ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 03-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2006 |
03-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
108-20 |
108-25 |
0-05 |
0.1% |
107-25 |
High |
108-20 |
108-25 |
0-05 |
0.1% |
108-11 |
Low |
108-20 |
108-25 |
0-05 |
0.1% |
107-18 |
Close |
108-20 |
108-25 |
0-05 |
0.1% |
108-11 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-09 |
0-00 |
-3.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-25 |
108-25 |
108-25 |
|
R3 |
108-25 |
108-25 |
108-25 |
|
R2 |
108-25 |
108-25 |
108-25 |
|
R1 |
108-25 |
108-25 |
108-25 |
108-25 |
PP |
108-25 |
108-25 |
108-25 |
108-25 |
S1 |
108-25 |
108-25 |
108-25 |
108-25 |
S2 |
108-25 |
108-25 |
108-25 |
|
S3 |
108-25 |
108-25 |
108-25 |
|
S4 |
108-25 |
108-25 |
108-25 |
|
|
Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-14 |
110-05 |
108-25 |
|
R3 |
109-21 |
109-12 |
108-18 |
|
R2 |
108-28 |
108-28 |
108-16 |
|
R1 |
108-19 |
108-19 |
108-13 |
108-24 |
PP |
108-03 |
108-03 |
108-03 |
108-05 |
S1 |
107-26 |
107-26 |
108-09 |
107-30 |
S2 |
107-10 |
107-10 |
108-06 |
|
S3 |
106-17 |
107-01 |
108-04 |
|
S4 |
105-24 |
106-08 |
107-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108-25 |
108-11 |
0-14 |
0.4% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
108-25 |
107-18 |
1-07 |
1.1% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
108-25 |
106-26 |
1-31 |
1.8% |
0-02 |
0.0% |
100% |
True |
False |
|
40 |
108-25 |
105-12 |
3-13 |
3.1% |
0-01 |
0.0% |
100% |
True |
False |
|
60 |
108-25 |
105-03 |
3-22 |
3.4% |
0-01 |
0.0% |
100% |
True |
False |
|
80 |
108-25 |
105-03 |
3-22 |
3.4% |
0-01 |
0.0% |
100% |
True |
False |
|
100 |
111-22 |
105-03 |
6-19 |
6.1% |
0-01 |
0.0% |
56% |
False |
False |
|
120 |
113-22 |
105-03 |
8-19 |
7.9% |
0-01 |
0.0% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-25 |
2.618 |
108-25 |
1.618 |
108-25 |
1.000 |
108-25 |
0.618 |
108-25 |
HIGH |
108-25 |
0.618 |
108-25 |
0.500 |
108-25 |
0.382 |
108-25 |
LOW |
108-25 |
0.618 |
108-25 |
1.000 |
108-25 |
1.618 |
108-25 |
2.618 |
108-25 |
4.250 |
108-25 |
|
|
Fisher Pivots for day following 03-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
108-25 |
108-23 |
PP |
108-25 |
108-20 |
S1 |
108-25 |
108-18 |
|