ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 13-Nov-2006
Day Change Summary
Previous Current
10-Nov-2006 13-Nov-2006 Change Change % Previous Week
Open 112-17 112-27 0-10 0.3% 111-15
High 113-04 113-02 -0-02 -0.1% 113-04
Low 111-23 112-10 0-19 0.5% 111-13
Close 112-30 112-25 -0-05 -0.1% 112-30
Range 1-13 0-24 -0-21 -46.7% 1-23
ATR 0-20 0-21 0-00 1.3% 0-00
Volume 3,660 5,098 1,438 39.3% 6,278
Daily Pivots for day following 13-Nov-2006
Classic Woodie Camarilla DeMark
R4 114-31 114-20 113-06
R3 114-07 113-28 113-00
R2 113-15 113-15 112-29
R1 113-04 113-04 112-27 112-30
PP 112-23 112-23 112-23 112-20
S1 112-12 112-12 112-23 112-06
S2 111-31 111-31 112-21
S3 111-07 111-20 112-18
S4 110-15 110-28 112-12
Weekly Pivots for week ending 10-Nov-2006
Classic Woodie Camarilla DeMark
R4 117-21 117-00 113-28
R3 115-30 115-09 113-13
R2 114-07 114-07 113-08
R1 113-18 113-18 113-03 113-28
PP 112-16 112-16 112-16 112-21
S1 111-27 111-27 112-25 112-06
S2 110-25 110-25 112-20
S3 109-02 110-04 112-15
S4 107-11 108-13 112-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-04 111-23 1-13 1.2% 0-24 0.7% 76% False False 2,182
10 113-08 111-13 1-27 1.6% 0-24 0.7% 75% False False 1,814
20 113-08 109-25 3-15 3.1% 0-18 0.5% 86% False False 1,213
40 113-08 109-25 3-15 3.1% 0-16 0.5% 86% False False 786
60 113-08 109-25 3-15 3.1% 0-13 0.3% 86% False False 530
80 113-08 107-18 5-22 5.0% 0-10 0.3% 92% False False 397
100 113-08 105-12 7-28 7.0% 0-08 0.2% 94% False False 318
120 113-08 105-12 7-28 7.0% 0-07 0.2% 94% False False 265
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-08
2.618 115-01
1.618 114-09
1.000 113-26
0.618 113-17
HIGH 113-02
0.618 112-25
0.500 112-22
0.382 112-19
LOW 112-10
0.618 111-27
1.000 111-18
1.618 111-03
2.618 110-11
4.250 109-04
Fisher Pivots for day following 13-Nov-2006
Pivot 1 day 3 day
R1 112-24 112-21
PP 112-23 112-17
S1 112-22 112-14

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

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