ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 03-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2006 |
03-May-2006 |
Change |
Change % |
Previous Week |
| Open |
106-04 |
105-22 |
-0-14 |
-0.4% |
107-23 |
| High |
106-04 |
105-22 |
-0-14 |
-0.4% |
107-23 |
| Low |
106-04 |
105-22 |
-0-14 |
-0.4% |
106-15 |
| Close |
106-04 |
105-22 |
-0-14 |
-0.4% |
106-18 |
| Range |
|
|
|
|
|
| ATR |
0-13 |
0-13 |
0-00 |
0.6% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-22 |
105-22 |
105-22 |
|
| R3 |
105-22 |
105-22 |
105-22 |
|
| R2 |
105-22 |
105-22 |
105-22 |
|
| R1 |
105-22 |
105-22 |
105-22 |
105-22 |
| PP |
105-22 |
105-22 |
105-22 |
105-22 |
| S1 |
105-22 |
105-22 |
105-22 |
105-22 |
| S2 |
105-22 |
105-22 |
105-22 |
|
| S3 |
105-22 |
105-22 |
105-22 |
|
| S4 |
105-22 |
105-22 |
105-22 |
|
|
| Weekly Pivots for week ending 28-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-21 |
109-28 |
107-08 |
|
| R3 |
109-13 |
108-20 |
106-29 |
|
| R2 |
108-05 |
108-05 |
106-25 |
|
| R1 |
107-12 |
107-12 |
106-22 |
107-04 |
| PP |
106-29 |
106-29 |
106-29 |
106-26 |
| S1 |
106-04 |
106-04 |
106-14 |
105-28 |
| S2 |
105-21 |
105-21 |
106-11 |
|
| S3 |
104-13 |
104-28 |
106-07 |
|
| S4 |
103-05 |
103-20 |
105-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105-22 |
|
2.618 |
105-22 |
|
1.618 |
105-22 |
|
1.000 |
105-22 |
|
0.618 |
105-22 |
|
HIGH |
105-22 |
|
0.618 |
105-22 |
|
0.500 |
105-22 |
|
0.382 |
105-22 |
|
LOW |
105-22 |
|
0.618 |
105-22 |
|
1.000 |
105-22 |
|
1.618 |
105-22 |
|
2.618 |
105-22 |
|
4.250 |
105-22 |
|
|
| Fisher Pivots for day following 03-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
105-22 |
105-29 |
| PP |
105-22 |
105-27 |
| S1 |
105-22 |
105-24 |
|