ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 23-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 23-Nov-2006 Change Change % Previous Week
Open 112-24 113-04 0-12 0.3% 112-24
High 112-24 113-04 0-12 0.3% 113-08
Low 112-10 113-04 0-26 0.7% 112-08
Close 113-04 113-04 0-00 0.0% 112-24
Range 0-14 0-00 -0-14 -100.0% 1-00
ATR 0-14 0-13 -0-01 -7.1% 0-00
Volume 9 9 0 0.0% 1
Daily Pivots for day following 23-Nov-2006
Classic Woodie Camarilla DeMark
R4 113-04 113-04 113-04
R3 113-04 113-04 113-04
R2 113-04 113-04 113-04
R1 113-04 113-04 113-04 113-04
PP 113-04 113-04 113-04 113-04
S1 113-04 113-04 113-04 113-04
S2 113-04 113-04 113-04
S3 113-04 113-04 113-04
S4 113-04 113-04 113-04
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 115-24 115-08 113-10
R3 114-24 114-08 113-01
R2 113-24 113-24 112-30
R1 113-08 113-08 112-27 113-08
PP 112-24 112-24 112-24 112-24
S1 112-08 112-08 112-21 112-08
S2 111-24 111-24 112-18
S3 110-24 111-08 112-15
S4 109-24 110-08 112-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-04 112-10 0-26 0.7% 0-03 0.1% 100% True False 5
10 113-08 112-08 1-00 0.9% 0-01 0.0% 88% False False 2
20 113-12 111-17 1-27 1.6% 0-01 0.0% 86% False False 1
40 113-12 110-00 3-12 3.0% 0-03 0.1% 93% False False 1
60 113-15 110-00 3-15 3.1% 0-04 0.1% 90% False False 1
80 113-15 108-01 5-14 4.8% 0-03 0.1% 94% False False 1
100 113-15 106-00 7-15 6.6% 0-02 0.1% 95% False False
120 113-15 105-06 8-09 7.3% 0-02 0.1% 96% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-04
2.618 113-04
1.618 113-04
1.000 113-04
0.618 113-04
HIGH 113-04
0.618 113-04
0.500 113-04
0.382 113-04
LOW 113-04
0.618 113-04
1.000 113-04
1.618 113-04
2.618 113-04
4.250 113-04
Fisher Pivots for day following 23-Nov-2006
Pivot 1 day 3 day
R1 113-04 113-00
PP 113-04 112-27
S1 113-04 112-23

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

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