ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 06-Oct-2006
Day Change Summary
Previous Current
05-Oct-2006 06-Oct-2006 Change Change % Previous Week
Open 112-26 112-11 -0-15 -0.4% 112-04
High 112-26 112-21 -0-05 -0.1% 113-02
Low 112-08 111-15 -0-25 -0.7% 111-15
Close 112-14 111-15 -0-31 -0.9% 111-15
Range 0-18 1-06 0-20 111.1% 1-19
ATR 0-16 0-17 0-02 10.3% 0-00
Volume 291 385 94 32.3% 1,301
Daily Pivots for day following 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 115-14 114-20 112-04
R3 114-08 113-14 111-25
R2 113-02 113-02 111-22
R1 112-08 112-08 111-18 112-02
PP 111-28 111-28 111-28 111-24
S1 111-02 111-02 111-12 110-28
S2 110-22 110-22 111-08
S3 109-16 109-28 111-05
S4 108-10 108-22 110-26
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 116-25 115-23 112-11
R3 115-06 114-04 111-29
R2 113-19 113-19 111-24
R1 112-17 112-17 111-20 112-08
PP 112-00 112-00 112-00 111-28
S1 110-30 110-30 111-10 110-22
S2 110-13 110-13 111-06
S3 108-26 109-11 111-01
S4 107-07 107-24 110-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-02 111-15 1-19 1.4% 0-22 0.6% 0% False True 260
10 113-07 111-15 1-24 1.6% 0-18 0.5% 0% False True 353
20 113-07 109-30 3-09 2.9% 0-13 0.4% 47% False False 204
40 113-07 108-03 5-04 4.6% 0-08 0.2% 66% False False 108
60 113-07 106-27 6-12 5.7% 0-06 0.2% 73% False False 72
80 113-07 105-12 7-27 7.0% 0-05 0.1% 78% False False 54
100 113-07 105-12 7-27 7.0% 0-04 0.1% 78% False False 43
120 113-07 105-03 8-04 7.3% 0-03 0.1% 78% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 187 trading days
Fibonacci Retracements and Extensions
4.250 117-22
2.618 115-24
1.618 114-18
1.000 113-27
0.618 113-12
HIGH 112-21
0.618 112-06
0.500 112-02
0.382 111-30
LOW 111-15
0.618 110-24
1.000 110-09
1.618 109-18
2.618 108-12
4.250 106-14
Fisher Pivots for day following 06-Oct-2006
Pivot 1 day 3 day
R1 112-02 112-08
PP 111-28 112-00
S1 111-21 111-24

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

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