ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 09-Nov-2006

Day Change Summary
	Previous	Current
	08-Nov-2006	09-Nov-2006	Change	Change %	Previous Week
Open	112-06	112-18	0-12	0.3%	111-31
High	112-22	112-20	-0-02	-0.1%	113-08
Low	112-03	112-12	0-09	0.3%	111-13
Close	112-17	112-17	0-00	0.0%	111-18
Range	0-19	0-08	-0-11	-57.9%	1-27
ATR	0-19	0-18	-0-01	-4.2%	0-00
Volume	407	859	452	111.1%	7,573

Daily Pivots for day following 09-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	113-08	113-05	112-21
R3	113-00	112-29	112-19
R2	112-24	112-24	112-18
R1	112-21	112-21	112-18	112-18
PP	112-16	112-16	112-16	112-15
S1	112-13	112-13	112-16	112-10
S2	112-08	112-08	112-16
S3	112-00	112-05	112-15
S4	111-24	111-29	112-13

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	112-25	111-13	1-12	1.2%	0-22	0.6%	82%	False	False	881
10	113-08	111-10	1-30	1.7%	0-22	0.6%	63%	False	False	1,160
20	113-08	109-25	3-15	3.1%	0-16	0.5%	79%	False	False	837
40	113-08	109-25	3-15	3.1%	0-15	0.4%	79%	False	False	568
60	113-08	109-14	3-26	3.4%	0-11	0.3%	81%	False	False	384
80	113-08	107-18	5-22	5.1%	0-09	0.2%	87%	False	False	288
100	113-08	105-12	7-28	7.0%	0-07	0.2%	91%	False	False	230
120	113-08	105-12	7-28	7.0%	0-06	0.2%	91%	False	False	192

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	113-22
2.618	113-09
1.618	113-01
1.000	112-28
0.618	112-25
HIGH	112-20
0.618	112-17
0.500	112-16
0.382	112-15
LOW	112-12
0.618	112-07
1.000	112-04
1.618	111-31
2.618	111-23
4.250	111-10

Fisher Pivots for day following 09-Nov-2006
Pivot	1 day	3 day
R1	112-17	112-14
PP	112-16	112-10
S1	112-16	112-07

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols