ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 21-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2006 |
21-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
109-25 |
109-25 |
0-00 |
0.0% |
108-03 |
| High |
109-25 |
109-25 |
0-00 |
0.0% |
109-25 |
| Low |
109-25 |
109-25 |
0-00 |
0.0% |
108-03 |
| Close |
109-25 |
109-30 |
0-05 |
0.1% |
109-25 |
| Range |
|
|
|
|
|
| ATR |
0-10 |
0-09 |
-0-01 |
-7.1% |
0-00 |
| Volume |
2 |
1 |
-1 |
-50.0% |
32 |
|
| Daily Pivots for day following 21-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-27 |
109-28 |
109-30 |
|
| R3 |
109-27 |
109-28 |
109-30 |
|
| R2 |
109-27 |
109-27 |
109-30 |
|
| R1 |
109-28 |
109-28 |
109-30 |
109-28 |
| PP |
109-27 |
109-27 |
109-27 |
109-26 |
| S1 |
109-28 |
109-28 |
109-30 |
109-28 |
| S2 |
109-27 |
109-27 |
109-30 |
|
| S3 |
109-27 |
109-28 |
109-30 |
|
| S4 |
109-27 |
109-28 |
109-30 |
|
|
| Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-09 |
113-23 |
110-23 |
|
| R3 |
112-19 |
112-01 |
110-08 |
|
| R2 |
110-29 |
110-29 |
110-03 |
|
| R1 |
110-11 |
110-11 |
109-30 |
110-20 |
| PP |
109-07 |
109-07 |
109-07 |
109-12 |
| S1 |
108-21 |
108-21 |
109-20 |
108-30 |
| S2 |
107-17 |
107-17 |
109-15 |
|
| S3 |
105-27 |
106-31 |
109-10 |
|
| S4 |
104-05 |
105-09 |
108-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-25 |
108-24 |
1-01 |
0.9% |
0-01 |
0.0% |
115% |
True |
False |
6 |
| 10 |
109-25 |
108-03 |
1-22 |
1.5% |
0-01 |
0.0% |
109% |
True |
False |
3 |
| 20 |
109-25 |
107-18 |
2-07 |
2.0% |
0-00 |
0.0% |
107% |
True |
False |
1 |
| 40 |
109-25 |
105-12 |
4-13 |
4.0% |
0-01 |
0.0% |
104% |
True |
False |
1 |
| 60 |
109-25 |
105-12 |
4-13 |
4.0% |
0-01 |
0.0% |
104% |
True |
False |
|
| 80 |
109-25 |
105-03 |
4-22 |
4.3% |
0-01 |
0.0% |
103% |
True |
False |
|
| 100 |
109-25 |
105-03 |
4-22 |
4.3% |
0-01 |
0.0% |
103% |
True |
False |
|
| 120 |
112-11 |
105-03 |
7-08 |
6.6% |
0-01 |
0.0% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-25 |
|
2.618 |
109-25 |
|
1.618 |
109-25 |
|
1.000 |
109-25 |
|
0.618 |
109-25 |
|
HIGH |
109-25 |
|
0.618 |
109-25 |
|
0.500 |
109-25 |
|
0.382 |
109-25 |
|
LOW |
109-25 |
|
0.618 |
109-25 |
|
1.000 |
109-25 |
|
1.618 |
109-25 |
|
2.618 |
109-25 |
|
4.250 |
109-25 |
|
|
| Fisher Pivots for day following 21-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
109-28 |
109-26 |
| PP |
109-27 |
109-23 |
| S1 |
109-25 |
109-20 |
|