ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 29-Jun-2006
Day Change Summary
Previous Current
28-Jun-2006 29-Jun-2006 Change Change % Previous Week
Open 105-06 105-20 0-14 0.4% 106-16
High 105-06 105-20 0-14 0.4% 106-16
Low 105-06 105-20 0-14 0.4% 105-21
Close 105-06 105-20 0-14 0.4% 105-12
Range
ATR 0-10 0-10 0-00 3.1% 0-00
Volume
Daily Pivots for day following 29-Jun-2006
Classic Woodie Camarilla DeMark
R4 105-20 105-20 105-20
R3 105-20 105-20 105-20
R2 105-20 105-20 105-20
R1 105-20 105-20 105-20 105-20
PP 105-20 105-20 105-20 105-20
S1 105-20 105-20 105-20 105-20
S2 105-20 105-20 105-20
S3 105-20 105-20 105-20
S4 105-20 105-20 105-20
Weekly Pivots for week ending 23-Jun-2006
Classic Woodie Camarilla DeMark
R4 108-12 107-23 105-27
R3 107-17 106-28 105-19
R2 106-22 106-22 105-17
R1 106-01 106-01 105-14 105-30
PP 105-27 105-27 105-27 105-26
S1 105-06 105-06 105-10 105-03
S2 105-00 105-00 105-07
S3 104-05 104-11 105-05
S4 103-10 103-16 104-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-26 105-06 0-20 0.6% 0-00 0.0% 70% False False 2
10 106-16 105-06 1-10 1.2% 0-00 0.0% 33% False False 2
20 108-02 105-06 2-28 2.7% 0-00 0.0% 15% False False 3
40 108-02 105-03 2-31 2.8% 0-00 0.0% 18% False False 1
60 109-11 105-03 4-08 4.0% 0-00 0.0% 13% 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
4.250 105-20
2.618 105-20
1.618 105-20
1.000 105-20
0.618 105-20
HIGH 105-20
0.618 105-20
0.500 105-20
0.382 105-20
LOW 105-20
0.618 105-20
1.000 105-20
1.618 105-20
2.618 105-20
4.250 105-20
Fisher Pivots for day following 29-Jun-2006
Pivot 1 day 3 day
R1 105-20 105-18
PP 105-20 105-15
S1 105-20 105-13

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

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