ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 01-Dec-2006
Day Change Summary
Previous Current
30-Nov-2006 01-Dec-2006 Change Change % Previous Week
Open 113-21 114-12 0-23 0.6% 113-15
High 114-14 114-30 0-16 0.4% 114-30
Low 113-20 114-02 0-14 0.4% 112-26
Close 114-12 114-20 0-08 0.2% 114-20
Range 0-26 0-28 0-02 7.7% 2-04
ATR 0-22 0-22 0-00 2.1% 0-00
Volume 458,806 545,297 86,491 18.9% 1,650,141
Daily Pivots for day following 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 117-05 116-25 115-03
R3 116-09 115-29 114-28
R2 115-13 115-13 114-25
R1 115-01 115-01 114-23 115-07
PP 114-17 114-17 114-17 114-20
S1 114-05 114-05 114-17 114-11
S2 113-21 113-21 114-15
S3 112-25 113-09 114-12
S4 111-29 112-13 114-05
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 120-16 119-22 115-25
R3 118-12 117-18 115-07
R2 116-08 116-08 115-00
R1 115-14 115-14 114-26 115-27
PP 114-04 114-04 114-04 114-10
S1 113-10 113-10 114-14 113-23
S2 112-00 112-00 114-08
S3 109-28 111-06 114-01
S4 107-24 109-02 113-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-30 112-26 2-04 1.9% 0-24 0.7% 85% True False 330,028
10 114-30 112-07 2-23 2.4% 0-21 0.6% 89% True False 180,843
20 114-30 111-13 3-17 3.1% 0-24 0.7% 91% True False 92,540
40 114-30 109-25 5-05 4.5% 0-19 0.5% 94% True False 46,638
60 114-30 109-25 5-05 4.5% 0-16 0.4% 94% True False 31,153
80 114-30 108-03 6-27 6.0% 0-13 0.4% 95% True False 23,368
100 114-30 106-27 8-03 7.1% 0-11 0.3% 96% True False 18,695
120 114-30 105-12 9-18 8.3% 0-09 0.2% 97% True False 15,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-21
2.618 117-07
1.618 116-11
1.000 115-26
0.618 115-15
HIGH 114-30
0.618 114-19
0.500 114-16
0.382 114-13
LOW 114-02
0.618 113-17
1.000 113-06
1.618 112-21
2.618 111-25
4.250 110-11
Fisher Pivots for day following 01-Dec-2006
Pivot 1 day 3 day
R1 114-19 114-16
PP 114-17 114-13
S1 114-16 114-09

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

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