ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 12-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2006 |
12-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
107-07 |
107-12 |
0-05 |
0.1% |
106-16 |
| High |
107-07 |
107-12 |
0-05 |
0.1% |
106-26 |
| Low |
107-07 |
107-12 |
0-05 |
0.1% |
105-22 |
| Close |
107-07 |
107-08 |
0-01 |
0.0% |
106-26 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-12 |
-0-01 |
-4.2% |
0-00 |
| Volume |
0 |
2 |
2 |
|
0 |
|
| Daily Pivots for day following 12-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-11 |
107-09 |
107-08 |
|
| R3 |
107-11 |
107-09 |
107-08 |
|
| R2 |
107-11 |
107-11 |
107-08 |
|
| R1 |
107-09 |
107-09 |
107-08 |
107-10 |
| PP |
107-11 |
107-11 |
107-11 |
107-11 |
| S1 |
107-09 |
107-09 |
107-08 |
107-10 |
| S2 |
107-11 |
107-11 |
107-08 |
|
| S3 |
107-11 |
107-09 |
107-08 |
|
| S4 |
107-11 |
107-09 |
107-08 |
|
|
| 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 |
107-12 |
106-06 |
1-06 |
1.1% |
0-00 |
0.0% |
89% |
True |
False |
|
| 10 |
107-12 |
105-12 |
2-00 |
1.9% |
0-00 |
0.0% |
94% |
True |
False |
|
| 20 |
107-12 |
105-12 |
2-00 |
1.9% |
0-00 |
0.0% |
94% |
True |
False |
|
| 40 |
108-08 |
105-12 |
2-28 |
2.7% |
0-01 |
0.0% |
65% |
False |
False |
|
| 60 |
108-08 |
105-03 |
3-05 |
2.9% |
0-01 |
0.0% |
68% |
False |
False |
|
| 80 |
111-18 |
105-03 |
6-15 |
6.0% |
0-01 |
0.0% |
33% |
False |
False |
|
| 100 |
113-22 |
105-03 |
8-19 |
8.0% |
0-00 |
0.0% |
25% |
False |
False |
|
| 120 |
114-26 |
105-03 |
9-23 |
9.1% |
0-00 |
0.0% |
22% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-12 |
|
2.618 |
107-12 |
|
1.618 |
107-12 |
|
1.000 |
107-12 |
|
0.618 |
107-12 |
|
HIGH |
107-12 |
|
0.618 |
107-12 |
|
0.500 |
107-12 |
|
0.382 |
107-12 |
|
LOW |
107-12 |
|
0.618 |
107-12 |
|
1.000 |
107-12 |
|
1.618 |
107-12 |
|
2.618 |
107-12 |
|
4.250 |
107-12 |
|
|
| Fisher Pivots for day following 12-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
107-12 |
107-07 |
| PP |
107-11 |
107-05 |
| S1 |
107-09 |
107-04 |
|