ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 09-Oct-2006
Day Change Summary
Previous Current
06-Oct-2006 09-Oct-2006 Change Change % Previous Week
Open 112-11 111-15 -0-28 -0.8% 112-04
High 112-21 111-15 -1-06 -1.1% 113-02
Low 111-15 111-15 0-00 0.0% 111-15
Close 111-15 111-15 0-00 0.0% 111-15
Range 1-06 0-00 -1-06 -100.0% 1-19
ATR 0-17 0-16 -0-01 -7.1% 0-00
Volume 385 385 0 0.0% 1,301
Daily Pivots for day following 09-Oct-2006
Classic Woodie Camarilla DeMark
R4 111-15 111-15 111-15
R3 111-15 111-15 111-15
R2 111-15 111-15 111-15
R1 111-15 111-15 111-15 111-15
PP 111-15 111-15 111-15 111-15
S1 111-15 111-15 111-15 111-15
S2 111-15 111-15 111-15
S3 111-15 111-15 111-15
S4 111-15 111-15 111-15
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% 0-18 0.5% 0% False True 294
10 113-04 111-15 1-21 1.5% 0-16 0.5% 0% False True 358
20 113-07 109-30 3-09 2.9% 0-12 0.3% 47% False False 222
40 113-07 108-03 5-04 4.6% 0-08 0.2% 66% False False 118
60 113-07 106-27 6-12 5.7% 0-06 0.2% 73% False False 79
80 113-07 105-12 7-27 7.0% 0-05 0.1% 78% False False 59
100 113-07 105-12 7-27 7.0% 0-04 0.1% 78% False False 47
120 113-07 105-03 8-04 7.3% 0-03 0.1% 78% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-03
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 111-15
2.618 111-15
1.618 111-15
1.000 111-15
0.618 111-15
HIGH 111-15
0.618 111-15
0.500 111-15
0.382 111-15
LOW 111-15
0.618 111-15
1.000 111-15
1.618 111-15
2.618 111-15
4.250 111-15
Fisher Pivots for day following 09-Oct-2006
Pivot 1 day 3 day
R1 111-15 112-04
PP 111-15 111-29
S1 111-15 111-22

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

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