ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 18-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2006 |
18-May-2006 |
Change |
Change % |
Previous Week |
Open |
105-13 |
106-13 |
1-00 |
0.9% |
106-06 |
High |
105-13 |
106-13 |
1-00 |
0.9% |
106-06 |
Low |
105-13 |
106-13 |
1-00 |
0.9% |
105-03 |
Close |
105-13 |
106-13 |
1-00 |
0.9% |
105-03 |
Range |
|
|
|
|
|
ATR |
0-12 |
0-13 |
0-01 |
12.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-13 |
106-13 |
106-13 |
|
R3 |
106-13 |
106-13 |
106-13 |
|
R2 |
106-13 |
106-13 |
106-13 |
|
R1 |
106-13 |
106-13 |
106-13 |
106-13 |
PP |
106-13 |
106-13 |
106-13 |
106-13 |
S1 |
106-13 |
106-13 |
106-13 |
106-13 |
S2 |
106-13 |
106-13 |
106-13 |
|
S3 |
106-13 |
106-13 |
106-13 |
|
S4 |
106-13 |
106-13 |
106-13 |
|
|
Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-24 |
108-00 |
105-22 |
|
R3 |
107-21 |
106-29 |
105-13 |
|
R2 |
106-18 |
106-18 |
105-09 |
|
R1 |
105-26 |
105-26 |
105-06 |
105-20 |
PP |
105-15 |
105-15 |
105-15 |
105-12 |
S1 |
104-23 |
104-23 |
105-00 |
104-18 |
S2 |
104-12 |
104-12 |
104-29 |
|
S3 |
103-09 |
103-20 |
104-25 |
|
S4 |
102-06 |
102-17 |
104-16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106-13 |
105-03 |
1-10 |
1.2% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
106-13 |
105-03 |
1-10 |
1.2% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
107-23 |
105-03 |
2-20 |
2.5% |
0-01 |
0.0% |
50% |
False |
False |
|
40 |
111-17 |
105-03 |
6-14 |
6.0% |
0-01 |
0.0% |
20% |
False |
False |
|
60 |
113-18 |
105-03 |
8-15 |
8.0% |
0-00 |
0.0% |
15% |
False |
False |
|
80 |
113-22 |
105-03 |
8-19 |
8.1% |
0-00 |
0.0% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-13 |
2.618 |
106-13 |
1.618 |
106-13 |
1.000 |
106-13 |
0.618 |
106-13 |
HIGH |
106-13 |
0.618 |
106-13 |
0.500 |
106-13 |
0.382 |
106-13 |
LOW |
106-13 |
0.618 |
106-13 |
1.000 |
106-13 |
1.618 |
106-13 |
2.618 |
106-13 |
4.250 |
106-13 |
|
|
Fisher Pivots for day following 18-May-2006 |
Pivot |
1 day |
3 day |
R1 |
106-13 |
106-08 |
PP |
106-13 |
106-02 |
S1 |
106-13 |
105-29 |
|