ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 112-20 112-21 0-01 0.0% 113-15
High 113-16 112-21 -0-27 -0.7% 114-00
Low 112-10 112-21 0-11 0.3% 112-10
Close 112-20 112-21 0-01 0.0% 112-20
Range 1-06 0-00 -1-06 -100.0% 1-22
ATR 0-16 0-15 -0-01 -6.7% 0-00
Volume 25 4 -21 -84.0% 109
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 112-21 112-21 112-21
R3 112-21 112-21 112-21
R2 112-21 112-21 112-21
R1 112-21 112-21 112-21 112-21
PP 112-21 112-21 112-21 112-21
S1 112-21 112-21 112-21 112-21
S2 112-21 112-21 112-21
S3 112-21 112-21 112-21
S4 112-21 112-21 112-21
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 118-01 117-01 113-18
R3 116-11 115-11 113-03
R2 114-21 114-21 112-30
R1 113-21 113-21 112-25 113-10
PP 112-31 112-31 112-31 112-26
S1 111-31 111-31 112-15 111-20
S2 111-09 111-09 112-10
S3 109-19 110-09 112-05
S4 107-29 108-19 111-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-00 112-10 1-22 1.5% 0-15 0.4% 20% False False 22
10 114-22 112-10 2-12 2.1% 0-11 0.3% 14% False False 19
20 114-22 112-10 2-12 2.1% 0-09 0.3% 14% False False 18
40 114-22 110-00 4-22 4.2% 0-05 0.1% 57% False False 9
60 114-22 110-00 4-22 4.2% 0-06 0.2% 57% False False 7
80 114-22 110-00 4-22 4.2% 0-05 0.1% 57% False False 5
100 114-22 108-01 6-21 5.9% 0-04 0.1% 69% False False 4
120 114-22 105-16 9-06 8.2% 0-03 0.1% 78% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-21
2.618 112-21
1.618 112-21
1.000 112-21
0.618 112-21
HIGH 112-21
0.618 112-21
0.500 112-21
0.382 112-21
LOW 112-21
0.618 112-21
1.000 112-21
1.618 112-21
2.618 112-21
4.250 112-21
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 112-21 112-29
PP 112-21 112-26
S1 112-21 112-24

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

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