ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 07-Dec-2006
Day Change Summary
Previous Current
06-Dec-2006 07-Dec-2006 Change Change % Previous Week
Open 114-01 114-00 -0-01 0.0% 113-12
High 114-01 114-00 -0-01 0.0% 114-17
Low 114-01 113-30 -0-03 -0.1% 113-03
Close 114-01 114-00 -0-01 0.0% 114-17
Range 0-00 0-02 0-02 1-14
ATR 0-13 0-12 -0-01 -5.4% 0-00
Volume 6 17 11 183.3% 94
Daily Pivots for day following 07-Dec-2006
Classic Woodie Camarilla DeMark
R4 114-05 114-05 114-01
R3 114-03 114-03 114-01
R2 114-01 114-01 114-00
R1 114-01 114-01 114-00 114-01
PP 113-31 113-31 113-31 114-00
S1 113-31 113-31 114-00 113-31
S2 113-29 113-29 114-00
S3 113-27 113-29 113-31
S4 113-25 113-27 113-31
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 118-12 117-28 115-10
R3 116-30 116-14 114-30
R2 115-16 115-16 114-25
R1 115-00 115-00 114-21 115-08
PP 114-02 114-02 114-02 114-06
S1 113-18 113-18 114-13 113-26
S2 112-20 112-20 114-09
S3 111-06 112-04 114-04
S4 109-24 110-22 113-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-22 113-30 0-24 0.7% 0-05 0.1% 8% False True 19
10 114-22 113-03 1-19 1.4% 0-07 0.2% 57% False False 20
20 114-22 112-08 2-14 2.1% 0-04 0.1% 72% False False 11
40 114-22 110-00 4-22 4.1% 0-02 0.1% 85% False False 6
60 114-22 110-00 4-22 4.1% 0-05 0.1% 85% False False 5
80 114-22 109-12 5-10 4.7% 0-04 0.1% 87% False False 3
100 114-22 107-16 7-06 6.3% 0-03 0.1% 90% False False 3
120 114-22 105-06 9-16 8.3% 0-02 0.1% 93% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-08
2.618 114-05
1.618 114-03
1.000 114-02
0.618 114-01
HIGH 114-00
0.618 113-31
0.500 113-31
0.382 113-31
LOW 113-30
0.618 113-29
1.000 113-28
1.618 113-27
2.618 113-25
4.250 113-22
Fisher Pivots for day following 07-Dec-2006
Pivot 1 day 3 day
R1 114-00 114-10
PP 113-31 114-07
S1 113-31 114-03

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

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