ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 06-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2006 |
06-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
105-22 |
106-06 |
0-16 |
0.5% |
105-14 |
| High |
105-22 |
106-06 |
0-16 |
0.5% |
106-20 |
| Low |
105-22 |
106-06 |
0-16 |
0.5% |
105-12 |
| Close |
105-22 |
106-06 |
0-16 |
0.5% |
106-20 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-12 |
0-00 |
2.3% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-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 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-31 |
109-17 |
107-10 |
|
| R3 |
108-23 |
108-09 |
106-31 |
|
| R2 |
107-15 |
107-15 |
106-27 |
|
| R1 |
107-01 |
107-01 |
106-24 |
107-08 |
| PP |
106-07 |
106-07 |
106-07 |
106-10 |
| S1 |
105-25 |
105-25 |
106-16 |
106-00 |
| S2 |
104-31 |
104-31 |
106-13 |
|
| S3 |
103-23 |
104-17 |
106-09 |
|
| S4 |
102-15 |
103-09 |
105-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-20 |
105-22 |
0-30 |
0.9% |
0-00 |
0.0% |
53% |
False |
False |
|
| 10 |
106-20 |
105-12 |
1-08 |
1.2% |
0-00 |
0.0% |
65% |
False |
False |
|
| 20 |
108-08 |
105-12 |
2-28 |
2.7% |
0-00 |
0.0% |
28% |
False |
False |
|
| 40 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
35% |
False |
False |
|
| 60 |
108-08 |
105-03 |
3-05 |
3.0% |
0-01 |
0.0% |
35% |
False |
False |
|
| 80 |
111-22 |
105-03 |
6-19 |
6.2% |
0-01 |
0.0% |
17% |
False |
False |
|
| 100 |
113-22 |
105-03 |
8-19 |
8.1% |
0-00 |
0.0% |
13% |
False |
False |
|
| 120 |
115-01 |
105-03 |
9-30 |
9.4% |
0-00 |
0.0% |
11% |
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 06-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
106-06 |
106-05 |
| PP |
106-06 |
106-04 |
| S1 |
106-06 |
106-03 |
|