ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 25-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2006 |
25-May-2006 |
Change |
Change % |
Previous Week |
| Open |
106-30 |
107-08 |
0-10 |
0.3% |
105-13 |
| High |
106-30 |
107-08 |
0-10 |
0.3% |
106-23 |
| Low |
106-30 |
106-16 |
-0-14 |
-0.4% |
105-13 |
| Close |
106-30 |
106-17 |
-0-13 |
-0.4% |
106-23 |
| Range |
0-00 |
0-24 |
0-24 |
|
1-10 |
| ATR |
0-12 |
0-13 |
0-01 |
7.2% |
0-00 |
| Volume |
0 |
6 |
6 |
|
0 |
|
| Daily Pivots for day following 25-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-00 |
108-17 |
106-30 |
|
| R3 |
108-08 |
107-25 |
106-24 |
|
| R2 |
107-16 |
107-16 |
106-21 |
|
| R1 |
107-01 |
107-01 |
106-19 |
106-28 |
| PP |
106-24 |
106-24 |
106-24 |
106-22 |
| S1 |
106-09 |
106-09 |
106-15 |
106-04 |
| S2 |
106-00 |
106-00 |
106-13 |
|
| S3 |
105-08 |
105-17 |
106-10 |
|
| S4 |
104-16 |
104-25 |
106-04 |
|
|
| Weekly Pivots for week ending 19-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-07 |
109-25 |
107-14 |
|
| R3 |
108-29 |
108-15 |
107-03 |
|
| R2 |
107-19 |
107-19 |
106-31 |
|
| R1 |
107-05 |
107-05 |
106-27 |
107-12 |
| PP |
106-09 |
106-09 |
106-09 |
106-12 |
| S1 |
105-27 |
105-27 |
106-19 |
106-02 |
| S2 |
104-31 |
104-31 |
106-15 |
|
| S3 |
103-21 |
104-17 |
106-11 |
|
| S4 |
102-11 |
103-07 |
106-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-08 |
106-16 |
0-24 |
0.7% |
0-05 |
0.1% |
4% |
True |
True |
1 |
| 10 |
107-08 |
105-03 |
2-05 |
2.0% |
0-02 |
0.1% |
67% |
True |
False |
|
| 20 |
107-08 |
105-03 |
2-05 |
2.0% |
0-01 |
0.0% |
67% |
True |
False |
|
| 40 |
109-14 |
105-03 |
4-11 |
4.1% |
0-01 |
0.0% |
33% |
False |
False |
|
| 60 |
112-11 |
105-03 |
7-08 |
6.8% |
0-01 |
0.0% |
20% |
False |
False |
|
| 80 |
113-22 |
105-03 |
8-19 |
8.1% |
0-01 |
0.0% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-14 |
|
2.618 |
109-07 |
|
1.618 |
108-15 |
|
1.000 |
108-00 |
|
0.618 |
107-23 |
|
HIGH |
107-08 |
|
0.618 |
106-31 |
|
0.500 |
106-28 |
|
0.382 |
106-25 |
|
LOW |
106-16 |
|
0.618 |
106-01 |
|
1.000 |
105-24 |
|
1.618 |
105-09 |
|
2.618 |
104-17 |
|
4.250 |
103-10 |
|
|
| Fisher Pivots for day following 25-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
106-28 |
106-28 |
| PP |
106-24 |
106-24 |
| S1 |
106-21 |
106-21 |
|