ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 17-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2006 |
17-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
109-16 |
109-14 |
-0-02 |
-0.1% |
109-09 |
High |
109-16 |
109-14 |
-0-02 |
-0.1% |
109-09 |
Low |
109-16 |
109-14 |
-0-02 |
-0.1% |
108-14 |
Close |
109-14 |
109-14 |
0-00 |
0.0% |
108-14 |
Range |
|
|
|
|
|
ATR |
0-11 |
0-10 |
-0-01 |
-7.1% |
0-00 |
Volume |
16 |
2 |
-14 |
-87.5% |
0 |
|
Daily Pivots for day following 17-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-14 |
109-14 |
109-14 |
|
R3 |
109-14 |
109-14 |
109-14 |
|
R2 |
109-14 |
109-14 |
109-14 |
|
R1 |
109-14 |
109-14 |
109-14 |
109-14 |
PP |
109-14 |
109-14 |
109-14 |
109-14 |
S1 |
109-14 |
109-14 |
109-14 |
109-14 |
S2 |
109-14 |
109-14 |
109-14 |
|
S3 |
109-14 |
109-14 |
109-14 |
|
S4 |
109-14 |
109-14 |
109-14 |
|
|
Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-08 |
110-22 |
108-29 |
|
R3 |
110-13 |
109-27 |
108-21 |
|
R2 |
109-18 |
109-18 |
108-19 |
|
R1 |
109-00 |
109-00 |
108-16 |
108-28 |
PP |
108-23 |
108-23 |
108-23 |
108-21 |
S1 |
108-05 |
108-05 |
108-12 |
108-00 |
S2 |
107-28 |
107-28 |
108-09 |
|
S3 |
107-01 |
107-10 |
108-07 |
|
S4 |
106-06 |
106-15 |
107-31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-16 |
108-03 |
1-13 |
1.3% |
0-01 |
0.0% |
96% |
False |
False |
6 |
10 |
109-16 |
108-03 |
1-13 |
1.3% |
0-01 |
0.0% |
96% |
False |
False |
3 |
20 |
109-16 |
107-18 |
1-30 |
1.8% |
0-00 |
0.0% |
97% |
False |
False |
1 |
40 |
109-16 |
105-12 |
4-04 |
3.8% |
0-01 |
0.0% |
98% |
False |
False |
1 |
60 |
109-16 |
105-12 |
4-04 |
3.8% |
0-01 |
0.0% |
98% |
False |
False |
|
80 |
109-16 |
105-03 |
4-13 |
4.0% |
0-01 |
0.0% |
99% |
False |
False |
|
100 |
110-11 |
105-03 |
5-08 |
4.8% |
0-01 |
0.0% |
83% |
False |
False |
|
120 |
113-18 |
105-03 |
8-15 |
7.7% |
0-01 |
0.0% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-14 |
2.618 |
109-14 |
1.618 |
109-14 |
1.000 |
109-14 |
0.618 |
109-14 |
HIGH |
109-14 |
0.618 |
109-14 |
0.500 |
109-14 |
0.382 |
109-14 |
LOW |
109-14 |
0.618 |
109-14 |
1.000 |
109-14 |
1.618 |
109-14 |
2.618 |
109-14 |
4.250 |
109-14 |
|
|
Fisher Pivots for day following 17-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
109-14 |
109-11 |
PP |
109-14 |
109-07 |
S1 |
109-14 |
109-04 |
|