ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 03-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2006 |
03-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
112-11 |
111-24 |
-0-19 |
-0.5% |
112-31 |
| High |
112-11 |
111-24 |
-0-19 |
-0.5% |
113-18 |
| Low |
112-11 |
111-24 |
-0-19 |
-0.5% |
111-24 |
| Close |
112-11 |
111-24 |
-0-19 |
-0.5% |
111-24 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-12 |
0-01 |
4.2% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-24 |
111-24 |
111-24 |
|
| R3 |
111-24 |
111-24 |
111-24 |
|
| R2 |
111-24 |
111-24 |
111-24 |
|
| R1 |
111-24 |
111-24 |
111-24 |
111-24 |
| PP |
111-24 |
111-24 |
111-24 |
111-24 |
| S1 |
111-24 |
111-24 |
111-24 |
111-24 |
| S2 |
111-24 |
111-24 |
111-24 |
|
| S3 |
111-24 |
111-24 |
111-24 |
|
| S4 |
111-24 |
111-24 |
111-24 |
|
|
| Weekly Pivots for week ending 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-25 |
116-19 |
112-24 |
|
| R3 |
115-31 |
114-25 |
112-08 |
|
| R2 |
114-05 |
114-05 |
112-03 |
|
| R1 |
112-31 |
112-31 |
111-29 |
112-21 |
| PP |
112-11 |
112-11 |
112-11 |
112-06 |
| S1 |
111-05 |
111-05 |
111-19 |
110-27 |
| S2 |
110-17 |
110-17 |
111-13 |
|
| S3 |
108-23 |
109-11 |
111-08 |
|
| S4 |
106-29 |
107-17 |
110-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-24 |
|
2.618 |
111-24 |
|
1.618 |
111-24 |
|
1.000 |
111-24 |
|
0.618 |
111-24 |
|
HIGH |
111-24 |
|
0.618 |
111-24 |
|
0.500 |
111-24 |
|
0.382 |
111-24 |
|
LOW |
111-24 |
|
0.618 |
111-24 |
|
1.000 |
111-24 |
|
1.618 |
111-24 |
|
2.618 |
111-24 |
|
4.250 |
111-24 |
|
|
| Fisher Pivots for day following 03-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-24 |
112-12 |
| PP |
111-24 |
112-05 |
| S1 |
111-24 |
111-31 |
|