ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 10-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2006 |
10-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
108-31 |
108-26 |
-0-05 |
-0.1% |
108-11 |
| High |
108-31 |
108-26 |
-0-05 |
-0.1% |
109-11 |
| Low |
108-31 |
108-26 |
-0-05 |
-0.1% |
108-11 |
| Close |
108-31 |
108-26 |
-0-05 |
-0.1% |
109-11 |
| Range |
|
|
|
|
|
| ATR |
0-09 |
0-08 |
0-00 |
-3.0% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-26 |
108-26 |
108-26 |
|
| R3 |
108-26 |
108-26 |
108-26 |
|
| R2 |
108-26 |
108-26 |
108-26 |
|
| R1 |
108-26 |
108-26 |
108-26 |
108-26 |
| PP |
108-26 |
108-26 |
108-26 |
108-26 |
| S1 |
108-26 |
108-26 |
108-26 |
108-26 |
| S2 |
108-26 |
108-26 |
108-26 |
|
| S3 |
108-26 |
108-26 |
108-26 |
|
| S4 |
108-26 |
108-26 |
108-26 |
|
|
| Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-00 |
111-22 |
109-29 |
|
| R3 |
111-00 |
110-22 |
109-20 |
|
| R2 |
110-00 |
110-00 |
109-17 |
|
| R1 |
109-22 |
109-22 |
109-14 |
109-27 |
| PP |
109-00 |
109-00 |
109-00 |
109-03 |
| S1 |
108-22 |
108-22 |
109-08 |
108-27 |
| S2 |
108-00 |
108-00 |
109-05 |
|
| S3 |
107-00 |
107-22 |
109-02 |
|
| S4 |
106-00 |
106-22 |
108-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-11 |
108-26 |
0-17 |
0.5% |
0-00 |
0.0% |
0% |
False |
True |
|
| 10 |
109-11 |
108-11 |
1-00 |
0.9% |
0-00 |
0.0% |
47% |
False |
False |
|
| 20 |
109-11 |
106-27 |
2-16 |
2.3% |
0-02 |
0.0% |
79% |
False |
False |
|
| 40 |
109-11 |
105-12 |
3-31 |
3.6% |
0-01 |
0.0% |
87% |
False |
False |
|
| 60 |
109-11 |
105-12 |
3-31 |
3.6% |
0-01 |
0.0% |
87% |
False |
False |
|
| 80 |
109-11 |
105-03 |
4-08 |
3.9% |
0-01 |
0.0% |
88% |
False |
False |
|
| 100 |
111-17 |
105-03 |
6-14 |
5.9% |
0-01 |
0.0% |
58% |
False |
False |
|
| 120 |
113-22 |
105-03 |
8-19 |
7.9% |
0-01 |
0.0% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-26 |
|
2.618 |
108-26 |
|
1.618 |
108-26 |
|
1.000 |
108-26 |
|
0.618 |
108-26 |
|
HIGH |
108-26 |
|
0.618 |
108-26 |
|
0.500 |
108-26 |
|
0.382 |
108-26 |
|
LOW |
108-26 |
|
0.618 |
108-26 |
|
1.000 |
108-26 |
|
1.618 |
108-26 |
|
2.618 |
108-26 |
|
4.250 |
108-26 |
|
|
| Fisher Pivots for day following 10-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
108-26 |
109-00 |
| PP |
108-26 |
108-30 |
| S1 |
108-26 |
108-28 |
|