ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 21-Sep-2006
Day Change Summary
Previous Current
20-Sep-2006 21-Sep-2006 Change Change % Previous Week
Open 111-07 111-10 0-03 0.1% 110-15
High 111-07 112-03 0-28 0.8% 110-30
Low 111-02 111-10 0-08 0.2% 110-02
Close 111-04 111-31 0-27 0.8% 110-11
Range 0-05 0-25 0-20 400.0% 0-28
ATR 0-11 0-13 0-01 12.3% 0-00
Volume 119 114 -5 -4.2% 89
Daily Pivots for day following 21-Sep-2006
Classic Woodie Camarilla DeMark
R4 114-04 113-27 112-13
R3 113-11 113-02 112-06
R2 112-18 112-18 112-04
R1 112-09 112-09 112-01 112-14
PP 111-25 111-25 111-25 111-28
S1 111-16 111-16 111-29 111-20
S2 111-00 111-00 111-26
S3 110-07 110-23 111-24
S4 109-14 109-30 111-17
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
5 112-03 109-30 2-05 1.9% 0-08 0.2% 94% True False 57
10 112-03 109-30 2-05 1.9% 0-06 0.2% 94% True False 37
20 112-03 109-25 2-10 2.1% 0-07 0.2% 95% True False 30
40 112-03 107-25 4-10 3.9% 0-04 0.1% 97% True False 15
60 112-03 105-12 6-23 6.0% 0-03 0.1% 98% True False 10
80 112-03 105-12 6-23 6.0% 0-02 0.1% 98% True False 8
100 112-03 105-03 7-00 6.3% 0-02 0.1% 98% True False 6
120 112-03 105-03 7-00 6.3% 0-02 0.1% 98% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 115-13
2.618 114-04
1.618 113-11
1.000 112-28
0.618 112-18
HIGH 112-03
0.618 111-25
0.500 111-22
0.382 111-20
LOW 111-10
0.618 110-27
1.000 110-17
1.618 110-02
2.618 109-09
4.250 108-00
Fisher Pivots for day following 21-Sep-2006
Pivot 1 day 3 day
R1 111-28 111-26
PP 111-25 111-21
S1 111-22 111-16

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

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