ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 28-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2006 |
28-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
105-25 |
105-12 |
-0-13 |
-0.4% |
106-12 |
High |
105-25 |
105-12 |
-0-13 |
-0.4% |
106-12 |
Low |
105-25 |
105-12 |
-0-13 |
-0.4% |
105-18 |
Close |
105-25 |
105-12 |
-0-13 |
-0.4% |
105-18 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-10 |
0-00 |
2.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-12 |
105-12 |
105-12 |
|
R3 |
105-12 |
105-12 |
105-12 |
|
R2 |
105-12 |
105-12 |
105-12 |
|
R1 |
105-12 |
105-12 |
105-12 |
105-12 |
PP |
105-12 |
105-12 |
105-12 |
105-12 |
S1 |
105-12 |
105-12 |
105-12 |
105-12 |
S2 |
105-12 |
105-12 |
105-12 |
|
S3 |
105-12 |
105-12 |
105-12 |
|
S4 |
105-12 |
105-12 |
105-12 |
|
|
Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-09 |
107-23 |
106-00 |
|
R3 |
107-15 |
106-29 |
105-25 |
|
R2 |
106-21 |
106-21 |
105-23 |
|
R1 |
106-03 |
106-03 |
105-20 |
105-31 |
PP |
105-27 |
105-27 |
105-27 |
105-24 |
S1 |
105-09 |
105-09 |
105-16 |
105-05 |
S2 |
105-01 |
105-01 |
105-13 |
|
S3 |
104-07 |
104-15 |
105-11 |
|
S4 |
103-13 |
103-21 |
105-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-27 |
105-12 |
0-15 |
0.4% |
0-00 |
0.0% |
0% |
False |
True |
|
10 |
106-28 |
105-12 |
1-16 |
1.4% |
0-00 |
0.0% |
0% |
False |
True |
|
20 |
108-08 |
105-12 |
2-28 |
2.7% |
0-00 |
0.0% |
0% |
False |
True |
|
40 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
9% |
False |
False |
|
60 |
109-11 |
105-03 |
4-08 |
4.0% |
0-01 |
0.0% |
7% |
False |
False |
|
80 |
111-22 |
105-03 |
6-19 |
6.3% |
0-01 |
0.0% |
4% |
False |
False |
|
100 |
113-22 |
105-03 |
8-19 |
8.2% |
0-00 |
0.0% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-12 |
2.618 |
105-12 |
1.618 |
105-12 |
1.000 |
105-12 |
0.618 |
105-12 |
HIGH |
105-12 |
0.618 |
105-12 |
0.500 |
105-12 |
0.382 |
105-12 |
LOW |
105-12 |
0.618 |
105-12 |
1.000 |
105-12 |
1.618 |
105-12 |
2.618 |
105-12 |
4.250 |
105-12 |
|
|
Fisher Pivots for day following 28-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
105-12 |
105-18 |
PP |
105-12 |
105-16 |
S1 |
105-12 |
105-14 |
|