ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 08-Nov-2006
Day Change Summary
Previous Current
07-Nov-2006 08-Nov-2006 Change Change % Previous Week
Open 111-24 112-06 0-14 0.4% 111-31
High 112-18 112-22 0-04 0.1% 113-08
Low 111-24 112-03 0-11 0.3% 111-13
Close 112-06 112-17 0-11 0.3% 111-18
Range 0-26 0-19 -0-07 -26.9% 1-27
ATR 0-19 0-19 0-00 -0.1% 0-00
Volume 889 407 -482 -54.2% 7,573
Daily Pivots for day following 08-Nov-2006
Classic Woodie Camarilla DeMark
R4 114-07 113-31 112-27
R3 113-20 113-12 112-22
R2 113-01 113-01 112-20
R1 112-25 112-25 112-19 112-29
PP 112-14 112-14 112-14 112-16
S1 112-06 112-06 112-15 112-10
S2 111-27 111-27 112-14
S3 111-08 111-19 112-12
S4 110-21 111-00 112-07
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 117-19 116-14 112-18
R3 115-24 114-19 112-02
R2 113-29 113-29 111-29
R1 112-24 112-24 111-23 112-13
PP 112-02 112-02 112-02 111-29
S1 110-29 110-29 111-13 110-18
S2 110-07 110-07 111-07
S3 108-12 109-02 111-02
S4 106-17 107-07 110-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-01 111-13 1-20 1.4% 0-22 0.6% 69% False False 764
10 113-08 110-23 2-17 2.2% 0-23 0.6% 72% False False 1,157
20 113-08 109-25 3-15 3.1% 0-16 0.4% 79% False False 805
40 113-08 109-25 3-15 3.1% 0-15 0.4% 79% False False 546
60 113-08 109-14 3-26 3.4% 0-11 0.3% 81% False False 370
80 113-08 107-18 5-22 5.1% 0-09 0.2% 87% False False 277
100 113-08 105-12 7-28 7.0% 0-07 0.2% 91% False False 222
120 113-08 105-12 7-28 7.0% 0-06 0.2% 91% False False 185
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-07
2.618 114-08
1.618 113-21
1.000 113-09
0.618 113-02
HIGH 112-22
0.618 112-15
0.500 112-12
0.382 112-10
LOW 112-03
0.618 111-23
1.000 111-16
1.618 111-04
2.618 110-17
4.250 109-18
Fisher Pivots for day following 08-Nov-2006
Pivot 1 day 3 day
R1 112-16 112-12
PP 112-14 112-07
S1 112-12 112-02

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

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