ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 12-Dec-2006
Day Change Summary
Previous Current
11-Dec-2006 12-Dec-2006 Change Change % Previous Week
Open 113-15 113-29 0-14 0.4% 114-16
High 113-18 113-29 0-11 0.3% 114-22
Low 113-15 113-29 0-14 0.4% 113-06
Close 113-21 113-29 0-08 0.2% 113-08
Range 0-03 0-00 -0-03 -100.0% 1-16
ATR 0-13 0-12 0-00 -2.6% 0-00
Volume 2 2 0 0.0% 127
Daily Pivots for day following 12-Dec-2006
Classic Woodie Camarilla DeMark
R4 113-29 113-29 113-29
R3 113-29 113-29 113-29
R2 113-29 113-29 113-29
R1 113-29 113-29 113-29 113-29
PP 113-29 113-29 113-29 113-29
S1 113-29 113-29 113-29 113-29
S2 113-29 113-29 113-29
S3 113-29 113-29 113-29
S4 113-29 113-29 113-29
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
5 114-01 113-06 0-27 0.7% 0-06 0.2% 85% False False 11
10 114-22 113-06 1-16 1.3% 0-06 0.2% 48% False False 20
20 114-22 112-08 2-14 2.1% 0-06 0.2% 68% False False 13
40 114-22 110-00 4-22 4.1% 0-03 0.1% 83% False False 6
60 114-22 110-00 4-22 4.1% 0-05 0.1% 83% False False 5
80 114-22 109-28 4-26 4.2% 0-04 0.1% 84% False False 4
100 114-22 107-16 7-06 6.3% 0-03 0.1% 89% False False 3
120 114-22 105-06 9-16 8.3% 0-03 0.1% 92% False False 2
Crabel Price Patterns
NR True
NR4 True
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 0-01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-29
2.618 113-29
1.618 113-29
1.000 113-29
0.618 113-29
HIGH 113-29
0.618 113-29
0.500 113-29
0.382 113-29
LOW 113-29
0.618 113-29
1.000 113-29
1.618 113-29
2.618 113-29
4.250 113-29
Fisher Pivots for day following 12-Dec-2006
Pivot 1 day 3 day
R1 113-29 113-25
PP 113-29 113-22
S1 113-29 113-18

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

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