ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 29-Sep-2006
Day Change Summary
Previous Current
28-Sep-2006 29-Sep-2006 Change Change % Previous Week
Open 112-17 112-16 -0-01 0.0% 112-21
High 112-17 112-19 0-02 0.1% 113-07
Low 112-10 112-00 -0-10 -0.3% 112-00
Close 112-11 112-11 0-00 0.0% 112-11
Range 0-07 0-19 0-12 171.4% 1-07
ATR 0-14 0-14 0-00 2.6% 0-00
Volume 715 112 -603 -84.3% 2,230
Daily Pivots for day following 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 114-03 113-26 112-21
R3 113-16 113-07 112-16
R2 112-29 112-29 112-14
R1 112-20 112-20 112-13 112-15
PP 112-10 112-10 112-10 112-08
S1 112-01 112-01 112-09 111-28
S2 111-23 111-23 112-08
S3 111-04 111-14 112-06
S4 110-17 110-27 112-01
Weekly Pivots for week ending 29-Sep-2006
Classic Woodie Camarilla DeMark
R4 116-06 115-15 113-00
R3 114-31 114-08 112-22
R2 113-24 113-24 112-18
R1 113-01 113-01 112-15 112-25
PP 112-17 112-17 112-17 112-12
S1 111-26 111-26 112-07 111-18
S2 111-10 111-10 112-04
S3 110-03 110-19 112-00
S4 108-28 109-12 111-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-07 112-00 1-07 1.1% 0-15 0.4% 28% False True 446
10 113-07 109-30 3-09 2.9% 0-12 0.3% 73% False False 269
20 113-07 109-25 3-14 3.1% 0-09 0.3% 75% False False 144
40 113-07 108-03 5-04 4.6% 0-06 0.2% 83% False False 76
60 113-07 106-26 6-13 5.7% 0-04 0.1% 86% False False 51
80 113-07 105-12 7-27 7.0% 0-03 0.1% 89% False False 38
100 113-07 105-03 8-04 7.2% 0-03 0.1% 89% False False 30
120 113-07 105-03 8-04 7.2% 0-03 0.1% 89% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115-04
2.618 114-05
1.618 113-18
1.000 113-06
0.618 112-31
HIGH 112-19
0.618 112-12
0.500 112-10
0.382 112-07
LOW 112-00
0.618 111-20
1.000 111-13
1.618 111-01
2.618 110-14
4.250 109-15
Fisher Pivots for day following 29-Sep-2006
Pivot 1 day 3 day
R1 112-10 112-17
PP 112-10 112-15
S1 112-10 112-13

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

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