ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 01-Sep-2006
Day Change Summary
Previous Current
31-Aug-2006 01-Sep-2006 Change Change % Previous Week
Open 110-19 110-20 0-01 0.0% 110-09
High 110-26 110-22 -0-04 -0.1% 110-31
Low 110-19 110-20 0-01 0.0% 110-05
Close 110-29 110-31 0-02 0.1% 110-31
Range 0-07 0-02 -0-05 -71.4% 0-26
ATR 0-09 0-09 0-00 0.2% 0-00
Volume 35 6 -29 -82.9% 123
Daily Pivots for day following 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 110-30 111-01 111-00
R3 110-28 110-31 111-00
R2 110-26 110-26 110-31
R1 110-29 110-29 110-31 110-28
PP 110-24 110-24 110-24 110-24
S1 110-27 110-27 110-31 110-26
S2 110-22 110-22 110-31
S3 110-20 110-25 110-30
S4 110-18 110-23 110-30
Weekly Pivots for week ending 01-Sep-2006
Classic Woodie Camarilla DeMark
R4 113-04 112-28 111-13
R3 112-10 112-02 111-06
R2 111-16 111-16 111-04
R1 111-08 111-08 111-01 111-12
PP 110-22 110-22 110-22 110-24
S1 110-14 110-14 110-29 110-18
S2 109-28 109-28 110-26
S3 109-02 109-20 110-24
S4 108-08 108-26 110-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-31 110-05 0-26 0.7% 0-08 0.2% 100% False False 24
10 110-31 109-25 1-06 1.1% 0-04 0.1% 100% False False 12
20 110-31 108-03 2-28 2.6% 0-02 0.1% 100% False False 7
40 110-31 106-27 4-04 3.7% 0-02 0.1% 100% False False 4
60 110-31 105-12 5-19 5.0% 0-01 0.0% 100% False False 2
80 110-31 105-03 5-28 5.3% 0-01 0.0% 100% False False 2
100 110-31 105-03 5-28 5.3% 0-01 0.0% 100% False False 2
120 111-22 105-03 6-19 5.9% 0-01 0.0% 89% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110-30
2.618 110-27
1.618 110-25
1.000 110-24
0.618 110-23
HIGH 110-22
0.618 110-21
0.500 110-21
0.382 110-21
LOW 110-20
0.618 110-19
1.000 110-18
1.618 110-17
2.618 110-15
4.250 110-12
Fisher Pivots for day following 01-Sep-2006
Pivot 1 day 3 day
R1 110-28 110-28
PP 110-24 110-25
S1 110-21 110-22

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

View Archives - Comment on this page... - Back to Index of Symbols