ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 08-Dec-2006
Day Change Summary
Previous Current
07-Dec-2006 08-Dec-2006 Change Change % Previous Week
Open 114-00 113-12 -0-20 -0.5% 114-16
High 114-00 113-30 -0-02 -0.1% 114-22
Low 113-30 113-06 -0-24 -0.7% 113-06
Close 114-00 113-08 -0-24 -0.7% 113-08
Range 0-02 0-24 0-22 1,100.0% 1-16
ATR 0-12 0-13 0-01 8.5% 0-00
Volume 17 32 15 88.2% 127
Daily Pivots for day following 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 115-23 115-07 113-21
R3 114-31 114-15 113-15
R2 114-07 114-07 113-12
R1 113-23 113-23 113-10 113-19
PP 113-15 113-15 113-15 113-12
S1 112-31 112-31 113-06 112-27
S2 112-23 112-23 113-04
S3 111-31 112-07 113-01
S4 111-07 111-15 112-27
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 118-07 117-07 114-02
R3 116-23 115-23 113-21
R2 115-07 115-07 113-17
R1 114-07 114-07 113-12 113-31
PP 113-23 113-23 113-23 113-18
S1 112-23 112-23 113-04 112-15
S2 112-07 112-07 112-31
S3 110-23 111-07 112-27
S4 109-07 109-23 112-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-22 113-06 1-16 1.3% 0-09 0.3% 4% False True 25
10 114-22 113-03 1-19 1.4% 0-08 0.2% 10% False False 22
20 114-22 112-08 2-14 2.2% 0-06 0.2% 41% False False 13
40 114-22 110-00 4-22 4.1% 0-03 0.1% 69% False False 6
60 114-22 110-00 4-22 4.1% 0-05 0.1% 69% False False 5
80 114-22 109-23 4-31 4.4% 0-04 0.1% 71% False False 4
100 114-22 107-16 7-06 6.3% 0-03 0.1% 80% False False 3
120 114-22 105-06 9-16 8.4% 0-03 0.1% 85% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 117-04
2.618 115-29
1.618 115-05
1.000 114-22
0.618 114-13
HIGH 113-30
0.618 113-21
0.500 113-18
0.382 113-15
LOW 113-06
0.618 112-23
1.000 112-14
1.618 111-31
2.618 111-07
4.250 110-00
Fisher Pivots for day following 08-Dec-2006
Pivot 1 day 3 day
R1 113-18 113-20
PP 113-15 113-16
S1 113-11 113-12

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

View Archives - Comment on this page... - Back to Index of Symbols