ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 02-Nov-2006
Day Change Summary
Previous Current
01-Nov-2006 02-Nov-2006 Change Change % Previous Week
Open 112-22 113-01 0-11 0.3% 110-06
High 113-08 113-01 -0-07 -0.2% 112-16
Low 112-15 112-22 0-07 0.2% 109-25
Close 113-04 112-25 -0-11 -0.3% 111-25
Range 0-25 0-11 -0-14 -56.0% 2-23
ATR 0-17 0-17 0-00 -1.4% 0-00
Volume 2,937 274 -2,663 -90.7% 4,422
Daily Pivots for day following 02-Nov-2006
Classic Woodie Camarilla DeMark
R4 113-28 113-21 112-31
R3 113-17 113-10 112-28
R2 113-06 113-06 112-27
R1 112-31 112-31 112-26 112-29
PP 112-27 112-27 112-27 112-26
S1 112-20 112-20 112-24 112-18
S2 112-16 112-16 112-23
S3 112-05 112-09 112-22
S4 111-26 111-30 112-19
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 119-16 118-12 113-09
R3 116-25 115-21 112-17
R2 114-02 114-02 112-09
R1 112-30 112-30 112-01 113-16
PP 111-11 111-11 111-11 111-20
S1 110-07 110-07 111-17 110-25
S2 108-20 108-20 111-09
S3 105-29 107-16 111-01
S4 103-06 104-25 110-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-08 111-10 1-30 1.7% 0-22 0.6% 76% False False 1,440
10 113-08 109-25 3-15 3.1% 0-16 0.5% 86% False False 1,021
20 113-08 109-25 3-15 3.1% 0-14 0.4% 86% False False 735
40 113-08 109-25 3-15 3.1% 0-13 0.4% 86% False False 460
60 113-08 108-03 5-05 4.6% 0-10 0.3% 91% False False 311
80 113-08 106-27 6-13 5.7% 0-08 0.2% 93% False False 233
100 113-08 105-12 7-28 7.0% 0-06 0.2% 94% False False 186
120 113-08 105-12 7-28 7.0% 0-05 0.1% 94% False False 155
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 0-01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-16
2.618 113-30
1.618 113-19
1.000 113-12
0.618 113-08
HIGH 113-01
0.618 112-29
0.500 112-28
0.382 112-26
LOW 112-22
0.618 112-15
1.000 112-11
1.618 112-04
2.618 111-25
4.250 111-07
Fisher Pivots for day following 02-Nov-2006
Pivot 1 day 3 day
R1 112-28 112-22
PP 112-27 112-20
S1 112-26 112-18

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

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