ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 08-Jun-2006
Day Change Summary
Previous Current
07-Jun-2006 08-Jun-2006 Change Change % Previous Week
Open 107-12 107-22 0-10 0.3% 106-12
High 107-12 107-22 0-10 0.3% 107-13
Low 107-12 107-22 0-10 0.3% 106-02
Close 107-12 107-22 0-10 0.3% 107-13
Range
ATR 0-12 0-12 0-00 -1.2% 0-00
Volume
Daily Pivots for day following 08-Jun-2006
Classic Woodie Camarilla DeMark
R4 107-22 107-22 107-22
R3 107-22 107-22 107-22
R2 107-22 107-22 107-22
R1 107-22 107-22 107-22 107-22
PP 107-22 107-22 107-22 107-22
S1 107-22 107-22 107-22 107-22
S2 107-22 107-22 107-22
S3 107-22 107-22 107-22
S4 107-22 107-22 107-22
Weekly Pivots for week ending 02-Jun-2006
Classic Woodie Camarilla DeMark
R4 111-00 110-17 108-05
R3 109-21 109-06 107-25
R2 108-10 108-10 107-21
R1 107-27 107-27 107-17 108-02
PP 106-31 106-31 106-31 107-02
S1 106-16 106-16 107-09 106-24
S2 105-20 105-20 107-05
S3 104-09 105-05 107-01
S4 102-30 103-26 106-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-22 107-07 0-15 0.4% 0-00 0.0% 100% True False
10 107-22 106-02 1-20 1.5% 0-02 0.1% 100% True False 1
20 107-22 105-03 2-19 2.4% 0-01 0.0% 100% True False
40 107-23 105-03 2-20 2.4% 0-01 0.0% 99% False False
60 111-22 105-03 6-19 6.1% 0-01 0.0% 39% False False
80 113-22 105-03 8-19 8.0% 0-01 0.0% 30% False False
100 115-01 105-03 9-30 9.2% 0-00 0.0% 26% 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
4.250 107-22
2.618 107-22
1.618 107-22
1.000 107-22
0.618 107-22
HIGH 107-22
0.618 107-22
0.500 107-22
0.382 107-22
LOW 107-22
0.618 107-22
1.000 107-22
1.618 107-22
2.618 107-22
4.250 107-22
Fisher Pivots for day following 08-Jun-2006
Pivot 1 day 3 day
R1 107-22 107-20
PP 107-22 107-19
S1 107-22 107-17

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

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