ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 24-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2006 |
24-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
110-01 |
110-06 |
0-05 |
0.1% |
108-03 |
High |
110-01 |
110-06 |
0-05 |
0.1% |
109-25 |
Low |
110-01 |
110-06 |
0-05 |
0.1% |
108-03 |
Close |
110-01 |
110-06 |
0-05 |
0.1% |
109-25 |
Range |
|
|
|
|
|
ATR |
0-08 |
0-08 |
0-00 |
-2.9% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-06 |
110-06 |
110-06 |
|
R3 |
110-06 |
110-06 |
110-06 |
|
R2 |
110-06 |
110-06 |
110-06 |
|
R1 |
110-06 |
110-06 |
110-06 |
110-06 |
PP |
110-06 |
110-06 |
110-06 |
110-06 |
S1 |
110-06 |
110-06 |
110-06 |
110-06 |
S2 |
110-06 |
110-06 |
110-06 |
|
S3 |
110-06 |
110-06 |
110-06 |
|
S4 |
110-06 |
110-06 |
110-06 |
|
|
Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-09 |
113-23 |
110-23 |
|
R3 |
112-19 |
112-01 |
110-08 |
|
R2 |
110-29 |
110-29 |
110-03 |
|
R1 |
110-11 |
110-11 |
109-30 |
110-20 |
PP |
109-07 |
109-07 |
109-07 |
109-12 |
S1 |
108-21 |
108-21 |
109-20 |
108-30 |
S2 |
107-17 |
107-17 |
109-15 |
|
S3 |
105-27 |
106-31 |
109-10 |
|
S4 |
104-05 |
105-09 |
108-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-06 |
109-25 |
0-13 |
0.4% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
110-06 |
108-03 |
2-03 |
1.9% |
0-01 |
0.0% |
100% |
True |
False |
3 |
20 |
110-06 |
108-03 |
2-03 |
1.9% |
0-00 |
0.0% |
100% |
True |
False |
1 |
40 |
110-06 |
105-22 |
4-16 |
4.1% |
0-01 |
0.0% |
100% |
True |
False |
1 |
60 |
110-06 |
105-12 |
4-26 |
4.4% |
0-01 |
0.0% |
100% |
True |
False |
|
80 |
110-06 |
105-03 |
5-03 |
4.6% |
0-01 |
0.0% |
100% |
True |
False |
|
100 |
110-06 |
105-03 |
5-03 |
4.6% |
0-01 |
0.0% |
100% |
True |
False |
|
120 |
111-22 |
105-03 |
6-19 |
6.0% |
0-01 |
0.0% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-06 |
2.618 |
110-06 |
1.618 |
110-06 |
1.000 |
110-06 |
0.618 |
110-06 |
HIGH |
110-06 |
0.618 |
110-06 |
0.500 |
110-06 |
0.382 |
110-06 |
LOW |
110-06 |
0.618 |
110-06 |
1.000 |
110-06 |
1.618 |
110-06 |
2.618 |
110-06 |
4.250 |
110-06 |
|
|
Fisher Pivots for day following 24-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
110-06 |
110-05 |
PP |
110-06 |
110-04 |
S1 |
110-06 |
110-04 |
|