ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 15-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2006 |
15-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
112-10 |
112-18 |
0-08 |
0.2% |
113-17 |
| High |
112-10 |
112-18 |
0-08 |
0.2% |
113-17 |
| Low |
112-10 |
112-18 |
0-08 |
0.2% |
112-24 |
| Close |
112-10 |
112-18 |
0-08 |
0.2% |
112-24 |
| Range |
|
|
|
|
|
| ATR |
0-10 |
0-10 |
0-00 |
-1.6% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-18 |
112-18 |
112-18 |
|
| R3 |
112-18 |
112-18 |
112-18 |
|
| R2 |
112-18 |
112-18 |
112-18 |
|
| R1 |
112-18 |
112-18 |
112-18 |
112-18 |
| PP |
112-18 |
112-18 |
112-18 |
112-18 |
| S1 |
112-18 |
112-18 |
112-18 |
112-18 |
| S2 |
112-18 |
112-18 |
112-18 |
|
| S3 |
112-18 |
112-18 |
112-18 |
|
| S4 |
112-18 |
112-18 |
112-18 |
|
|
| Weekly Pivots for week ending 10-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-11 |
114-27 |
113-06 |
|
| R3 |
114-18 |
114-02 |
112-31 |
|
| R2 |
113-25 |
113-25 |
112-29 |
|
| R1 |
113-09 |
113-09 |
112-26 |
113-04 |
| PP |
113-00 |
113-00 |
113-00 |
112-30 |
| S1 |
112-16 |
112-16 |
112-22 |
112-12 |
| S2 |
112-07 |
112-07 |
112-19 |
|
| S3 |
111-14 |
111-23 |
112-17 |
|
| S4 |
110-21 |
110-30 |
112-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-18 |
|
2.618 |
112-18 |
|
1.618 |
112-18 |
|
1.000 |
112-18 |
|
0.618 |
112-18 |
|
HIGH |
112-18 |
|
0.618 |
112-18 |
|
0.500 |
112-18 |
|
0.382 |
112-18 |
|
LOW |
112-18 |
|
0.618 |
112-18 |
|
1.000 |
112-18 |
|
1.618 |
112-18 |
|
2.618 |
112-18 |
|
4.250 |
112-18 |
|
|
| Fisher Pivots for day following 15-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
112-18 |
112-17 |
| PP |
112-18 |
112-16 |
| S1 |
112-18 |
112-16 |
|