ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 14-Jul-2006
Day Change Summary
Previous Current
13-Jul-2006 14-Jul-2006 Change Change % Previous Week
Open 107-16 107-16 0-00 0.0% 106-28
High 107-16 107-16 0-00 0.0% 107-16
Low 107-16 107-16 0-00 0.0% 106-28
Close 107-16 107-16 0-00 0.0% 107-16
Range
ATR 0-11 0-11 -0-01 -7.1% 0-00
Volume 2 0 -2 -100.0% 4
Daily Pivots for day following 14-Jul-2006
Classic Woodie Camarilla DeMark
R4 107-16 107-16 107-16
R3 107-16 107-16 107-16
R2 107-16 107-16 107-16
R1 107-16 107-16 107-16 107-16
PP 107-16 107-16 107-16 107-16
S1 107-16 107-16 107-16 107-16
S2 107-16 107-16 107-16
S3 107-16 107-16 107-16
S4 107-16 107-16 107-16
Weekly Pivots for week ending 14-Jul-2006
Classic Woodie Camarilla DeMark
R4 109-05 108-31 107-27
R3 108-17 108-11 107-22
R2 107-29 107-29 107-20
R1 107-23 107-23 107-18 107-26
PP 107-09 107-09 107-09 107-11
S1 107-03 107-03 107-14 107-06
S2 106-21 106-21 107-12
S3 106-01 106-15 107-10
S4 105-13 105-27 107-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-16 106-28 0-20 0.6% 0-00 0.0% 100% True False
10 107-16 105-22 1-26 1.7% 0-00 0.0% 100% True False
20 107-16 105-12 2-04 2.0% 0-00 0.0% 100% True False
40 108-08 105-12 2-28 2.7% 0-01 0.0% 74% False False
60 108-08 105-03 3-05 2.9% 0-01 0.0% 76% False False
80 111-17 105-03 6-14 6.0% 0-01 0.0% 37% False False
100 113-22 105-03 8-19 8.0% 0-00 0.0% 28% False False
120 114-14 105-03 9-11 8.7% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 107-16
2.618 107-16
1.618 107-16
1.000 107-16
0.618 107-16
HIGH 107-16
0.618 107-16
0.500 107-16
0.382 107-16
LOW 107-16
0.618 107-16
1.000 107-16
1.618 107-16
2.618 107-16
4.250 107-16
Fisher Pivots for day following 14-Jul-2006
Pivot 1 day 3 day
R1 107-16 107-15
PP 107-16 107-15
S1 107-16 107-14

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

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