ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 12-Oct-2006
Day Change Summary
Previous Current
11-Oct-2006 12-Oct-2006 Change Change % Previous Week
Open 111-00 110-20 -0-12 -0.3% 112-04
High 111-02 110-20 -0-14 -0.4% 113-02
Low 110-17 110-20 0-03 0.1% 111-15
Close 110-17 110-19 0-02 0.1% 111-15
Range 0-17 0-00 -0-17 -100.0% 1-19
ATR 0-16 0-15 -0-01 -5.8% 0-00
Volume 77 228 151 196.1% 1,301
Daily Pivots for day following 12-Oct-2006
Classic Woodie Camarilla DeMark
R4 110-20 110-19 110-19
R3 110-20 110-19 110-19
R2 110-20 110-20 110-19
R1 110-19 110-19 110-19 110-20
PP 110-20 110-20 110-20 110-20
S1 110-19 110-19 110-19 110-20
S2 110-20 110-20 110-19
S3 110-20 110-19 110-19
S4 110-20 110-19 110-19
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
5 112-21 110-17 2-04 1.9% 0-14 0.4% 3% False False 472
10 113-02 110-17 2-17 2.3% 0-16 0.4% 2% False False 339
20 113-07 109-30 3-09 3.0% 0-13 0.4% 20% False False 298
40 113-07 109-14 3-25 3.4% 0-09 0.3% 31% False False 157
60 113-07 107-18 5-21 5.1% 0-06 0.2% 54% False False 105
80 113-07 105-12 7-27 7.1% 0-05 0.1% 67% False False 79
100 113-07 105-12 7-27 7.1% 0-04 0.1% 67% False False 63
120 113-07 105-03 8-04 7.3% 0-04 0.1% 68% False False 53
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-20
2.618 110-20
1.618 110-20
1.000 110-20
0.618 110-20
HIGH 110-20
0.618 110-20
0.500 110-20
0.382 110-20
LOW 110-20
0.618 110-20
1.000 110-20
1.618 110-20
2.618 110-20
4.250 110-20
Fisher Pivots for day following 12-Oct-2006
Pivot 1 day 3 day
R1 110-20 110-28
PP 110-20 110-25
S1 110-19 110-22

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

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