ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 25-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2006 |
25-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
107-23 |
106-25 |
-0-30 |
-0.9% |
107-12 |
High |
107-23 |
106-25 |
-0-30 |
-0.9% |
107-19 |
Low |
107-23 |
106-25 |
-0-30 |
-0.9% |
106-30 |
Close |
107-23 |
106-25 |
-0-30 |
-0.9% |
107-10 |
Range |
|
|
|
|
|
ATR |
0-12 |
0-14 |
0-01 |
10.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-25 |
106-25 |
106-25 |
|
R3 |
106-25 |
106-25 |
106-25 |
|
R2 |
106-25 |
106-25 |
106-25 |
|
R1 |
106-25 |
106-25 |
106-25 |
106-25 |
PP |
106-25 |
106-25 |
106-25 |
106-25 |
S1 |
106-25 |
106-25 |
106-25 |
106-25 |
S2 |
106-25 |
106-25 |
106-25 |
|
S3 |
106-25 |
106-25 |
106-25 |
|
S4 |
106-25 |
106-25 |
106-25 |
|
|
Weekly Pivots for week ending 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-08 |
108-30 |
107-22 |
|
R3 |
108-19 |
108-09 |
107-16 |
|
R2 |
107-30 |
107-30 |
107-14 |
|
R1 |
107-20 |
107-20 |
107-12 |
107-14 |
PP |
107-09 |
107-09 |
107-09 |
107-06 |
S1 |
106-31 |
106-31 |
107-08 |
106-26 |
S2 |
106-20 |
106-20 |
107-06 |
|
S3 |
105-31 |
106-10 |
107-04 |
|
S4 |
105-10 |
105-21 |
106-30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-25 |
2.618 |
106-25 |
1.618 |
106-25 |
1.000 |
106-25 |
0.618 |
106-25 |
HIGH |
106-25 |
0.618 |
106-25 |
0.500 |
106-25 |
0.382 |
106-25 |
LOW |
106-25 |
0.618 |
106-25 |
1.000 |
106-25 |
1.618 |
106-25 |
2.618 |
106-25 |
4.250 |
106-25 |
|
|
Fisher Pivots for day following 25-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
106-25 |
107-08 |
PP |
106-25 |
107-03 |
S1 |
106-25 |
106-30 |
|