ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 27-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2006 |
27-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
106-16 |
106-15 |
-0-01 |
0.0% |
107-12 |
High |
107-08 |
106-15 |
-0-25 |
-0.7% |
107-19 |
Low |
106-16 |
106-15 |
-0-01 |
0.0% |
106-30 |
Close |
106-11 |
106-15 |
0-04 |
0.1% |
107-10 |
Range |
0-24 |
0-00 |
-0-24 |
-100.0% |
0-21 |
ATR |
0-14 |
0-14 |
-0-01 |
-5.1% |
0-00 |
Volume |
8 |
8 |
0 |
0.0% |
0 |
|
Daily Pivots for day following 27-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-15 |
106-15 |
106-15 |
|
R3 |
106-15 |
106-15 |
106-15 |
|
R2 |
106-15 |
106-15 |
106-15 |
|
R1 |
106-15 |
106-15 |
106-15 |
106-15 |
PP |
106-15 |
106-15 |
106-15 |
106-15 |
S1 |
106-15 |
106-15 |
106-15 |
106-15 |
S2 |
106-15 |
106-15 |
106-15 |
|
S3 |
106-15 |
106-15 |
106-15 |
|
S4 |
106-15 |
106-15 |
106-15 |
|
|
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 |
106-15 |
2.618 |
106-15 |
1.618 |
106-15 |
1.000 |
106-15 |
0.618 |
106-15 |
HIGH |
106-15 |
0.618 |
106-15 |
0.500 |
106-15 |
0.382 |
106-15 |
LOW |
106-15 |
0.618 |
106-15 |
1.000 |
106-15 |
1.618 |
106-15 |
2.618 |
106-15 |
4.250 |
106-15 |
|
|
Fisher Pivots for day following 27-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
106-15 |
106-28 |
PP |
106-15 |
106-23 |
S1 |
106-15 |
106-19 |
|