ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 08-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2006 |
08-May-2006 |
Change |
Change % |
Previous Week |
| Open |
106-05 |
106-06 |
0-01 |
0.0% |
105-29 |
| High |
106-05 |
106-06 |
0-01 |
0.0% |
106-05 |
| Low |
106-05 |
106-06 |
0-01 |
0.0% |
105-22 |
| Close |
106-05 |
106-06 |
0-01 |
0.0% |
106-05 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-11 |
-0-01 |
-6.6% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-06 |
106-06 |
106-06 |
|
| R3 |
106-06 |
106-06 |
106-06 |
|
| R2 |
106-06 |
106-06 |
106-06 |
|
| R1 |
106-06 |
106-06 |
106-06 |
106-06 |
| PP |
106-06 |
106-06 |
106-06 |
106-06 |
| S1 |
106-06 |
106-06 |
106-06 |
106-06 |
| S2 |
106-06 |
106-06 |
106-06 |
|
| S3 |
106-06 |
106-06 |
106-06 |
|
| S4 |
106-06 |
106-06 |
106-06 |
|
|
| Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-13 |
107-08 |
106-13 |
|
| R3 |
106-30 |
106-25 |
106-09 |
|
| R2 |
106-15 |
106-15 |
106-08 |
|
| R1 |
106-10 |
106-10 |
106-06 |
106-12 |
| PP |
106-00 |
106-00 |
106-00 |
106-01 |
| S1 |
105-27 |
105-27 |
106-04 |
105-30 |
| S2 |
105-17 |
105-17 |
106-02 |
|
| S3 |
105-02 |
105-12 |
106-01 |
|
| S4 |
104-19 |
104-29 |
105-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-06 |
105-22 |
0-16 |
0.5% |
0-00 |
0.0% |
100% |
True |
False |
|
| 10 |
107-08 |
105-22 |
1-18 |
1.5% |
0-02 |
0.1% |
32% |
False |
False |
1 |
| 20 |
108-06 |
105-22 |
2-16 |
2.4% |
0-01 |
0.0% |
20% |
False |
False |
|
| 40 |
111-22 |
105-22 |
6-00 |
5.7% |
0-01 |
0.0% |
8% |
False |
False |
|
| 60 |
113-22 |
105-22 |
8-00 |
7.5% |
0-00 |
0.0% |
6% |
False |
False |
|
| 80 |
115-01 |
105-22 |
9-11 |
8.8% |
0-00 |
0.0% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-06 |
|
2.618 |
106-06 |
|
1.618 |
106-06 |
|
1.000 |
106-06 |
|
0.618 |
106-06 |
|
HIGH |
106-06 |
|
0.618 |
106-06 |
|
0.500 |
106-06 |
|
0.382 |
106-06 |
|
LOW |
106-06 |
|
0.618 |
106-06 |
|
1.000 |
106-06 |
|
1.618 |
106-06 |
|
2.618 |
106-06 |
|
4.250 |
106-06 |
|
|
| Fisher Pivots for day following 08-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
106-06 |
106-03 |
| PP |
106-06 |
106-01 |
| S1 |
106-06 |
105-30 |
|