ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 05-Oct-2006
Day Change Summary
Previous Current
04-Oct-2006 05-Oct-2006 Change Change % Previous Week
Open 112-28 113-07 0-11 0.3% 112-28
High 112-28 113-07 0-11 0.3% 113-15
Low 112-28 112-09 -0-19 -0.5% 112-09
Close 112-28 112-12 -0-16 -0.4% 112-09
Range 0-00 0-30 0-30 1-06
ATR 0-12 0-14 0-01 10.1% 0-00
Volume 0 2 2 12
Daily Pivots for day following 05-Oct-2006
Classic Woodie Camarilla DeMark
R4 115-14 114-27 112-28
R3 114-16 113-29 112-20
R2 113-18 113-18 112-18
R1 112-31 112-31 112-15 112-26
PP 112-20 112-20 112-20 112-17
S1 112-01 112-01 112-09 111-28
S2 111-22 111-22 112-06
S3 110-24 111-03 112-04
S4 109-26 110-05 111-28
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 116-08 115-14 112-30
R3 115-02 114-08 112-19
R2 113-28 113-28 112-16
R1 113-02 113-02 112-12 112-28
PP 112-22 112-22 112-22 112-18
S1 111-28 111-28 112-06 111-22
S2 111-16 111-16 112-02
S3 110-10 110-22 111-31
S4 109-04 109-16 111-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-07 111-26 1-13 1.3% 0-12 0.3% 40% True False 3
10 113-15 111-17 1-30 1.7% 0-12 0.3% 44% False False 3
20 113-15 110-03 3-12 3.0% 0-08 0.2% 68% False False 2
40 113-15 108-01 5-14 4.8% 0-04 0.1% 80% False False 1
60 113-15 106-25 6-22 6.0% 0-03 0.1% 84% False False
80 113-15 105-06 8-09 7.4% 0-02 0.1% 87% False False
100 113-15 105-06 8-09 7.4% 0-02 0.0% 87% False False 1
120 113-15 105-03 8-12 7.5% 0-01 0.0% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-06
2.618 115-22
1.618 114-24
1.000 114-05
0.618 113-26
HIGH 113-07
0.618 112-28
0.500 112-24
0.382 112-20
LOW 112-09
0.618 111-22
1.000 111-11
1.618 110-24
2.618 109-26
4.250 108-10
Fisher Pivots for day following 05-Oct-2006
Pivot 1 day 3 day
R1 112-24 112-24
PP 112-20 112-20
S1 112-16 112-16

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

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