ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 28-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2006 |
28-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
111-07 |
110-11 |
-0-28 |
-0.8% |
111-18 |
High |
111-07 |
110-11 |
-0-28 |
-0.8% |
111-18 |
Low |
111-07 |
110-11 |
-0-28 |
-0.8% |
110-26 |
Close |
111-07 |
110-11 |
-0-28 |
-0.8% |
111-17 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-14 |
0-01 |
8.6% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-11 |
110-11 |
110-11 |
|
R3 |
110-11 |
110-11 |
110-11 |
|
R2 |
110-11 |
110-11 |
110-11 |
|
R1 |
110-11 |
110-11 |
110-11 |
110-11 |
PP |
110-11 |
110-11 |
110-11 |
110-11 |
S1 |
110-11 |
110-11 |
110-11 |
110-11 |
S2 |
110-11 |
110-11 |
110-11 |
|
S3 |
110-11 |
110-11 |
110-11 |
|
S4 |
110-11 |
110-11 |
110-11 |
|
|
Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-18 |
113-09 |
111-30 |
|
R3 |
112-26 |
112-17 |
111-24 |
|
R2 |
112-02 |
112-02 |
111-21 |
|
R1 |
111-25 |
111-25 |
111-19 |
111-18 |
PP |
111-10 |
111-10 |
111-10 |
111-06 |
S1 |
111-01 |
111-01 |
111-15 |
110-26 |
S2 |
110-18 |
110-18 |
111-13 |
|
S3 |
109-26 |
110-09 |
111-10 |
|
S4 |
109-02 |
109-17 |
111-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-11 |
2.618 |
110-11 |
1.618 |
110-11 |
1.000 |
110-11 |
0.618 |
110-11 |
HIGH |
110-11 |
0.618 |
110-11 |
0.500 |
110-11 |
0.382 |
110-11 |
LOW |
110-11 |
0.618 |
110-11 |
1.000 |
110-11 |
1.618 |
110-11 |
2.618 |
110-11 |
4.250 |
110-11 |
|
|
Fisher Pivots for day following 28-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
110-11 |
110-30 |
PP |
110-11 |
110-24 |
S1 |
110-11 |
110-17 |
|