ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 05-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2006 |
05-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
106-16 |
105-22 |
-0-26 |
-0.8% |
105-14 |
High |
106-16 |
105-22 |
-0-26 |
-0.8% |
106-20 |
Low |
106-16 |
105-22 |
-0-26 |
-0.8% |
105-12 |
Close |
106-16 |
105-22 |
-0-26 |
-0.8% |
106-20 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-12 |
0-01 |
9.6% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-22 |
105-22 |
105-22 |
|
R3 |
105-22 |
105-22 |
105-22 |
|
R2 |
105-22 |
105-22 |
105-22 |
|
R1 |
105-22 |
105-22 |
105-22 |
105-22 |
PP |
105-22 |
105-22 |
105-22 |
105-22 |
S1 |
105-22 |
105-22 |
105-22 |
105-22 |
S2 |
105-22 |
105-22 |
105-22 |
|
S3 |
105-22 |
105-22 |
105-22 |
|
S4 |
105-22 |
105-22 |
105-22 |
|
|
Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-31 |
109-17 |
107-10 |
|
R3 |
108-23 |
108-09 |
106-31 |
|
R2 |
107-15 |
107-15 |
106-27 |
|
R1 |
107-01 |
107-01 |
106-24 |
107-08 |
PP |
106-07 |
106-07 |
106-07 |
106-10 |
S1 |
105-25 |
105-25 |
106-16 |
106-00 |
S2 |
104-31 |
104-31 |
106-13 |
|
S3 |
103-23 |
104-17 |
106-09 |
|
S4 |
102-15 |
103-09 |
105-30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106-20 |
105-12 |
1-08 |
1.2% |
0-00 |
0.0% |
25% |
False |
False |
|
10 |
106-20 |
105-12 |
1-08 |
1.2% |
0-00 |
0.0% |
25% |
False |
False |
|
20 |
108-08 |
105-12 |
2-28 |
2.7% |
0-00 |
0.0% |
11% |
False |
False |
|
40 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
19% |
False |
False |
|
60 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
19% |
False |
False |
|
80 |
111-22 |
105-03 |
6-19 |
6.2% |
0-01 |
0.0% |
9% |
False |
False |
|
100 |
113-22 |
105-03 |
8-19 |
8.1% |
0-00 |
0.0% |
7% |
False |
False |
|
120 |
115-01 |
105-03 |
9-30 |
9.4% |
0-00 |
0.0% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-22 |
2.618 |
105-22 |
1.618 |
105-22 |
1.000 |
105-22 |
0.618 |
105-22 |
HIGH |
105-22 |
0.618 |
105-22 |
0.500 |
105-22 |
0.382 |
105-22 |
LOW |
105-22 |
0.618 |
105-22 |
1.000 |
105-22 |
1.618 |
105-22 |
2.618 |
105-22 |
4.250 |
105-22 |
|
|
Fisher Pivots for day following 05-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
105-22 |
106-05 |
PP |
105-22 |
106-00 |
S1 |
105-22 |
105-27 |
|