ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 17-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2006 |
17-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
111-22 |
111-11 |
-0-11 |
-0.3% |
110-17 |
| High |
111-22 |
111-11 |
-0-11 |
-0.3% |
111-22 |
| Low |
111-22 |
111-11 |
-0-11 |
-0.3% |
110-17 |
| Close |
111-22 |
111-11 |
-0-11 |
-0.3% |
111-11 |
| Range |
|
|
|
|
|
| ATR |
0-13 |
0-13 |
0-00 |
-1.0% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-11 |
111-11 |
111-11 |
|
| R3 |
111-11 |
111-11 |
111-11 |
|
| R2 |
111-11 |
111-11 |
111-11 |
|
| R1 |
111-11 |
111-11 |
111-11 |
111-11 |
| PP |
111-11 |
111-11 |
111-11 |
111-11 |
| S1 |
111-11 |
111-11 |
111-11 |
111-11 |
| S2 |
111-11 |
111-11 |
111-11 |
|
| S3 |
111-11 |
111-11 |
111-11 |
|
| S4 |
111-11 |
111-11 |
111-11 |
|
|
| Weekly Pivots for week ending 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-21 |
114-05 |
111-31 |
|
| R3 |
113-16 |
113-00 |
111-21 |
|
| R2 |
112-11 |
112-11 |
111-18 |
|
| R1 |
111-27 |
111-27 |
111-14 |
112-03 |
| PP |
111-06 |
111-06 |
111-06 |
111-10 |
| S1 |
110-22 |
110-22 |
111-08 |
110-30 |
| S2 |
110-01 |
110-01 |
111-04 |
|
| S3 |
108-28 |
109-17 |
111-01 |
|
| S4 |
107-23 |
108-12 |
110-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-11 |
|
2.618 |
111-11 |
|
1.618 |
111-11 |
|
1.000 |
111-11 |
|
0.618 |
111-11 |
|
HIGH |
111-11 |
|
0.618 |
111-11 |
|
0.500 |
111-11 |
|
0.382 |
111-11 |
|
LOW |
111-11 |
|
0.618 |
111-11 |
|
1.000 |
111-11 |
|
1.618 |
111-11 |
|
2.618 |
111-11 |
|
4.250 |
111-11 |
|
|
| Fisher Pivots for day following 17-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
111-11 |
111-10 |
| PP |
111-11 |
111-09 |
| S1 |
111-11 |
111-08 |
|