ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 22-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2006 |
22-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
106-08 |
105-27 |
-0-13 |
-0.4% |
108-00 |
High |
106-08 |
105-27 |
-0-13 |
-0.4% |
108-08 |
Low |
106-08 |
105-27 |
-0-13 |
-0.4% |
106-17 |
Close |
106-08 |
105-27 |
-0-13 |
-0.4% |
106-17 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-11 |
0-00 |
1.9% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-27 |
105-27 |
105-27 |
|
R3 |
105-27 |
105-27 |
105-27 |
|
R2 |
105-27 |
105-27 |
105-27 |
|
R1 |
105-27 |
105-27 |
105-27 |
105-27 |
PP |
105-27 |
105-27 |
105-27 |
105-27 |
S1 |
105-27 |
105-27 |
105-27 |
105-27 |
S2 |
105-27 |
105-27 |
105-27 |
|
S3 |
105-27 |
105-27 |
105-27 |
|
S4 |
105-27 |
105-27 |
105-27 |
|
|
Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-08 |
111-04 |
107-15 |
|
R3 |
110-17 |
109-13 |
107-00 |
|
R2 |
108-26 |
108-26 |
106-27 |
|
R1 |
107-22 |
107-22 |
106-22 |
107-12 |
PP |
107-03 |
107-03 |
107-03 |
106-31 |
S1 |
105-31 |
105-31 |
106-12 |
105-22 |
S2 |
105-12 |
105-12 |
106-07 |
|
S3 |
103-21 |
104-08 |
106-02 |
|
S4 |
101-30 |
102-17 |
105-19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106-17 |
105-27 |
0-22 |
0.6% |
0-00 |
0.0% |
0% |
False |
True |
|
10 |
108-08 |
105-27 |
2-13 |
2.3% |
0-00 |
0.0% |
0% |
False |
True |
|
20 |
108-08 |
105-27 |
2-13 |
2.3% |
0-01 |
0.0% |
0% |
False |
True |
|
40 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
24% |
False |
False |
|
60 |
109-30 |
105-03 |
4-27 |
4.6% |
0-01 |
0.0% |
15% |
False |
False |
|
80 |
113-00 |
105-03 |
7-29 |
7.5% |
0-01 |
0.0% |
9% |
False |
False |
|
100 |
113-22 |
105-03 |
8-19 |
8.1% |
0-00 |
0.0% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-27 |
2.618 |
105-27 |
1.618 |
105-27 |
1.000 |
105-27 |
0.618 |
105-27 |
HIGH |
105-27 |
0.618 |
105-27 |
0.500 |
105-27 |
0.382 |
105-27 |
LOW |
105-27 |
0.618 |
105-27 |
1.000 |
105-27 |
1.618 |
105-27 |
2.618 |
105-27 |
4.250 |
105-27 |
|
|
Fisher Pivots for day following 22-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
105-27 |
106-02 |
PP |
105-27 |
106-00 |
S1 |
105-27 |
105-29 |
|