ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 112-19 112-18 -0-01 0.0% 113-09
High 112-25 113-06 0-13 0.4% 114-06
Low 112-15 112-16 0-01 0.0% 112-15
Close 112-18 113-01 0-15 0.4% 112-22
Range 0-10 0-22 0-12 120.0% 1-23
ATR 0-23 0-23 0-00 -0.2% 0-00
Volume 103,516 209,581 106,065 102.5% 1,799,928
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 114-31 114-22 113-13
R3 114-09 114-00 113-07
R2 113-19 113-19 113-05
R1 113-10 113-10 113-03 113-14
PP 112-29 112-29 112-29 112-31
S1 112-20 112-20 112-31 112-24
S2 112-07 112-07 112-29
S3 111-17 111-30 112-27
S4 110-27 111-08 112-21
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 118-09 117-06 113-20
R3 116-18 115-15 113-05
R2 114-27 114-27 113-00
R1 113-24 113-24 112-27 113-14
PP 113-04 113-04 113-04 112-30
S1 112-01 112-01 112-17 111-23
S2 111-13 111-13 112-12
S3 109-22 110-10 112-07
S4 107-31 108-19 111-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-24 112-07 1-17 1.4% 0-22 0.6% 53% False False 249,816
10 114-06 112-07 1-31 1.7% 0-24 0.7% 41% False False 307,892
20 114-30 112-07 2-23 2.4% 0-23 0.6% 30% False False 303,231
40 114-30 110-23 4-07 3.7% 0-23 0.6% 55% False False 156,047
60 114-30 109-25 5-05 4.6% 0-20 0.5% 63% False False 104,172
80 114-30 109-25 5-05 4.6% 0-17 0.5% 63% False False 78,156
100 114-30 108-03 6-27 6.1% 0-14 0.4% 72% False False 62,525
120 114-30 105-22 9-08 8.2% 0-12 0.3% 79% False False 52,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-04
2.618 115-00
1.618 114-10
1.000 113-28
0.618 113-20
HIGH 113-06
0.618 112-30
0.500 112-27
0.382 112-24
LOW 112-16
0.618 112-02
1.000 111-26
1.618 111-12
2.618 110-22
4.250 109-18
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 112-31 112-30
PP 112-29 112-26
S1 112-27 112-22

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

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