ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 21-Jun-2006
Day Change Summary
Previous Current
20-Jun-2006 21-Jun-2006 Change Change % Previous Week
Open 106-09 106-08 -0-01 0.0% 108-00
High 106-09 106-08 -0-01 0.0% 108-08
Low 106-09 106-08 -0-01 0.0% 106-17
Close 106-09 106-08 -0-01 0.0% 106-17
Range
ATR 0-11 0-10 -0-01 -6.5% 0-00
Volume
Daily Pivots for day following 21-Jun-2006
Classic Woodie Camarilla DeMark
R4 106-08 106-08 106-08
R3 106-08 106-08 106-08
R2 106-08 106-08 106-08
R1 106-08 106-08 106-08 106-08
PP 106-08 106-08 106-08 106-08
S1 106-08 106-08 106-08 106-08
S2 106-08 106-08 106-08
S3 106-08 106-08 106-08
S4 106-08 106-08 106-08
Weekly Pivots for week ending 16-Jun-2006
Classic Woodie Camarilla DeMark
R4 112-08 111-04 107-15
R3 110-17 109-13 107-00
R2 108-26 108-26 106-27
R1 107-22 107-22 106-22 107-12
PP 107-03 107-03 107-03 106-31
S1 105-31 105-31 106-12 105-22
S2 105-12 105-12 106-07
S3 103-21 104-08 106-02
S4 101-30 102-17 105-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-28 106-08 0-20 0.6% 0-00 0.0% 0% False True
10 108-08 106-08 2-00 1.9% 0-00 0.0% 0% False True
20 108-08 106-02 2-06 2.1% 0-01 0.0% 9% False False
40 108-08 105-03 3-05 3.0% 0-01 0.0% 37% False False
60 110-11 105-03 5-08 4.9% 0-01 0.0% 22% False False
80 113-18 105-03 8-15 8.0% 0-01 0.0% 14% False False
100 113-22 105-03 8-19 8.1% 0-00 0.0% 13% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 106-08
2.618 106-08
1.618 106-08
1.000 106-08
0.618 106-08
HIGH 106-08
0.618 106-08
0.500 106-08
0.382 106-08
LOW 106-08
0.618 106-08
1.000 106-08
1.618 106-08
2.618 106-08
4.250 106-08
Fisher Pivots for day following 21-Jun-2006
Pivot 1 day 3 day
R1 106-08 106-10
PP 106-08 106-09
S1 106-08 106-09

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

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