ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 04-Oct-2006
Day Change Summary
Previous Current
03-Oct-2006 04-Oct-2006 Change Change % Previous Week
Open 112-22 112-17 -0-05 -0.1% 112-21
High 112-22 113-02 0-12 0.3% 113-07
Low 112-15 112-06 -0-09 -0.3% 112-00
Close 112-15 112-30 0-15 0.4% 112-11
Range 0-07 0-28 0-21 300.0% 1-07
ATR 0-14 0-15 0-01 7.1% 0-00
Volume 98 312 214 218.4% 2,230
Daily Pivots for day following 04-Oct-2006
Classic Woodie Camarilla DeMark
R4 115-11 115-01 113-13
R3 114-15 114-05 113-06
R2 113-19 113-19 113-03
R1 113-09 113-09 113-01 113-14
PP 112-23 112-23 112-23 112-26
S1 112-13 112-13 112-27 112-18
S2 111-27 111-27 112-25
S3 110-31 111-17 112-22
S4 110-03 110-21 112-15
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
5 113-02 112-00 1-02 0.9% 0-16 0.4% 88% True False 290
10 113-07 111-10 1-29 1.7% 0-16 0.5% 85% False False 314
20 113-07 109-27 3-12 3.0% 0-11 0.3% 92% False False 173
40 113-07 108-03 5-04 4.5% 0-07 0.2% 95% False False 91
60 113-07 106-27 6-12 5.6% 0-05 0.1% 96% False False 61
80 113-07 105-12 7-27 6.9% 0-04 0.1% 96% False False 46
100 113-07 105-12 7-27 6.9% 0-03 0.1% 96% False False 37
120 113-07 105-03 8-04 7.2% 0-03 0.1% 97% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 116-25
2.618 115-11
1.618 114-15
1.000 113-30
0.618 113-19
HIGH 113-02
0.618 112-23
0.500 112-20
0.382 112-17
LOW 112-06
0.618 111-21
1.000 111-10
1.618 110-25
2.618 109-29
4.250 108-15
Fisher Pivots for day following 04-Oct-2006
Pivot 1 day 3 day
R1 112-27 112-26
PP 112-23 112-23
S1 112-20 112-19

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

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