ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 14-Jun-2006
Day Change Summary
Previous Current
13-Jun-2006 14-Jun-2006 Change Change % Previous Week
Open 108-02 107-06 -0-28 -0.8% 107-07
High 108-02 107-06 -0-28 -0.8% 107-25
Low 108-02 107-06 -0-28 -0.8% 107-07
Close 108-02 107-06 -0-28 -0.8% 107-25
Range
ATR 0-10 0-11 0-01 12.6% 0-00
Volume
Daily Pivots for day following 14-Jun-2006
Classic Woodie Camarilla DeMark
R4 107-06 107-06 107-06
R3 107-06 107-06 107-06
R2 107-06 107-06 107-06
R1 107-06 107-06 107-06 107-06
PP 107-06 107-06 107-06 107-06
S1 107-06 107-06 107-06 107-06
S2 107-06 107-06 107-06
S3 107-06 107-06 107-06
S4 107-06 107-06 107-06
Weekly Pivots for week ending 09-Jun-2006
Classic Woodie Camarilla DeMark
R4 109-09 109-03 108-03
R3 108-23 108-17 107-30
R2 108-05 108-05 107-28
R1 107-31 107-31 107-27 108-02
PP 107-19 107-19 107-19 107-20
S1 107-13 107-13 107-23 107-16
S2 107-01 107-01 107-22
S3 106-15 106-27 107-20
S4 105-29 106-09 107-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-02 107-06 0-28 0.8% 0-01 0.0% 0% False True 8
10 108-02 106-03 1-31 1.8% 0-00 0.0% 56% False False 4
20 108-02 105-13 2-21 2.5% 0-00 0.0% 67% False False 2
40 108-02 105-03 2-31 2.8% 0-00 0.0% 71% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0-00
Fibonacci Retracements and Extensions
4.250 107-06
2.618 107-06
1.618 107-06
1.000 107-06
0.618 107-06
HIGH 107-06
0.618 107-06
0.500 107-06
0.382 107-06
LOW 107-06
0.618 107-06
1.000 107-06
1.618 107-06
2.618 107-06
4.250 107-06
Fisher Pivots for day following 14-Jun-2006
Pivot 1 day 3 day
R1 107-06 107-20
PP 107-06 107-15
S1 107-06 107-11

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

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