ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 10-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2006 |
10-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
110-31 |
110-24 |
-0-07 |
-0.2% |
111-01 |
High |
110-31 |
110-24 |
-0-07 |
-0.2% |
111-01 |
Low |
110-31 |
110-24 |
-0-07 |
-0.2% |
110-24 |
Close |
110-31 |
110-24 |
-0-07 |
-0.2% |
110-24 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-11 |
0-00 |
-2.5% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-24 |
110-24 |
110-24 |
|
R3 |
110-24 |
110-24 |
110-24 |
|
R2 |
110-24 |
110-24 |
110-24 |
|
R1 |
110-24 |
110-24 |
110-24 |
110-24 |
PP |
110-24 |
110-24 |
110-24 |
110-24 |
S1 |
110-24 |
110-24 |
110-24 |
110-24 |
S2 |
110-24 |
110-24 |
110-24 |
|
S3 |
110-24 |
110-24 |
110-24 |
|
S4 |
110-24 |
110-24 |
110-24 |
|
|
Weekly Pivots for week ending 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-22 |
111-16 |
110-29 |
|
R3 |
111-13 |
111-07 |
110-26 |
|
R2 |
111-04 |
111-04 |
110-26 |
|
R1 |
110-30 |
110-30 |
110-25 |
110-28 |
PP |
110-27 |
110-27 |
110-27 |
110-26 |
S1 |
110-21 |
110-21 |
110-23 |
110-20 |
S2 |
110-18 |
110-18 |
110-22 |
|
S3 |
110-09 |
110-12 |
110-22 |
|
S4 |
110-00 |
110-03 |
110-19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-24 |
2.618 |
110-24 |
1.618 |
110-24 |
1.000 |
110-24 |
0.618 |
110-24 |
HIGH |
110-24 |
0.618 |
110-24 |
0.500 |
110-24 |
0.382 |
110-24 |
LOW |
110-24 |
0.618 |
110-24 |
1.000 |
110-24 |
1.618 |
110-24 |
2.618 |
110-24 |
4.250 |
110-24 |
|
|
Fisher Pivots for day following 10-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
110-24 |
110-28 |
PP |
110-24 |
110-26 |
S1 |
110-24 |
110-25 |
|