ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 05-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2006 |
05-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
107-13 |
107-07 |
-0-06 |
-0.2% |
106-12 |
| High |
107-13 |
107-07 |
-0-06 |
-0.2% |
107-13 |
| Low |
107-13 |
107-07 |
-0-06 |
-0.2% |
106-02 |
| Close |
107-13 |
107-07 |
-0-06 |
-0.2% |
107-13 |
| Range |
|
|
|
|
|
| ATR |
0-13 |
0-13 |
-0-01 |
-3.9% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-07 |
107-07 |
107-07 |
|
| R3 |
107-07 |
107-07 |
107-07 |
|
| R2 |
107-07 |
107-07 |
107-07 |
|
| R1 |
107-07 |
107-07 |
107-07 |
107-07 |
| PP |
107-07 |
107-07 |
107-07 |
107-07 |
| S1 |
107-07 |
107-07 |
107-07 |
107-07 |
| S2 |
107-07 |
107-07 |
107-07 |
|
| S3 |
107-07 |
107-07 |
107-07 |
|
| S4 |
107-07 |
107-07 |
107-07 |
|
|
| Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-00 |
110-17 |
108-05 |
|
| R3 |
109-21 |
109-06 |
107-25 |
|
| R2 |
108-10 |
108-10 |
107-21 |
|
| R1 |
107-27 |
107-27 |
107-17 |
108-02 |
| PP |
106-31 |
106-31 |
106-31 |
107-02 |
| S1 |
106-16 |
106-16 |
107-09 |
106-24 |
| S2 |
105-20 |
105-20 |
107-05 |
|
| S3 |
104-09 |
105-05 |
107-01 |
|
| S4 |
102-30 |
103-26 |
106-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-13 |
106-02 |
1-11 |
1.3% |
0-00 |
0.0% |
86% |
False |
False |
|
| 10 |
107-13 |
106-02 |
1-11 |
1.3% |
0-02 |
0.1% |
86% |
False |
False |
1 |
| 20 |
107-13 |
105-03 |
2-10 |
2.2% |
0-01 |
0.0% |
92% |
False |
False |
|
| 40 |
108-06 |
105-03 |
3-03 |
2.9% |
0-01 |
0.0% |
69% |
False |
False |
|
| 60 |
111-22 |
105-03 |
6-19 |
6.1% |
0-01 |
0.0% |
32% |
False |
False |
|
| 80 |
113-22 |
105-03 |
8-19 |
8.0% |
0-01 |
0.0% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-07 |
|
2.618 |
107-07 |
|
1.618 |
107-07 |
|
1.000 |
107-07 |
|
0.618 |
107-07 |
|
HIGH |
107-07 |
|
0.618 |
107-07 |
|
0.500 |
107-07 |
|
0.382 |
107-07 |
|
LOW |
107-07 |
|
0.618 |
107-07 |
|
1.000 |
107-07 |
|
1.618 |
107-07 |
|
2.618 |
107-07 |
|
4.250 |
107-07 |
|
|
| Fisher Pivots for day following 05-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
107-07 |
107-02 |
| PP |
107-07 |
106-29 |
| S1 |
107-07 |
106-24 |
|