ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 28-Sep-2006
Day Change Summary
Previous Current
27-Sep-2006 28-Sep-2006 Change Change % Previous Week
Open 112-25 112-17 -0-08 -0.2% 109-31
High 113-02 112-17 -0-17 -0.5% 112-18
Low 112-19 112-10 -0-09 -0.2% 109-30
Close 112-22 112-11 -0-11 -0.3% 112-17
Range 0-15 0-07 -0-08 -53.3% 2-20
ATR 0-14 0-14 0-00 -1.1% 0-00
Volume 582 715 133 22.9% 461
Daily Pivots for day following 28-Sep-2006
Classic Woodie Camarilla DeMark
R4 113-02 112-29 112-15
R3 112-27 112-22 112-13
R2 112-20 112-20 112-12
R1 112-15 112-15 112-12 112-14
PP 112-13 112-13 112-13 112-12
S1 112-08 112-08 112-10 112-07
S2 112-06 112-06 112-10
S3 111-31 112-01 112-09
S4 111-24 111-26 112-07
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
5 113-07 112-06 1-01 0.9% 0-14 0.4% 15% False False 459
10 113-07 109-30 3-09 2.9% 0-11 0.3% 73% False False 258
20 113-07 109-25 3-14 3.1% 0-09 0.2% 75% False False 141
40 113-07 108-03 5-04 4.6% 0-05 0.1% 83% False False 73
60 113-07 106-06 7-01 6.3% 0-04 0.1% 88% False False 49
80 113-07 105-12 7-27 7.0% 0-03 0.1% 89% False False 36
100 113-07 105-03 8-04 7.2% 0-03 0.1% 89% False False 29
120 113-07 105-03 8-04 7.2% 0-02 0.1% 89% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-01
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-15
2.618 113-03
1.618 112-28
1.000 112-24
0.618 112-21
HIGH 112-17
0.618 112-14
0.500 112-14
0.382 112-13
LOW 112-10
0.618 112-06
1.000 112-03
1.618 111-31
2.618 111-24
4.250 111-12
Fisher Pivots for day following 28-Sep-2006
Pivot 1 day 3 day
R1 112-14 112-23
PP 112-13 112-19
S1 112-12 112-15

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

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