ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 02-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2006 |
02-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
108-11 |
108-20 |
0-09 |
0.3% |
107-25 |
| High |
108-11 |
108-20 |
0-09 |
0.3% |
108-11 |
| Low |
108-11 |
108-20 |
0-09 |
0.3% |
107-18 |
| Close |
108-11 |
108-20 |
0-09 |
0.3% |
108-11 |
| Range |
|
|
|
|
|
| ATR |
0-10 |
0-10 |
0-00 |
-0.4% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-20 |
108-20 |
108-20 |
|
| R3 |
108-20 |
108-20 |
108-20 |
|
| R2 |
108-20 |
108-20 |
108-20 |
|
| R1 |
108-20 |
108-20 |
108-20 |
108-20 |
| PP |
108-20 |
108-20 |
108-20 |
108-20 |
| S1 |
108-20 |
108-20 |
108-20 |
108-20 |
| S2 |
108-20 |
108-20 |
108-20 |
|
| S3 |
108-20 |
108-20 |
108-20 |
|
| S4 |
108-20 |
108-20 |
108-20 |
|
|
| Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-14 |
110-05 |
108-25 |
|
| R3 |
109-21 |
109-12 |
108-18 |
|
| R2 |
108-28 |
108-28 |
108-16 |
|
| R1 |
108-19 |
108-19 |
108-13 |
108-24 |
| PP |
108-03 |
108-03 |
108-03 |
108-05 |
| S1 |
107-26 |
107-26 |
108-09 |
107-30 |
| S2 |
107-10 |
107-10 |
108-06 |
|
| S3 |
106-17 |
107-01 |
108-04 |
|
| S4 |
105-24 |
106-08 |
107-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-20 |
107-25 |
0-27 |
0.8% |
0-00 |
0.0% |
100% |
True |
False |
|
| 10 |
108-20 |
107-18 |
1-02 |
1.0% |
0-00 |
0.0% |
100% |
True |
False |
|
| 20 |
108-20 |
106-06 |
2-14 |
2.2% |
0-02 |
0.0% |
100% |
True |
False |
|
| 40 |
108-20 |
105-12 |
3-08 |
3.0% |
0-01 |
0.0% |
100% |
True |
False |
|
| 60 |
108-20 |
105-03 |
3-17 |
3.3% |
0-01 |
0.0% |
100% |
True |
False |
|
| 80 |
108-20 |
105-03 |
3-17 |
3.3% |
0-01 |
0.0% |
100% |
True |
False |
|
| 100 |
111-22 |
105-03 |
6-19 |
6.1% |
0-01 |
0.0% |
54% |
False |
False |
|
| 120 |
113-22 |
105-03 |
8-19 |
7.9% |
0-01 |
0.0% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-20 |
|
2.618 |
108-20 |
|
1.618 |
108-20 |
|
1.000 |
108-20 |
|
0.618 |
108-20 |
|
HIGH |
108-20 |
|
0.618 |
108-20 |
|
0.500 |
108-20 |
|
0.382 |
108-20 |
|
LOW |
108-20 |
|
0.618 |
108-20 |
|
1.000 |
108-20 |
|
1.618 |
108-20 |
|
2.618 |
108-20 |
|
4.250 |
108-20 |
|
|
| Fisher Pivots for day following 02-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
108-20 |
108-18 |
| PP |
108-20 |
108-17 |
| S1 |
108-20 |
108-16 |
|