ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 18-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2006 |
18-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
107-30 |
106-27 |
-1-03 |
-1.0% |
106-28 |
| High |
107-30 |
106-27 |
-1-03 |
-1.0% |
107-16 |
| Low |
107-00 |
106-27 |
-0-05 |
-0.1% |
106-28 |
| Close |
107-15 |
106-27 |
-0-20 |
-0.6% |
107-16 |
| Range |
0-30 |
0-00 |
-0-30 |
-100.0% |
0-20 |
| ATR |
0-12 |
0-12 |
0-01 |
4.9% |
0-00 |
| Volume |
6 |
6 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 18-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-27 |
106-27 |
106-27 |
|
| R3 |
106-27 |
106-27 |
106-27 |
|
| R2 |
106-27 |
106-27 |
106-27 |
|
| R1 |
106-27 |
106-27 |
106-27 |
106-27 |
| PP |
106-27 |
106-27 |
106-27 |
106-27 |
| S1 |
106-27 |
106-27 |
106-27 |
106-27 |
| S2 |
106-27 |
106-27 |
106-27 |
|
| S3 |
106-27 |
106-27 |
106-27 |
|
| S4 |
106-27 |
106-27 |
106-27 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-05 |
108-31 |
107-27 |
|
| R3 |
108-17 |
108-11 |
107-22 |
|
| R2 |
107-29 |
107-29 |
107-20 |
|
| R1 |
107-23 |
107-23 |
107-18 |
107-26 |
| PP |
107-09 |
107-09 |
107-09 |
107-11 |
| S1 |
107-03 |
107-03 |
107-14 |
107-06 |
| S2 |
106-21 |
106-21 |
107-12 |
|
| S3 |
106-01 |
106-15 |
107-10 |
|
| S4 |
105-13 |
105-27 |
107-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-30 |
106-27 |
1-03 |
1.0% |
0-06 |
0.2% |
0% |
False |
True |
3 |
| 10 |
107-30 |
105-22 |
2-08 |
2.1% |
0-03 |
0.1% |
51% |
False |
False |
1 |
| 20 |
107-30 |
105-12 |
2-18 |
2.4% |
0-02 |
0.0% |
57% |
False |
False |
|
| 40 |
108-08 |
105-12 |
2-28 |
2.7% |
0-01 |
0.0% |
51% |
False |
False |
|
| 60 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
55% |
False |
False |
|
| 80 |
111-17 |
105-03 |
6-14 |
6.0% |
0-01 |
0.0% |
27% |
False |
False |
|
| 100 |
113-18 |
105-03 |
8-15 |
7.9% |
0-01 |
0.0% |
21% |
False |
False |
|
| 120 |
113-22 |
105-03 |
8-19 |
8.0% |
0-01 |
0.0% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-27 |
|
2.618 |
106-27 |
|
1.618 |
106-27 |
|
1.000 |
106-27 |
|
0.618 |
106-27 |
|
HIGH |
106-27 |
|
0.618 |
106-27 |
|
0.500 |
106-27 |
|
0.382 |
106-27 |
|
LOW |
106-27 |
|
0.618 |
106-27 |
|
1.000 |
106-27 |
|
1.618 |
106-27 |
|
2.618 |
106-27 |
|
4.250 |
106-27 |
|
|
| Fisher Pivots for day following 18-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
106-27 |
107-12 |
| PP |
106-27 |
107-07 |
| S1 |
106-27 |
107-01 |
|