ECBOT 30 Year Treasury Bond Future June 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 |
109-07 |
109-03 |
-0-04 |
-0.1% |
108-09 |
| High |
109-07 |
109-03 |
-0-04 |
-0.1% |
109-09 |
| Low |
109-07 |
109-03 |
-0-04 |
-0.1% |
108-09 |
| Close |
109-07 |
109-03 |
-0-04 |
-0.1% |
109-09 |
| Range |
|
|
|
|
|
| ATR |
0-09 |
0-08 |
0-00 |
-3.8% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-03 |
109-03 |
109-03 |
|
| R3 |
109-03 |
109-03 |
109-03 |
|
| R2 |
109-03 |
109-03 |
109-03 |
|
| R1 |
109-03 |
109-03 |
109-03 |
109-03 |
| PP |
109-03 |
109-03 |
109-03 |
109-03 |
| S1 |
109-03 |
109-03 |
109-03 |
109-03 |
| S2 |
109-03 |
109-03 |
109-03 |
|
| S3 |
109-03 |
109-03 |
109-03 |
|
| S4 |
109-03 |
109-03 |
109-03 |
|
|
| Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-30 |
111-20 |
109-27 |
|
| R3 |
110-30 |
110-20 |
109-18 |
|
| R2 |
109-30 |
109-30 |
109-15 |
|
| R1 |
109-20 |
109-20 |
109-12 |
109-25 |
| PP |
108-30 |
108-30 |
108-30 |
109-01 |
| S1 |
108-20 |
108-20 |
109-06 |
108-25 |
| S2 |
107-30 |
107-30 |
109-03 |
|
| S3 |
106-30 |
107-20 |
109-00 |
|
| S4 |
105-30 |
106-20 |
108-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-09 |
108-18 |
0-23 |
0.7% |
0-00 |
0.0% |
74% |
False |
False |
|
| 10 |
109-09 |
107-23 |
1-18 |
1.4% |
0-00 |
0.0% |
88% |
False |
False |
|
| 20 |
109-09 |
106-25 |
2-16 |
2.3% |
0-00 |
0.0% |
93% |
False |
False |
|
| 40 |
109-09 |
105-06 |
4-03 |
3.8% |
0-00 |
0.0% |
95% |
False |
False |
|
| 60 |
109-09 |
105-06 |
4-03 |
3.8% |
0-00 |
0.0% |
95% |
False |
False |
1 |
| 80 |
109-09 |
105-03 |
4-06 |
3.8% |
0-00 |
0.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-03 |
|
2.618 |
109-03 |
|
1.618 |
109-03 |
|
1.000 |
109-03 |
|
0.618 |
109-03 |
|
HIGH |
109-03 |
|
0.618 |
109-03 |
|
0.500 |
109-03 |
|
0.382 |
109-03 |
|
LOW |
109-03 |
|
0.618 |
109-03 |
|
1.000 |
109-03 |
|
1.618 |
109-03 |
|
2.618 |
109-03 |
|
4.250 |
109-03 |
|
|
| Fisher Pivots for day following 08-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
109-03 |
109-06 |
| PP |
109-03 |
109-05 |
| S1 |
109-03 |
109-04 |
|