ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 26-Sep-2006
Day Change Summary
Previous Current
25-Sep-2006 26-Sep-2006 Change Change % Previous Week
Open 112-21 113-04 0-15 0.4% 109-31
High 113-07 113-04 -0-03 -0.1% 112-18
Low 112-21 112-20 -0-01 0.0% 109-30
Close 112-30 112-25 -0-05 -0.1% 112-17
Range 0-18 0-16 -0-02 -11.1% 2-20
ATR 0-14 0-14 0-00 1.1% 0-00
Volume 330 491 161 48.8% 461
Daily Pivots for day following 26-Sep-2006
Classic Woodie Camarilla DeMark
R4 114-11 114-02 113-02
R3 113-27 113-18 112-29
R2 113-11 113-11 112-28
R1 113-02 113-02 112-26 112-30
PP 112-27 112-27 112-27 112-25
S1 112-18 112-18 112-24 112-14
S2 112-11 112-11 112-22
S3 111-27 112-02 112-21
S4 111-11 111-18 112-16
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
5 113-07 111-02 2-05 1.9% 0-15 0.4% 80% False False 246
10 113-07 109-30 3-09 2.9% 0-09 0.3% 87% False False 134
20 113-07 109-25 3-14 3.0% 0-09 0.3% 87% False False 80
40 113-07 108-03 5-04 4.5% 0-05 0.1% 91% False False 40
60 113-07 105-22 7-17 6.7% 0-04 0.1% 94% False False 27
80 113-07 105-12 7-27 7.0% 0-03 0.1% 94% False False 20
100 113-07 105-03 8-04 7.2% 0-02 0.1% 95% False False 16
120 113-07 105-03 8-04 7.2% 0-02 0.1% 95% False False 14
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
4.250 115-08
2.618 114-14
1.618 113-30
1.000 113-20
0.618 113-14
HIGH 113-04
0.618 112-30
0.500 112-28
0.382 112-26
LOW 112-20
0.618 112-10
1.000 112-04
1.618 111-26
2.618 111-10
4.250 110-16
Fisher Pivots for day following 26-Sep-2006
Pivot 1 day 3 day
R1 112-28 112-24
PP 112-27 112-23
S1 112-26 112-22

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

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