ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 11-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2006 |
11-May-2006 |
Change |
Change % |
Previous Week |
Open |
106-06 |
105-26 |
-0-12 |
-0.4% |
105-29 |
High |
106-06 |
105-26 |
-0-12 |
-0.4% |
106-05 |
Low |
106-06 |
105-26 |
-0-12 |
-0.4% |
105-22 |
Close |
106-06 |
105-26 |
-0-12 |
-0.4% |
106-05 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-10 |
0-00 |
1.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-26 |
105-26 |
105-26 |
|
R3 |
105-26 |
105-26 |
105-26 |
|
R2 |
105-26 |
105-26 |
105-26 |
|
R1 |
105-26 |
105-26 |
105-26 |
105-26 |
PP |
105-26 |
105-26 |
105-26 |
105-26 |
S1 |
105-26 |
105-26 |
105-26 |
105-26 |
S2 |
105-26 |
105-26 |
105-26 |
|
S3 |
105-26 |
105-26 |
105-26 |
|
S4 |
105-26 |
105-26 |
105-26 |
|
|
Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-13 |
107-08 |
106-13 |
|
R3 |
106-30 |
106-25 |
106-09 |
|
R2 |
106-15 |
106-15 |
106-08 |
|
R1 |
106-10 |
106-10 |
106-06 |
106-12 |
PP |
106-00 |
106-00 |
106-00 |
106-01 |
S1 |
105-27 |
105-27 |
106-04 |
105-30 |
S2 |
105-17 |
105-17 |
106-02 |
|
S3 |
105-02 |
105-12 |
106-01 |
|
S4 |
104-19 |
104-29 |
105-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106-06 |
105-26 |
0-12 |
0.4% |
0-00 |
0.0% |
0% |
False |
True |
|
10 |
106-18 |
105-22 |
0-28 |
0.8% |
0-00 |
0.0% |
14% |
False |
False |
|
20 |
107-23 |
105-22 |
2-01 |
1.9% |
0-01 |
0.0% |
6% |
False |
False |
|
40 |
111-22 |
105-22 |
6-00 |
5.7% |
0-01 |
0.0% |
2% |
False |
False |
|
60 |
113-22 |
105-22 |
8-00 |
7.6% |
0-00 |
0.0% |
2% |
False |
False |
|
80 |
114-29 |
105-22 |
9-07 |
8.7% |
0-00 |
0.0% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-26 |
2.618 |
105-26 |
1.618 |
105-26 |
1.000 |
105-26 |
0.618 |
105-26 |
HIGH |
105-26 |
0.618 |
105-26 |
0.500 |
105-26 |
0.382 |
105-26 |
LOW |
105-26 |
0.618 |
105-26 |
1.000 |
105-26 |
1.618 |
105-26 |
2.618 |
105-26 |
4.250 |
105-26 |
|
|
Fisher Pivots for day following 11-May-2006 |
Pivot |
1 day |
3 day |
R1 |
105-26 |
106-00 |
PP |
105-26 |
105-30 |
S1 |
105-26 |
105-28 |
|