ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 26-Apr-2006
Day Change Summary
Previous Current
25-Apr-2006 26-Apr-2006 Change Change % Previous Week
Open 106-25 106-16 -0-09 -0.3% 107-12
High 106-25 107-08 0-15 0.4% 107-19
Low 106-25 106-16 -0-09 -0.3% 106-30
Close 106-25 106-11 -0-14 -0.4% 107-10
Range 0-00 0-24 0-24 0-21
ATR 0-14 0-14 0-01 5.6% 0-00
Volume 0 8 8 0
Daily Pivots for day following 26-Apr-2006
Classic Woodie Camarilla DeMark
R4 108-30 108-13 106-24
R3 108-06 107-21 106-18
R2 107-14 107-14 106-15
R1 106-29 106-29 106-13 106-26
PP 106-22 106-22 106-22 106-21
S1 106-05 106-05 106-09 106-02
S2 105-30 105-30 106-07
S3 105-06 105-13 106-04
S4 104-14 104-21 105-30
Weekly Pivots for week ending 21-Apr-2006
Classic Woodie Camarilla DeMark
R4 109-08 108-30 107-22
R3 108-19 108-09 107-16
R2 107-30 107-30 107-14
R1 107-20 107-20 107-12 107-14
PP 107-09 107-09 107-09 107-06
S1 106-31 106-31 107-08 106-26
S2 106-20 106-20 107-06
S3 105-31 106-10 107-04
S4 105-10 105-21 106-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-23 106-16 1-07 1.1% 0-05 0.1% -13% False True 1
10 107-23 106-16 1-07 1.1% 0-02 0.1% -13% False True
20 109-30 106-16 3-14 3.2% 0-01 0.0% -5% False True
40 113-00 106-16 6-16 6.1% 0-01 0.0% -2% False True
60 113-22 106-16 7-06 6.8% 0-00 0.0% -2% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 110-14
2.618 109-07
1.618 108-15
1.000 108-00
0.618 107-23
HIGH 107-08
0.618 106-31
0.500 106-28
0.382 106-25
LOW 106-16
0.618 106-01
1.000 105-24
1.618 105-09
2.618 104-17
4.250 103-10
Fisher Pivots for day following 26-Apr-2006
Pivot 1 day 3 day
R1 106-28 107-04
PP 106-22 106-27
S1 106-17 106-19

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

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