ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 20-Sep-2006
Day Change Summary
Previous Current
19-Sep-2006 20-Sep-2006 Change Change % Previous Week
Open 110-29 111-07 0-10 0.3% 110-15
High 111-00 111-07 0-07 0.2% 110-30
Low 110-29 111-02 0-05 0.1% 110-02
Close 110-31 111-04 0-05 0.1% 110-11
Range 0-03 0-05 0-02 66.7% 0-28
ATR 0-12 0-11 0-00 -2.2% 0-00
Volume 11 119 108 981.8% 89
Daily Pivots for day following 20-Sep-2006
Classic Woodie Camarilla DeMark
R4 111-19 111-17 111-07
R3 111-14 111-12 111-05
R2 111-09 111-09 111-05
R1 111-07 111-07 111-04 111-06
PP 111-04 111-04 111-04 111-04
S1 111-02 111-02 111-04 111-00
S2 110-31 110-31 111-03
S3 110-26 110-29 111-03
S4 110-21 110-24 111-01
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 113-02 112-19 110-26
R3 112-06 111-23 110-19
R2 111-10 111-10 110-16
R1 110-27 110-27 110-14 110-20
PP 110-14 110-14 110-14 110-11
S1 109-31 109-31 110-08 109-24
S2 109-18 109-18 110-06
S3 108-22 109-03 110-03
S4 107-26 108-07 109-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-07 109-30 1-09 1.2% 0-04 0.1% 93% True False 36
10 111-07 109-27 1-12 1.2% 0-05 0.1% 93% True False 31
20 111-07 109-25 1-14 1.3% 0-06 0.2% 93% True False 24
40 111-07 107-25 3-14 3.1% 0-03 0.1% 97% True False 13
60 111-07 105-12 5-27 5.3% 0-02 0.1% 98% True False 9
80 111-07 105-12 5-27 5.3% 0-02 0.1% 98% True False 6
100 111-07 105-03 6-04 5.5% 0-02 0.0% 98% True False 5
120 111-07 105-03 6-04 5.5% 0-02 0.0% 98% True False 4
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
4.250 111-28
2.618 111-20
1.618 111-15
1.000 111-12
0.618 111-10
HIGH 111-07
0.618 111-05
0.500 111-04
0.382 111-04
LOW 111-02
0.618 110-31
1.000 110-29
1.618 110-26
2.618 110-21
4.250 110-13
Fisher Pivots for day following 20-Sep-2006
Pivot 1 day 3 day
R1 111-04 110-30
PP 111-04 110-24
S1 111-04 110-18

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

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