ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 11-Sep-2006
Day Change Summary
Previous Current
08-Sep-2006 11-Sep-2006 Change Change % Previous Week
Open 110-16 110-15 -0-01 0.0% 110-18
High 110-19 110-15 -0-04 -0.1% 110-19
Low 110-16 110-02 -0-14 -0.4% 109-25
Close 110-15 110-06 -0-09 -0.3% 110-15
Range 0-03 0-13 0-10 333.3% 0-26
ATR 0-10 0-10 0-00 2.0% 0-00
Volume 9 14 5 55.6% 111
Daily Pivots for day following 11-Sep-2006
Classic Woodie Camarilla DeMark
R4 111-15 111-07 110-13
R3 111-02 110-26 110-10
R2 110-21 110-21 110-08
R1 110-13 110-13 110-07 110-10
PP 110-08 110-08 110-08 110-06
S1 110-00 110-00 110-05 109-30
S2 109-27 109-27 110-04
S3 109-14 109-19 110-02
S4 109-01 109-06 109-31
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 112-23 112-13 110-29
R3 111-29 111-19 110-22
R2 111-03 111-03 110-20
R1 110-25 110-25 110-17 110-17
PP 110-09 110-09 110-09 110-05
S1 109-31 109-31 110-13 109-23
S2 109-15 109-15 110-10
S3 108-21 109-05 110-08
S4 107-27 108-11 110-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-19 109-25 0-26 0.7% 0-10 0.3% 50% False False 25
10 110-31 109-25 1-06 1.1% 0-09 0.3% 34% False False 24
20 110-31 108-03 2-28 2.6% 0-05 0.1% 73% False False 14
40 110-31 106-27 4-04 3.7% 0-03 0.1% 81% False False 7
60 110-31 105-12 5-19 5.1% 0-02 0.1% 86% False False 4
80 110-31 105-12 5-19 5.1% 0-02 0.1% 86% False False 3
100 110-31 105-03 5-28 5.3% 0-02 0.0% 87% False False 3
120 111-17 105-03 6-14 5.8% 0-01 0.0% 79% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-06
2.618 111-17
1.618 111-04
1.000 110-28
0.618 110-23
HIGH 110-15
0.618 110-10
0.500 110-08
0.382 110-07
LOW 110-02
0.618 109-26
1.000 109-21
1.618 109-13
2.618 109-00
4.250 108-11
Fisher Pivots for day following 11-Sep-2006
Pivot 1 day 3 day
R1 110-08 110-07
PP 110-08 110-07
S1 110-07 110-06

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

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