ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 28-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2006 |
28-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
110-09 |
110-09 |
0-00 |
0.0% |
109-25 |
| High |
110-09 |
110-09 |
0-00 |
0.0% |
110-09 |
| Low |
110-09 |
110-09 |
0-00 |
0.0% |
109-25 |
| Close |
110-09 |
110-09 |
0-00 |
0.0% |
110-09 |
| Range |
|
|
|
|
|
| ATR |
0-08 |
0-07 |
-0-01 |
-7.1% |
0-00 |
| Volume |
0 |
5 |
5 |
|
2 |
|
| Daily Pivots for day following 28-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-09 |
110-09 |
110-09 |
|
| R3 |
110-09 |
110-09 |
110-09 |
|
| R2 |
110-09 |
110-09 |
110-09 |
|
| R1 |
110-09 |
110-09 |
110-09 |
110-09 |
| PP |
110-09 |
110-09 |
110-09 |
110-09 |
| S1 |
110-09 |
110-09 |
110-09 |
110-09 |
| S2 |
110-09 |
110-09 |
110-09 |
|
| S3 |
110-09 |
110-09 |
110-09 |
|
| S4 |
110-09 |
110-09 |
110-09 |
|
|
| Weekly Pivots for week ending 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-20 |
111-14 |
110-18 |
|
| R3 |
111-04 |
110-30 |
110-13 |
|
| R2 |
110-20 |
110-20 |
110-12 |
|
| R1 |
110-14 |
110-14 |
110-10 |
110-17 |
| PP |
110-04 |
110-04 |
110-04 |
110-05 |
| S1 |
109-30 |
109-30 |
110-08 |
110-01 |
| S2 |
109-20 |
109-20 |
110-06 |
|
| S3 |
109-04 |
109-14 |
110-05 |
|
| S4 |
108-20 |
108-30 |
110-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-09 |
110-01 |
0-08 |
0.2% |
0-00 |
0.0% |
100% |
True |
False |
1 |
| 10 |
110-09 |
108-24 |
1-17 |
1.4% |
0-01 |
0.0% |
100% |
True |
False |
3 |
| 20 |
110-09 |
108-03 |
2-06 |
2.0% |
0-00 |
0.0% |
100% |
True |
False |
1 |
| 40 |
110-09 |
105-22 |
4-19 |
4.2% |
0-01 |
0.0% |
100% |
True |
False |
1 |
| 60 |
110-09 |
105-12 |
4-29 |
4.4% |
0-01 |
0.0% |
100% |
True |
False |
|
| 80 |
110-09 |
105-03 |
5-06 |
4.7% |
0-01 |
0.0% |
100% |
True |
False |
|
| 100 |
110-09 |
105-03 |
5-06 |
4.7% |
0-01 |
0.0% |
100% |
True |
False |
|
| 120 |
111-22 |
105-03 |
6-19 |
6.0% |
0-01 |
0.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-09 |
|
2.618 |
110-09 |
|
1.618 |
110-09 |
|
1.000 |
110-09 |
|
0.618 |
110-09 |
|
HIGH |
110-09 |
|
0.618 |
110-09 |
|
0.500 |
110-09 |
|
0.382 |
110-09 |
|
LOW |
110-09 |
|
0.618 |
110-09 |
|
1.000 |
110-09 |
|
1.618 |
110-09 |
|
2.618 |
110-09 |
|
4.250 |
110-09 |
|
|
| Fisher Pivots for day following 28-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
110-09 |
110-08 |
| PP |
110-09 |
110-08 |
| S1 |
110-09 |
110-08 |
|