ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 04-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2006 |
04-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
109-05 |
109-02 |
-0-03 |
-0.1% |
111-07 |
High |
109-05 |
109-02 |
-0-03 |
-0.1% |
111-07 |
Low |
109-05 |
109-02 |
-0-03 |
-0.1% |
109-09 |
Close |
109-05 |
109-02 |
-0-03 |
-0.1% |
109-09 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-12 |
-0-01 |
-5.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-02 |
109-02 |
109-02 |
|
R3 |
109-02 |
109-02 |
109-02 |
|
R2 |
109-02 |
109-02 |
109-02 |
|
R1 |
109-02 |
109-02 |
109-02 |
109-02 |
PP |
109-02 |
109-02 |
109-02 |
109-02 |
S1 |
109-02 |
109-02 |
109-02 |
109-02 |
S2 |
109-02 |
109-02 |
109-02 |
|
S3 |
109-02 |
109-02 |
109-02 |
|
S4 |
109-02 |
109-02 |
109-02 |
|
|
Weekly Pivots for week ending 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-24 |
114-14 |
110-11 |
|
R3 |
113-26 |
112-16 |
109-26 |
|
R2 |
111-28 |
111-28 |
109-20 |
|
R1 |
110-18 |
110-18 |
109-15 |
110-08 |
PP |
109-30 |
109-30 |
109-30 |
109-24 |
S1 |
108-20 |
108-20 |
109-03 |
108-10 |
S2 |
108-00 |
108-00 |
108-30 |
|
S3 |
106-02 |
106-22 |
108-24 |
|
S4 |
104-04 |
104-24 |
108-07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-02 |
2.618 |
109-02 |
1.618 |
109-02 |
1.000 |
109-02 |
0.618 |
109-02 |
HIGH |
109-02 |
0.618 |
109-02 |
0.500 |
109-02 |
0.382 |
109-02 |
LOW |
109-02 |
0.618 |
109-02 |
1.000 |
109-02 |
1.618 |
109-02 |
2.618 |
109-02 |
4.250 |
109-02 |
|
|
Fisher Pivots for day following 04-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
109-02 |
109-06 |
PP |
109-02 |
109-04 |
S1 |
109-02 |
109-03 |
|