ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 11-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2006 |
11-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
107-28 |
108-06 |
0-10 |
0.3% |
109-05 |
| High |
107-28 |
108-06 |
0-10 |
0.3% |
109-11 |
| Low |
107-28 |
108-06 |
0-10 |
0.3% |
107-28 |
| Close |
107-28 |
108-06 |
0-10 |
0.3% |
107-28 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-12 |
0-00 |
-1.4% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-06 |
108-06 |
108-06 |
|
| R3 |
108-06 |
108-06 |
108-06 |
|
| R2 |
108-06 |
108-06 |
108-06 |
|
| R1 |
108-06 |
108-06 |
108-06 |
108-06 |
| PP |
108-06 |
108-06 |
108-06 |
108-06 |
| S1 |
108-06 |
108-06 |
108-06 |
108-06 |
| S2 |
108-06 |
108-06 |
108-06 |
|
| S3 |
108-06 |
108-06 |
108-06 |
|
| S4 |
108-06 |
108-06 |
108-06 |
|
|
| Weekly Pivots for week ending 07-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-25 |
111-25 |
108-22 |
|
| R3 |
111-10 |
110-10 |
108-09 |
|
| R2 |
109-27 |
109-27 |
108-05 |
|
| R1 |
108-27 |
108-27 |
108-00 |
108-20 |
| PP |
108-12 |
108-12 |
108-12 |
108-08 |
| S1 |
107-12 |
107-12 |
107-24 |
107-04 |
| S2 |
106-29 |
106-29 |
107-19 |
|
| S3 |
105-14 |
105-29 |
107-15 |
|
| S4 |
103-31 |
104-14 |
107-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-06 |
|
2.618 |
108-06 |
|
1.618 |
108-06 |
|
1.000 |
108-06 |
|
0.618 |
108-06 |
|
HIGH |
108-06 |
|
0.618 |
108-06 |
|
0.500 |
108-06 |
|
0.382 |
108-06 |
|
LOW |
108-06 |
|
0.618 |
108-06 |
|
1.000 |
108-06 |
|
1.618 |
108-06 |
|
2.618 |
108-06 |
|
4.250 |
108-06 |
|
|
| Fisher Pivots for day following 11-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
108-06 |
108-04 |
| PP |
108-06 |
108-03 |
| S1 |
108-06 |
108-01 |
|