ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 16-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2006 |
16-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
106-28 |
106-17 |
-0-11 |
-0.3% |
108-00 |
| High |
106-28 |
106-17 |
-0-11 |
-0.3% |
108-08 |
| Low |
106-28 |
106-17 |
-0-11 |
-0.3% |
106-17 |
| Close |
106-28 |
106-17 |
-0-11 |
-0.3% |
106-17 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-12 |
0-00 |
-0.7% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-17 |
106-17 |
106-17 |
|
| R3 |
106-17 |
106-17 |
106-17 |
|
| R2 |
106-17 |
106-17 |
106-17 |
|
| R1 |
106-17 |
106-17 |
106-17 |
106-17 |
| PP |
106-17 |
106-17 |
106-17 |
106-17 |
| S1 |
106-17 |
106-17 |
106-17 |
106-17 |
| S2 |
106-17 |
106-17 |
106-17 |
|
| S3 |
106-17 |
106-17 |
106-17 |
|
| S4 |
106-17 |
106-17 |
106-17 |
|
|
| Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-08 |
111-04 |
107-15 |
|
| R3 |
110-17 |
109-13 |
107-00 |
|
| R2 |
108-26 |
108-26 |
106-27 |
|
| R1 |
107-22 |
107-22 |
106-22 |
107-12 |
| PP |
107-03 |
107-03 |
107-03 |
106-31 |
| S1 |
105-31 |
105-31 |
106-12 |
105-22 |
| S2 |
105-12 |
105-12 |
106-07 |
|
| S3 |
103-21 |
104-08 |
106-02 |
|
| S4 |
101-30 |
102-17 |
105-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-08 |
106-17 |
1-23 |
1.6% |
0-00 |
0.0% |
0% |
False |
True |
|
| 10 |
108-08 |
106-17 |
1-23 |
1.6% |
0-00 |
0.0% |
0% |
False |
True |
|
| 20 |
108-08 |
106-02 |
2-06 |
2.1% |
0-01 |
0.0% |
21% |
False |
False |
|
| 40 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
46% |
False |
False |
|
| 60 |
111-17 |
105-03 |
6-14 |
6.0% |
0-01 |
0.0% |
22% |
False |
False |
|
| 80 |
113-18 |
105-03 |
8-15 |
7.9% |
0-01 |
0.0% |
17% |
False |
False |
|
| 100 |
113-22 |
105-03 |
8-19 |
8.1% |
0-00 |
0.0% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-17 |
|
2.618 |
106-17 |
|
1.618 |
106-17 |
|
1.000 |
106-17 |
|
0.618 |
106-17 |
|
HIGH |
106-17 |
|
0.618 |
106-17 |
|
0.500 |
106-17 |
|
0.382 |
106-17 |
|
LOW |
106-17 |
|
0.618 |
106-17 |
|
1.000 |
106-17 |
|
1.618 |
106-17 |
|
2.618 |
106-17 |
|
4.250 |
106-17 |
|
|
| Fisher Pivots for day following 16-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
106-17 |
106-30 |
| PP |
106-17 |
106-26 |
| S1 |
106-17 |
106-22 |
|