ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 26-Oct-2006
Day Change Summary
Previous Current
25-Oct-2006 26-Oct-2006 Change Change % Previous Week
Open 110-03 110-23 0-20 0.6% 110-14
High 110-22 111-09 0-19 0.5% 111-01
Low 110-03 110-23 0-20 0.6% 110-09
Close 110-19 111-09 0-22 0.6% 110-17
Range 0-19 0-18 -0-01 -5.3% 0-24
ATR 0-14 0-15 0-01 3.8% 0-00
Volume 383 826 443 115.7% 1,408
Daily Pivots for day following 26-Oct-2006
Classic Woodie Camarilla DeMark
R4 112-25 112-19 111-19
R3 112-07 112-01 111-14
R2 111-21 111-21 111-12
R1 111-15 111-15 111-11 111-18
PP 111-03 111-03 111-03 111-04
S1 110-29 110-29 111-07 111-00
S2 110-17 110-17 111-06
S3 109-31 110-11 111-04
S4 109-13 109-25 110-31
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 112-28 112-14 110-30
R3 112-04 111-22 110-24
R2 111-12 111-12 110-21
R1 110-30 110-30 110-19 111-05
PP 110-20 110-20 110-20 110-23
S1 110-06 110-06 110-15 110-13
S2 109-28 109-28 110-13
S3 109-04 109-14 110-10
S4 108-12 108-22 110-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-09 109-25 1-16 1.3% 0-11 0.3% 100% True False 602
10 111-09 109-25 1-16 1.3% 0-11 0.3% 100% True False 514
20 113-02 109-25 3-09 2.9% 0-13 0.4% 46% False False 426
40 113-07 109-25 3-14 3.1% 0-11 0.3% 44% False False 283
60 113-07 108-03 5-04 4.6% 0-08 0.2% 62% False False 191
80 113-07 106-06 7-01 6.3% 0-06 0.2% 72% False False 143
100 113-07 105-12 7-27 7.0% 0-05 0.1% 75% False False 114
120 113-07 105-03 8-04 7.3% 0-04 0.1% 76% False False 95
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-22
2.618 112-24
1.618 112-06
1.000 111-27
0.618 111-20
HIGH 111-09
0.618 111-02
0.500 111-00
0.382 110-30
LOW 110-23
0.618 110-12
1.000 110-05
1.618 109-26
2.618 109-08
4.250 108-10
Fisher Pivots for day following 26-Oct-2006
Pivot 1 day 3 day
R1 111-06 111-02
PP 111-03 110-27
S1 111-00 110-20

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

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