ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 21-Sep-2006
Day Change Summary
Previous Current
20-Sep-2006 21-Sep-2006 Change Change % Previous Week
Open 111-02 111-29 0-27 0.8% 110-04
High 111-02 111-29 0-27 0.8% 110-19
Low 111-02 111-29 0-27 0.8% 110-04
Close 111-02 111-29 0-27 0.8% 110-09
Range
ATR 0-09 0-11 0-01 13.5% 0-00
Volume 2 0 -2 -100.0% 0
Daily Pivots for day following 21-Sep-2006
Classic Woodie Camarilla DeMark
R4 111-29 111-29 111-29
R3 111-29 111-29 111-29
R2 111-29 111-29 111-29
R1 111-29 111-29 111-29 111-29
PP 111-29 111-29 111-29 111-29
S1 111-29 111-29 111-29 111-29
S2 111-29 111-29 111-29
S3 111-29 111-29 111-29
S4 111-29 111-29 111-29
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 111-24 111-15 110-17
R3 111-09 111-00 110-13
R2 110-26 110-26 110-12
R1 110-17 110-17 110-10 110-22
PP 110-11 110-11 110-11 110-13
S1 110-02 110-02 110-08 110-06
S2 109-28 109-28 110-06
S3 109-13 109-19 110-05
S4 108-30 109-04 110-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-29 110-03 1-26 1.6% 0-06 0.2% 100% True False
10 111-29 110-03 1-26 1.6% 0-03 0.1% 100% True False
20 111-29 110-01 1-28 1.7% 0-02 0.0% 100% True False
40 111-29 107-23 4-06 3.7% 0-01 0.0% 100% True False
60 111-29 105-06 6-23 6.0% 0-00 0.0% 100% True False
80 111-29 105-06 6-23 6.0% 0-00 0.0% 100% True False
100 111-29 105-03 6-26 6.1% 0-00 0.0% 100% True False
120 111-29 105-03 6-26 6.1% 0-00 0.0% 100% True False
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
4.250 111-29
2.618 111-29
1.618 111-29
1.000 111-29
0.618 111-29
HIGH 111-29
0.618 111-29
0.500 111-29
0.382 111-29
LOW 111-29
0.618 111-29
1.000 111-29
1.618 111-29
2.618 111-29
4.250 111-29
Fisher Pivots for day following 21-Sep-2006
Pivot 1 day 3 day
R1 111-29 111-22
PP 111-29 111-14
S1 111-29 111-07

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

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