ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 111-28 111-08 -0-20 -0.6% 112-13
High 111-30 111-08 -0-22 -0.6% 112-13
Low 111-06 111-08 0-02 0.1% 111-06
Close 111-14 111-12 -0-02 -0.1% 111-12
Range 0-24 0-00 -0-24 -100.0% 1-07
ATR 0-16 0-15 -0-01 -4.4% 0-00
Volume 310 29 -281 -90.6% 399
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 111-09 111-11 111-12
R3 111-09 111-11 111-12
R2 111-09 111-09 111-12
R1 111-11 111-11 111-12 111-10
PP 111-09 111-09 111-09 111-09
S1 111-11 111-11 111-12 111-10
S2 111-09 111-09 111-12
S3 111-09 111-11 111-12
S4 111-09 111-11 111-12
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 115-10 114-18 112-01
R3 114-03 113-11 111-23
R2 112-28 112-28 111-19
R1 112-04 112-04 111-16 111-28
PP 111-21 111-21 111-21 111-17
S1 110-29 110-29 111-08 110-22
S2 110-14 110-14 111-05
S3 109-07 109-22 111-01
S4 108-00 108-15 110-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-21 111-06 1-15 1.3% 0-12 0.3% 13% False False 89
10 113-16 111-06 2-10 2.1% 0-13 0.4% 8% False False 63
20 114-22 111-06 3-16 3.1% 0-11 0.3% 5% False False 42
40 114-22 111-06 3-16 3.1% 0-07 0.2% 5% False False 24
60 114-22 110-00 4-22 4.2% 0-06 0.2% 29% False False 16
80 114-22 110-00 4-22 4.2% 0-06 0.2% 29% False False 13
100 114-22 108-01 6-21 6.0% 0-05 0.1% 50% False False 10
120 114-22 106-25 7-29 7.1% 0-04 0.1% 58% False False 8
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 0-01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-08
2.618 111-08
1.618 111-08
1.000 111-08
0.618 111-08
HIGH 111-08
0.618 111-08
0.500 111-08
0.382 111-08
LOW 111-08
0.618 111-08
1.000 111-08
1.618 111-08
2.618 111-08
4.250 111-08
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 111-11 111-24
PP 111-09 111-20
S1 111-08 111-16

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

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