ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 12-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2006 |
12-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
107-31 |
108-00 |
0-01 |
0.0% |
107-07 |
| High |
107-31 |
108-00 |
0-01 |
0.0% |
107-31 |
| Low |
107-31 |
108-00 |
0-01 |
0.0% |
107-07 |
| Close |
107-31 |
108-00 |
0-01 |
0.0% |
107-31 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-11 |
-0-01 |
-6.5% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-00 |
108-00 |
108-00 |
|
| R3 |
108-00 |
108-00 |
108-00 |
|
| R2 |
108-00 |
108-00 |
108-00 |
|
| R1 |
108-00 |
108-00 |
108-00 |
108-00 |
| PP |
108-00 |
108-00 |
108-00 |
108-00 |
| S1 |
108-00 |
108-00 |
108-00 |
108-00 |
| S2 |
108-00 |
108-00 |
108-00 |
|
| S3 |
108-00 |
108-00 |
108-00 |
|
| S4 |
108-00 |
108-00 |
108-00 |
|
|
| Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-31 |
109-23 |
108-12 |
|
| R3 |
109-07 |
108-31 |
108-06 |
|
| R2 |
108-15 |
108-15 |
108-03 |
|
| R1 |
108-07 |
108-07 |
108-01 |
108-11 |
| PP |
107-23 |
107-23 |
107-23 |
107-25 |
| S1 |
107-15 |
107-15 |
107-29 |
107-19 |
| S2 |
106-31 |
106-31 |
107-27 |
|
| S3 |
106-07 |
106-23 |
107-24 |
|
| S4 |
105-15 |
105-31 |
107-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-00 |
107-12 |
0-20 |
0.6% |
0-00 |
0.0% |
100% |
True |
False |
|
| 10 |
108-00 |
106-02 |
1-30 |
1.8% |
0-00 |
0.0% |
100% |
True |
False |
|
| 20 |
108-00 |
105-13 |
2-19 |
2.4% |
0-01 |
0.0% |
100% |
True |
False |
|
| 40 |
108-00 |
105-03 |
2-29 |
2.7% |
0-01 |
0.0% |
100% |
True |
False |
|
| 60 |
111-18 |
105-03 |
6-15 |
6.0% |
0-01 |
0.0% |
45% |
False |
False |
|
| 80 |
113-22 |
105-03 |
8-19 |
8.0% |
0-01 |
0.0% |
34% |
False |
False |
|
| 100 |
114-26 |
105-03 |
9-23 |
9.0% |
0-00 |
0.0% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-00 |
|
2.618 |
108-00 |
|
1.618 |
108-00 |
|
1.000 |
108-00 |
|
0.618 |
108-00 |
|
HIGH |
108-00 |
|
0.618 |
108-00 |
|
0.500 |
108-00 |
|
0.382 |
108-00 |
|
LOW |
108-00 |
|
0.618 |
108-00 |
|
1.000 |
108-00 |
|
1.618 |
108-00 |
|
2.618 |
108-00 |
|
4.250 |
108-00 |
|
|
| Fisher Pivots for day following 12-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
108-00 |
107-30 |
| PP |
108-00 |
107-29 |
| S1 |
108-00 |
107-27 |
|