ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 02-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2006 |
02-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
113-00 |
112-11 |
-0-21 |
-0.6% |
113-12 |
High |
113-00 |
112-11 |
-0-21 |
-0.6% |
113-22 |
Low |
113-00 |
112-11 |
-0-21 |
-0.6% |
113-11 |
Close |
113-00 |
112-11 |
-0-21 |
-0.6% |
113-11 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-12 |
0-01 |
6.2% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-11 |
112-11 |
112-11 |
|
R3 |
112-11 |
112-11 |
112-11 |
|
R2 |
112-11 |
112-11 |
112-11 |
|
R1 |
112-11 |
112-11 |
112-11 |
112-11 |
PP |
112-11 |
112-11 |
112-11 |
112-11 |
S1 |
112-11 |
112-11 |
112-11 |
112-11 |
S2 |
112-11 |
112-11 |
112-11 |
|
S3 |
112-11 |
112-11 |
112-11 |
|
S4 |
112-11 |
112-11 |
112-11 |
|
|
Weekly Pivots for week ending 24-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-16 |
114-08 |
113-17 |
|
R3 |
114-05 |
113-29 |
113-14 |
|
R2 |
113-26 |
113-26 |
113-13 |
|
R1 |
113-18 |
113-18 |
113-12 |
113-16 |
PP |
113-15 |
113-15 |
113-15 |
113-14 |
S1 |
113-07 |
113-07 |
113-10 |
113-06 |
S2 |
113-04 |
113-04 |
113-09 |
|
S3 |
112-25 |
112-28 |
113-08 |
|
S4 |
112-14 |
112-17 |
113-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-11 |
2.618 |
112-11 |
1.618 |
112-11 |
1.000 |
112-11 |
0.618 |
112-11 |
HIGH |
112-11 |
0.618 |
112-11 |
0.500 |
112-11 |
0.382 |
112-11 |
LOW |
112-11 |
0.618 |
112-11 |
1.000 |
112-11 |
1.618 |
112-11 |
2.618 |
112-11 |
4.250 |
112-11 |
|
|
Fisher Pivots for day following 02-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
112-11 |
112-30 |
PP |
112-11 |
112-24 |
S1 |
112-11 |
112-18 |
|