ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 12-Jun-2006
Day Change Summary
Previous Current
09-Jun-2006 12-Jun-2006 Change Change % Previous Week
Open 107-31 108-00 0-01 0.0% 107-07
High 107-31 108-00 0-01 0.0% 107-31
Low 107-31 108-00 0-01 0.0% 107-07
Close 107-31 108-00 0-01 0.0% 107-31
Range
ATR 0-12 0-11 -0-01 -6.5% 0-00
Volume
Daily Pivots for day following 12-Jun-2006
Classic Woodie Camarilla DeMark
R4 108-00 108-00 108-00
R3 108-00 108-00 108-00
R2 108-00 108-00 108-00
R1 108-00 108-00 108-00 108-00
PP 108-00 108-00 108-00 108-00
S1 108-00 108-00 108-00 108-00
S2 108-00 108-00 108-00
S3 108-00 108-00 108-00
S4 108-00 108-00 108-00
Weekly Pivots for week ending 09-Jun-2006
Classic Woodie Camarilla DeMark
R4 109-31 109-23 108-12
R3 109-07 108-31 108-06
R2 108-15 108-15 108-03
R1 108-07 108-07 108-01 108-11
PP 107-23 107-23 107-23 107-25
S1 107-15 107-15 107-29 107-19
S2 106-31 106-31 107-27
S3 106-07 106-23 107-24
S4 105-15 105-31 107-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-00 107-12 0-20 0.6% 0-00 0.0% 100% True False
10 108-00 106-02 1-30 1.8% 0-00 0.0% 100% True False
20 108-00 105-13 2-19 2.4% 0-01 0.0% 100% True False
40 108-00 105-03 2-29 2.7% 0-01 0.0% 100% True False
60 111-18 105-03 6-15 6.0% 0-01 0.0% 45% False False
80 113-22 105-03 8-19 8.0% 0-01 0.0% 34% False False
100 114-26 105-03 9-23 9.0% 0-00 0.0% 30% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 108-00
2.618 108-00
1.618 108-00
1.000 108-00
0.618 108-00
HIGH 108-00
0.618 108-00
0.500 108-00
0.382 108-00
LOW 108-00
0.618 108-00
1.000 108-00
1.618 108-00
2.618 108-00
4.250 108-00
Fisher Pivots for day following 12-Jun-2006
Pivot 1 day 3 day
R1 108-00 107-30
PP 108-00 107-29
S1 108-00 107-27

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

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