ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 08-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2006 |
08-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
109-09 |
109-05 |
-0-04 |
-0.1% |
108-11 |
High |
109-09 |
109-05 |
-0-04 |
-0.1% |
109-11 |
Low |
109-09 |
109-05 |
-0-04 |
-0.1% |
108-11 |
Close |
109-09 |
109-05 |
-0-04 |
-0.1% |
109-11 |
Range |
|
|
|
|
|
ATR |
0-09 |
0-09 |
0-00 |
-4.1% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-05 |
109-05 |
109-05 |
|
R3 |
109-05 |
109-05 |
109-05 |
|
R2 |
109-05 |
109-05 |
109-05 |
|
R1 |
109-05 |
109-05 |
109-05 |
109-05 |
PP |
109-05 |
109-05 |
109-05 |
109-05 |
S1 |
109-05 |
109-05 |
109-05 |
109-05 |
S2 |
109-05 |
109-05 |
109-05 |
|
S3 |
109-05 |
109-05 |
109-05 |
|
S4 |
109-05 |
109-05 |
109-05 |
|
|
Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-00 |
111-22 |
109-29 |
|
R3 |
111-00 |
110-22 |
109-20 |
|
R2 |
110-00 |
110-00 |
109-17 |
|
R1 |
109-22 |
109-22 |
109-14 |
109-27 |
PP |
109-00 |
109-00 |
109-00 |
109-03 |
S1 |
108-22 |
108-22 |
109-08 |
108-27 |
S2 |
108-00 |
108-00 |
109-05 |
|
S3 |
107-00 |
107-22 |
109-02 |
|
S4 |
106-00 |
106-22 |
108-25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-11 |
108-20 |
0-23 |
0.7% |
0-00 |
0.0% |
74% |
False |
False |
|
10 |
109-11 |
107-25 |
1-18 |
1.4% |
0-00 |
0.0% |
88% |
False |
False |
|
20 |
109-11 |
106-27 |
2-16 |
2.3% |
0-02 |
0.0% |
93% |
False |
False |
|
40 |
109-11 |
105-12 |
3-31 |
3.6% |
0-01 |
0.0% |
95% |
False |
False |
|
60 |
109-11 |
105-12 |
3-31 |
3.6% |
0-01 |
0.0% |
95% |
False |
False |
|
80 |
109-11 |
105-03 |
4-08 |
3.9% |
0-01 |
0.0% |
96% |
False |
False |
|
100 |
111-18 |
105-03 |
6-15 |
5.9% |
0-01 |
0.0% |
63% |
False |
False |
|
120 |
113-22 |
105-03 |
8-19 |
7.9% |
0-01 |
0.0% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-05 |
2.618 |
109-05 |
1.618 |
109-05 |
1.000 |
109-05 |
0.618 |
109-05 |
HIGH |
109-05 |
0.618 |
109-05 |
0.500 |
109-05 |
0.382 |
109-05 |
LOW |
109-05 |
0.618 |
109-05 |
1.000 |
109-05 |
1.618 |
109-05 |
2.618 |
109-05 |
4.250 |
109-05 |
|
|
Fisher Pivots for day following 08-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
109-05 |
109-08 |
PP |
109-05 |
109-07 |
S1 |
109-05 |
109-06 |
|