ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 10-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2006 |
10-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
106-26 |
106-28 |
0-02 |
0.1% |
106-16 |
High |
106-26 |
106-28 |
0-02 |
0.1% |
106-26 |
Low |
106-26 |
106-28 |
0-02 |
0.1% |
105-22 |
Close |
106-26 |
106-28 |
0-02 |
0.1% |
106-26 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-12 |
-0-01 |
-6.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-28 |
106-28 |
106-28 |
|
R3 |
106-28 |
106-28 |
106-28 |
|
R2 |
106-28 |
106-28 |
106-28 |
|
R1 |
106-28 |
106-28 |
106-28 |
106-28 |
PP |
106-28 |
106-28 |
106-28 |
106-28 |
S1 |
106-28 |
106-28 |
106-28 |
106-28 |
S2 |
106-28 |
106-28 |
106-28 |
|
S3 |
106-28 |
106-28 |
106-28 |
|
S4 |
106-28 |
106-28 |
106-28 |
|
|
Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-26 |
109-14 |
107-14 |
|
R3 |
108-22 |
108-10 |
107-04 |
|
R2 |
107-18 |
107-18 |
107-01 |
|
R1 |
107-06 |
107-06 |
106-29 |
107-12 |
PP |
106-14 |
106-14 |
106-14 |
106-17 |
S1 |
106-02 |
106-02 |
106-23 |
106-08 |
S2 |
105-10 |
105-10 |
106-19 |
|
S3 |
104-06 |
104-30 |
106-16 |
|
S4 |
103-02 |
103-26 |
106-06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106-28 |
105-22 |
1-06 |
1.1% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
106-28 |
105-12 |
1-16 |
1.4% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
108-08 |
105-12 |
2-28 |
2.7% |
0-00 |
0.0% |
52% |
False |
False |
|
40 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
56% |
False |
False |
|
60 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
56% |
False |
False |
|
80 |
111-22 |
105-03 |
6-19 |
6.2% |
0-01 |
0.0% |
27% |
False |
False |
|
100 |
113-22 |
105-03 |
8-19 |
8.0% |
0-00 |
0.0% |
21% |
False |
False |
|
120 |
114-29 |
105-03 |
9-26 |
9.2% |
0-00 |
0.0% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-28 |
2.618 |
106-28 |
1.618 |
106-28 |
1.000 |
106-28 |
0.618 |
106-28 |
HIGH |
106-28 |
0.618 |
106-28 |
0.500 |
106-28 |
0.382 |
106-28 |
LOW |
106-28 |
0.618 |
106-28 |
1.000 |
106-28 |
1.618 |
106-28 |
2.618 |
106-28 |
4.250 |
106-28 |
|
|
Fisher Pivots for day following 10-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
106-28 |
106-24 |
PP |
106-28 |
106-21 |
S1 |
106-28 |
106-17 |
|