ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 15-Aug-2006
Day Change Summary
Previous Current
14-Aug-2006 15-Aug-2006 Change Change % Previous Week
Open 108-03 108-24 0-21 0.6% 109-09
High 108-03 108-30 0-27 0.8% 109-09
Low 108-03 108-24 0-21 0.6% 108-14
Close 108-03 108-28 0-25 0.7% 108-14
Range 0-00 0-06 0-06 0-27
ATR 0-09 0-10 0-01 14.6% 0-00
Volume 0 12 12 0
Daily Pivots for day following 15-Aug-2006
Classic Woodie Camarilla DeMark
R4 109-13 109-11 108-31
R3 109-07 109-05 108-30
R2 109-01 109-01 108-29
R1 108-31 108-31 108-29 109-00
PP 108-27 108-27 108-27 108-28
S1 108-25 108-25 108-27 108-26
S2 108-21 108-21 108-27
S3 108-15 108-19 108-26
S4 108-09 108-13 108-25
Weekly Pivots for week ending 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 111-08 110-22 108-29
R3 110-13 109-27 108-21
R2 109-18 109-18 108-19
R1 109-00 109-00 108-16 108-28
PP 108-23 108-23 108-23 108-21
S1 108-05 108-05 108-12 108-00
S2 107-28 107-28 108-09
S3 107-01 107-10 108-07
S4 106-06 106-15 107-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-31 108-03 0-28 0.8% 0-01 0.0% 89% False False 2
10 109-11 108-03 1-08 1.1% 0-01 0.0% 63% False False 1
20 109-11 107-18 1-25 1.6% 0-00 0.0% 74% False False
40 109-11 105-12 3-31 3.6% 0-01 0.0% 88% False False
60 109-11 105-12 3-31 3.6% 0-01 0.0% 88% False False
80 109-11 105-03 4-08 3.9% 0-01 0.0% 89% False False
100 111-17 105-03 6-14 5.9% 0-01 0.0% 59% False False
120 113-18 105-03 8-15 7.8% 0-01 0.0% 45% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 109-24
2.618 109-14
1.618 109-08
1.000 109-04
0.618 109-02
HIGH 108-30
0.618 108-28
0.500 108-27
0.382 108-26
LOW 108-24
0.618 108-20
1.000 108-18
1.618 108-14
2.618 108-08
4.250 107-30
Fisher Pivots for day following 15-Aug-2006
Pivot 1 day 3 day
R1 108-28 108-24
PP 108-27 108-20
S1 108-27 108-16

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

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