ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 05-Apr-2006
Day Change Summary
Previous Current
04-Apr-2006 05-Apr-2006 Change Change % Previous Week
Open 109-02 109-11 0-09 0.3% 111-07
High 109-02 109-11 0-09 0.3% 111-07
Low 109-02 109-11 0-09 0.3% 109-09
Close 109-02 109-11 0-09 0.3% 109-09
Range
ATR 0-12 0-12 0-00 -1.7% 0-00
Volume
Daily Pivots for day following 05-Apr-2006
Classic Woodie Camarilla DeMark
R4 109-11 109-11 109-11
R3 109-11 109-11 109-11
R2 109-11 109-11 109-11
R1 109-11 109-11 109-11 109-11
PP 109-11 109-11 109-11 109-11
S1 109-11 109-11 109-11 109-11
S2 109-11 109-11 109-11
S3 109-11 109-11 109-11
S4 109-11 109-11 109-11
Weekly Pivots for week ending 31-Mar-2006
Classic Woodie Camarilla DeMark
R4 115-24 114-14 110-11
R3 113-26 112-16 109-26
R2 111-28 111-28 109-20
R1 110-18 110-18 109-15 110-08
PP 109-30 109-30 109-30 109-24
S1 108-20 108-20 109-03 108-10
S2 108-00 108-00 108-30
S3 106-02 106-22 108-24
S4 104-04 104-24 108-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-14 109-02 0-12 0.3% 0-00 0.0% 75% False False
10 111-17 109-02 2-15 2.3% 0-00 0.0% 11% False False
20 111-22 109-02 2-20 2.4% 0-00 0.0% 11% False False
40 113-22 109-02 4-20 4.2% 0-00 0.0% 6% False False
Crabel Price Patterns
NR False
NR4 False
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 0-00
Fibonacci Retracements and Extensions
4.250 109-11
2.618 109-11
1.618 109-11
1.000 109-11
0.618 109-11
HIGH 109-11
0.618 109-11
0.500 109-11
0.382 109-11
LOW 109-11
0.618 109-11
1.000 109-11
1.618 109-11
2.618 109-11
4.250 109-11
Fisher Pivots for day following 05-Apr-2006
Pivot 1 day 3 day
R1 109-11 109-10
PP 109-11 109-08
S1 109-11 109-06

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

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