ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 06-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2006 |
06-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
107-07 |
107-17 |
0-10 |
0.3% |
106-12 |
| High |
107-07 |
107-17 |
0-10 |
0.3% |
107-13 |
| Low |
107-07 |
107-17 |
0-10 |
0.3% |
106-02 |
| Close |
107-07 |
107-17 |
0-10 |
0.3% |
107-13 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-12 |
0-00 |
-1.3% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-17 |
107-17 |
107-17 |
|
| R3 |
107-17 |
107-17 |
107-17 |
|
| R2 |
107-17 |
107-17 |
107-17 |
|
| R1 |
107-17 |
107-17 |
107-17 |
107-17 |
| PP |
107-17 |
107-17 |
107-17 |
107-17 |
| S1 |
107-17 |
107-17 |
107-17 |
107-17 |
| S2 |
107-17 |
107-17 |
107-17 |
|
| S3 |
107-17 |
107-17 |
107-17 |
|
| S4 |
107-17 |
107-17 |
107-17 |
|
|
| Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-00 |
110-17 |
108-05 |
|
| R3 |
109-21 |
109-06 |
107-25 |
|
| R2 |
108-10 |
108-10 |
107-21 |
|
| R1 |
107-27 |
107-27 |
107-17 |
108-02 |
| PP |
106-31 |
106-31 |
106-31 |
107-02 |
| S1 |
106-16 |
106-16 |
107-09 |
106-24 |
| S2 |
105-20 |
105-20 |
107-05 |
|
| S3 |
104-09 |
105-05 |
107-01 |
|
| S4 |
102-30 |
103-26 |
106-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-17 |
|
2.618 |
107-17 |
|
1.618 |
107-17 |
|
1.000 |
107-17 |
|
0.618 |
107-17 |
|
HIGH |
107-17 |
|
0.618 |
107-17 |
|
0.500 |
107-17 |
|
0.382 |
107-17 |
|
LOW |
107-17 |
|
0.618 |
107-17 |
|
1.000 |
107-17 |
|
1.618 |
107-17 |
|
2.618 |
107-17 |
|
4.250 |
107-17 |
|
|
| Fisher Pivots for day following 06-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
107-17 |
107-15 |
| PP |
107-17 |
107-14 |
| S1 |
107-17 |
107-12 |
|