ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 22-Sep-2006
Day Change Summary
Previous Current
21-Sep-2006 22-Sep-2006 Change Change % Previous Week
Open 111-10 112-06 0-28 0.8% 109-31
High 112-03 112-18 0-15 0.4% 112-18
Low 111-10 112-06 0-28 0.8% 109-30
Close 111-31 112-17 0-18 0.5% 112-17
Range 0-25 0-12 -0-13 -52.0% 2-20
ATR 0-13 0-13 0-00 3.5% 0-00
Volume 114 180 66 57.9% 461
Daily Pivots for day following 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 113-18 113-13 112-24
R3 113-06 113-01 112-20
R2 112-26 112-26 112-19
R1 112-21 112-21 112-18 112-24
PP 112-14 112-14 112-14 112-15
S1 112-09 112-09 112-16 112-12
S2 112-02 112-02 112-15
S3 111-22 111-29 112-14
S4 111-10 111-17 112-10
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 119-18 118-21 113-31
R3 116-30 116-01 113-08
R2 114-10 114-10 113-00
R1 113-13 113-13 112-25 113-28
PP 111-22 111-22 111-22 111-29
S1 110-25 110-25 112-09 111-08
S2 109-02 109-02 112-02
S3 106-14 108-05 111-26
S4 103-26 105-17 111-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-18 109-30 2-20 2.3% 0-10 0.3% 99% True False 92
10 112-18 109-30 2-20 2.3% 0-07 0.2% 99% True False 55
20 112-18 109-25 2-25 2.5% 0-07 0.2% 99% True False 39
40 112-18 108-03 4-15 4.0% 0-04 0.1% 99% True False 20
60 112-18 105-22 6-28 6.1% 0-03 0.1% 100% True False 13
80 112-18 105-12 7-06 6.4% 0-02 0.1% 100% True False 10
100 112-18 105-03 7-15 6.6% 0-02 0.1% 100% True False 8
120 112-18 105-03 7-15 6.6% 0-02 0.1% 100% True False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-05
2.618 113-17
1.618 113-05
1.000 112-30
0.618 112-25
HIGH 112-18
0.618 112-13
0.500 112-12
0.382 112-11
LOW 112-06
0.618 111-31
1.000 111-26
1.618 111-19
2.618 111-07
4.250 110-19
Fisher Pivots for day following 22-Sep-2006
Pivot 1 day 3 day
R1 112-15 112-09
PP 112-14 112-02
S1 112-12 111-26

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

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