |
112-22 |
112-22 |
|
R1 |
112-22 |
112-22 |
112-22 |
112-22 |
PP |
112-22 |
112-22 |
112-22 |
112-22 |
S1 |
112-22 |
112-22 |
112-22 |
112-22 |
S2 |
112-22 |
112-22 |
112-22 |
|
S3 |
112-22 |
112-22 |
112-22 |
|
S4 |
112-22 |
112-22 |
112-22 |
|
|
Weekly Pivots for week ending 10-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-11 |
114-27 |
113-06 |
|
R3 |
114-18 |
114-02 |
112-31 |
|
R2 |
113-25 |
113-25 |
112-29 |
|
R1 |
113-09 |
113-09 |
112-26 |
113-04 |
PP |
113-00 |
113-00 |
113-00 |
112-30 |
S1 |
112-16 |
112-16 |
112-22 |
112-12 |
S2 |
112-07 |
112-07 |
112-19 |
|
S3 |
111-14 |
111-23 |
112-17 |
|
S4 |
110-21 |
110-30 |
112-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-22 |
2.618 |
112-22 |
1.618 |
112-22 |
1.000 |
112-22 |
0.618 |
112-22 |
HIGH |
112-22 |
0.618 |
112-22 |
0.500 |
112-22 |
0.382 |
112-22 |
LOW |
112-22 |
0.618 |
112-22 |
1.000 |
112-22 |
1.618 |
112-22 |
2.618 |
112-22 |
4.250 |
112-22 |
|
|
Fisher Pivots for day following 16-Feb-2006 |
Pivot |
1 day |
3 day |
R1 |
112-22 |
112-20 |
PP |
112-22 |
112-18 |
S1 |
112-22 |
112-16 |
|