ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 112-14 112-21 0-07 0.2% 112-21
High 112-30 112-21 -0-09 -0.2% 112-30
Low 112-14 112-04 -0-10 -0.3% 112-04
Close 112-31 112-04 -0-27 -0.7% 112-04
Range 0-16 0-17 0-01 6.3% 0-26
ATR 0-14 0-15 0-01 6.6% 0-00
Volume 57 48 -9 -15.8% 214
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 113-29 113-17 112-13
R3 113-12 113-00 112-09
R2 112-27 112-27 112-07
R1 112-15 112-15 112-06 112-12
PP 112-10 112-10 112-10 112-08
S1 111-30 111-30 112-02 111-28
S2 111-25 111-25 112-01
S3 111-08 111-13 111-31
S4 110-23 110-28 111-27
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 114-27 114-09 112-18
R3 114-01 113-15 112-11
R2 113-07 113-07 112-09
R1 112-21 112-21 112-06 112-17
PP 112-13 112-13 112-13 112-10
S1 111-27 111-27 112-02 111-23
S2 111-19 111-19 111-31
S3 110-25 111-01 111-29
S4 109-31 110-07 111-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-30 112-04 0-26 0.7% 0-11 0.3% 0% False True 42
10 114-00 112-04 1-28 1.7% 0-13 0.4% 0% False True 32
20 114-22 112-04 2-18 2.3% 0-11 0.3% 0% False True 27
40 114-22 111-17 3-05 2.8% 0-06 0.2% 19% False False 14
60 114-22 110-00 4-22 4.2% 0-06 0.2% 45% False False 10
80 114-22 110-00 4-22 4.2% 0-06 0.2% 45% False False 8
100 114-22 108-01 6-21 5.9% 0-05 0.1% 62% False False 6
120 114-22 106-20 8-02 7.2% 0-04 0.1% 68% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-29
2.618 114-02
1.618 113-17
1.000 113-06
0.618 113-00
HIGH 112-21
0.618 112-15
0.500 112-12
0.382 112-10
LOW 112-04
0.618 111-25
1.000 111-19
1.618 111-08
2.618 110-23
4.250 109-28
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 112-12 112-17
PP 112-10 112-13
S1 112-07 112-08

These figures are updated between 7pm and 10pm EST after a trading day.

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