ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 20-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2006 |
20-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
107-20 |
107-31 |
0-11 |
0.3% |
106-28 |
High |
107-20 |
107-31 |
0-11 |
0.3% |
107-16 |
Low |
107-20 |
107-31 |
0-11 |
0.3% |
106-28 |
Close |
107-20 |
107-31 |
0-11 |
0.3% |
107-16 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-13 |
0-00 |
-1.3% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-31 |
107-31 |
107-31 |
|
R3 |
107-31 |
107-31 |
107-31 |
|
R2 |
107-31 |
107-31 |
107-31 |
|
R1 |
107-31 |
107-31 |
107-31 |
107-31 |
PP |
107-31 |
107-31 |
107-31 |
107-31 |
S1 |
107-31 |
107-31 |
107-31 |
107-31 |
S2 |
107-31 |
107-31 |
107-31 |
|
S3 |
107-31 |
107-31 |
107-31 |
|
S4 |
107-31 |
107-31 |
107-31 |
|
|
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 |
107-31 |
106-27 |
1-04 |
1.0% |
0-06 |
0.2% |
100% |
True |
False |
2 |
10 |
107-31 |
106-26 |
1-05 |
1.1% |
0-03 |
0.1% |
100% |
True |
False |
1 |
20 |
107-31 |
105-12 |
2-19 |
2.4% |
0-02 |
0.0% |
100% |
True |
False |
|
40 |
108-08 |
105-12 |
2-28 |
2.7% |
0-01 |
0.0% |
90% |
False |
False |
|
60 |
108-08 |
105-03 |
3-05 |
2.9% |
0-01 |
0.0% |
91% |
False |
False |
|
80 |
110-11 |
105-03 |
5-08 |
4.9% |
0-01 |
0.0% |
55% |
False |
False |
|
100 |
113-18 |
105-03 |
8-15 |
7.8% |
0-01 |
0.0% |
34% |
False |
False |
|
120 |
113-22 |
105-03 |
8-19 |
8.0% |
0-01 |
0.0% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-31 |
2.618 |
107-31 |
1.618 |
107-31 |
1.000 |
107-31 |
0.618 |
107-31 |
HIGH |
107-31 |
0.618 |
107-31 |
0.500 |
107-31 |
0.382 |
107-31 |
LOW |
107-31 |
0.618 |
107-31 |
1.000 |
107-31 |
1.618 |
107-31 |
2.618 |
107-31 |
4.250 |
107-31 |
|
|
Fisher Pivots for day following 20-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
107-31 |
107-25 |
PP |
107-31 |
107-19 |
S1 |
107-31 |
107-13 |
|