ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 05-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2006 |
05-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
106-10 |
105-16 |
-0-26 |
-0.8% |
105-08 |
| High |
106-10 |
105-16 |
-0-26 |
-0.8% |
106-14 |
| Low |
106-10 |
105-16 |
-0-26 |
-0.8% |
105-06 |
| Close |
106-10 |
105-16 |
-0-26 |
-0.8% |
106-14 |
| Range |
|
|
|
|
|
| ATR |
0-11 |
0-12 |
0-01 |
10.3% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-16 |
105-16 |
105-16 |
|
| R3 |
105-16 |
105-16 |
105-16 |
|
| R2 |
105-16 |
105-16 |
105-16 |
|
| R1 |
105-16 |
105-16 |
105-16 |
105-16 |
| PP |
105-16 |
105-16 |
105-16 |
105-16 |
| S1 |
105-16 |
105-16 |
105-16 |
105-16 |
| S2 |
105-16 |
105-16 |
105-16 |
|
| S3 |
105-16 |
105-16 |
105-16 |
|
| S4 |
105-16 |
105-16 |
105-16 |
|
|
| Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-25 |
109-11 |
107-04 |
|
| R3 |
108-17 |
108-03 |
106-25 |
|
| R2 |
107-09 |
107-09 |
106-21 |
|
| R1 |
106-27 |
106-27 |
106-18 |
107-02 |
| PP |
106-01 |
106-01 |
106-01 |
106-04 |
| S1 |
105-19 |
105-19 |
106-10 |
105-26 |
| S2 |
104-25 |
104-25 |
106-07 |
|
| S3 |
103-17 |
104-11 |
106-03 |
|
| S4 |
102-09 |
103-03 |
105-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105-16 |
|
2.618 |
105-16 |
|
1.618 |
105-16 |
|
1.000 |
105-16 |
|
0.618 |
105-16 |
|
HIGH |
105-16 |
|
0.618 |
105-16 |
|
0.500 |
105-16 |
|
0.382 |
105-16 |
|
LOW |
105-16 |
|
0.618 |
105-16 |
|
1.000 |
105-16 |
|
1.618 |
105-16 |
|
2.618 |
105-16 |
|
4.250 |
105-16 |
|
|
| Fisher Pivots for day following 05-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
105-16 |
105-31 |
| PP |
105-16 |
105-26 |
| S1 |
105-16 |
105-21 |
|