ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 17-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2006 |
17-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
113-18 |
0-28 |
0.8% |
112-21 |
| High |
112-22 |
113-18 |
0-28 |
0.8% |
113-18 |
| Low |
112-22 |
113-18 |
0-28 |
0.8% |
112-10 |
| Close |
112-22 |
113-18 |
0-28 |
0.8% |
113-18 |
| Range |
|
|
|
|
|
| ATR |
0-10 |
0-11 |
0-01 |
13.5% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-18 |
113-18 |
113-18 |
|
| R3 |
113-18 |
113-18 |
113-18 |
|
| R2 |
113-18 |
113-18 |
113-18 |
|
| R1 |
113-18 |
113-18 |
113-18 |
113-18 |
| PP |
113-18 |
113-18 |
113-18 |
113-18 |
| S1 |
113-18 |
113-18 |
113-18 |
113-18 |
| S2 |
113-18 |
113-18 |
113-18 |
|
| S3 |
113-18 |
113-18 |
113-18 |
|
| S4 |
113-18 |
113-18 |
113-18 |
|
|
| Weekly Pivots for week ending 17-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-29 |
116-15 |
114-08 |
|
| R3 |
115-21 |
115-07 |
113-29 |
|
| R2 |
114-13 |
114-13 |
113-25 |
|
| R1 |
113-31 |
113-31 |
113-22 |
114-06 |
| PP |
113-05 |
113-05 |
113-05 |
113-08 |
| S1 |
112-23 |
112-23 |
113-14 |
112-30 |
| S2 |
111-29 |
111-29 |
113-11 |
|
| S3 |
110-21 |
111-15 |
113-07 |
|
| S4 |
109-13 |
110-07 |
112-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-18 |
|
2.618 |
113-18 |
|
1.618 |
113-18 |
|
1.000 |
113-18 |
|
0.618 |
113-18 |
|
HIGH |
113-18 |
|
0.618 |
113-18 |
|
0.500 |
113-18 |
|
0.382 |
113-18 |
|
LOW |
113-18 |
|
0.618 |
113-18 |
|
1.000 |
113-18 |
|
1.618 |
113-18 |
|
2.618 |
113-18 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 17-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-13 |
| PP |
113-18 |
113-07 |
| S1 |
113-18 |
113-02 |
|