ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 20-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2006 |
20-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
106-30 |
106-30 |
0-00 |
0.0% |
107-28 |
High |
106-30 |
106-30 |
0-00 |
0.0% |
108-06 |
Low |
106-30 |
106-30 |
0-00 |
0.0% |
107-01 |
Close |
106-30 |
106-30 |
0-00 |
0.0% |
107-01 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-12 |
-0-01 |
-7.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-30 |
106-30 |
106-30 |
|
R3 |
106-30 |
106-30 |
106-30 |
|
R2 |
106-30 |
106-30 |
106-30 |
|
R1 |
106-30 |
106-30 |
106-30 |
106-30 |
PP |
106-30 |
106-30 |
106-30 |
106-30 |
S1 |
106-30 |
106-30 |
106-30 |
106-30 |
S2 |
106-30 |
106-30 |
106-30 |
|
S3 |
106-30 |
106-30 |
106-30 |
|
S4 |
106-30 |
106-30 |
106-30 |
|
|
Weekly Pivots for week ending 14-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-28 |
110-04 |
107-21 |
|
R3 |
109-23 |
108-31 |
107-11 |
|
R2 |
108-18 |
108-18 |
107-08 |
|
R1 |
107-26 |
107-26 |
107-04 |
107-20 |
PP |
107-13 |
107-13 |
107-13 |
107-10 |
S1 |
106-21 |
106-21 |
106-30 |
106-14 |
S2 |
106-08 |
106-08 |
106-26 |
|
S3 |
105-03 |
105-16 |
106-23 |
|
S4 |
103-30 |
104-11 |
106-13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-30 |
2.618 |
106-30 |
1.618 |
106-30 |
1.000 |
106-30 |
0.618 |
106-30 |
HIGH |
106-30 |
0.618 |
106-30 |
0.500 |
106-30 |
0.382 |
106-30 |
LOW |
106-30 |
0.618 |
106-30 |
1.000 |
106-30 |
1.618 |
106-30 |
2.618 |
106-30 |
4.250 |
106-30 |
|
|
Fisher Pivots for day following 20-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
106-30 |
107-08 |
PP |
106-30 |
107-05 |
S1 |
106-30 |
107-02 |
|