ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 10-Oct-2006
Day Change Summary
Previous Current
09-Oct-2006 10-Oct-2006 Change Change % Previous Week
Open 111-13 111-16 0-03 0.1% 111-26
High 111-13 111-16 0-03 0.1% 113-07
Low 111-13 110-18 -0-27 -0.8% 111-18
Close 111-13 110-28 -0-17 -0.5% 111-13
Range 0-00 0-30 0-30 1-21
ATR 0-14 0-15 0-01 8.4% 0-00
Volume 6 4 -2 -33.3% 24
Daily Pivots for day following 10-Oct-2006
Classic Woodie Camarilla DeMark
R4 113-25 113-09 111-12
R3 112-27 112-11 111-04
R2 111-29 111-29 111-02
R1 111-13 111-13 110-31 111-06
PP 110-31 110-31 110-31 110-28
S1 110-15 110-15 110-25 110-08
S2 110-01 110-01 110-22
S3 109-03 109-17 110-20
S4 108-05 108-19 110-12
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 117-01 115-28 112-10
R3 115-12 114-07 111-28
R2 113-23 113-23 111-23
R1 112-18 112-18 111-18 112-10
PP 112-02 112-02 112-02 111-30
S1 110-29 110-29 111-08 110-21
S2 110-13 110-13 111-03
S3 108-24 109-08 110-30
S4 107-03 107-19 110-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-07 110-18 2-21 2.4% 0-18 0.5% 12% False True 3
10 113-07 110-18 2-21 2.4% 0-12 0.3% 12% False True 3
20 113-15 110-03 3-12 3.0% 0-11 0.3% 23% False False 2
40 113-15 108-26 4-21 4.2% 0-05 0.2% 44% False False 1
60 113-15 106-25 6-22 6.0% 0-04 0.1% 61% False False
80 113-15 105-06 8-09 7.5% 0-03 0.1% 69% False False
100 113-15 105-06 8-09 7.5% 0-02 0.1% 69% False False 1
120 113-15 105-03 8-12 7.6% 0-02 0.1% 69% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 115-16
2.618 113-31
1.618 113-01
1.000 112-14
0.618 112-03
HIGH 111-16
0.618 111-05
0.500 111-01
0.382 110-29
LOW 110-18
0.618 109-31
1.000 109-20
1.618 109-01
2.618 108-03
4.250 106-18
Fisher Pivots for day following 10-Oct-2006
Pivot 1 day 3 day
R1 111-01 111-17
PP 110-31 111-10
S1 110-30 111-03

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

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