ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 22-Sep-2006
Day Change Summary
Previous Current
21-Sep-2006 22-Sep-2006 Change Change % Previous Week
Open 111-29 112-15 0-18 0.5% 110-03
High 111-29 112-19 0-22 0.6% 112-19
Low 111-29 111-17 -0-12 -0.3% 110-03
Close 111-29 112-15 0-18 0.5% 112-15
Range 0-00 1-02 1-02 2-16
ATR 0-11 0-12 0-02 15.8% 0-00
Volume 0 6 6 10
Daily Pivots for day following 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 115-12 115-00 113-02
R3 114-10 113-30 112-24
R2 113-08 113-08 112-21
R1 112-28 112-28 112-18 113-00
PP 112-06 112-06 112-06 112-08
S1 111-26 111-26 112-12 111-30
S2 111-04 111-04 112-09
S3 110-02 110-24 112-06
S4 109-00 109-22 111-28
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 119-07 118-11 113-27
R3 116-23 115-27 113-05
R2 114-07 114-07 112-30
R1 113-11 113-11 112-22 113-25
PP 111-23 111-23 111-23 111-30
S1 110-27 110-27 112-08 111-09
S2 109-07 109-07 112-00
S3 106-23 108-11 111-25
S4 104-07 105-27 111-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-19 110-03 2-16 2.2% 0-13 0.4% 95% True False 2
10 112-19 110-03 2-16 2.2% 0-06 0.2% 95% True False 1
20 112-19 110-01 2-18 2.3% 0-03 0.1% 95% True False
40 112-19 108-01 4-18 4.1% 0-02 0.0% 97% True False
60 112-19 105-16 7-03 6.3% 0-01 0.0% 98% True False
80 112-19 105-06 7-13 6.6% 0-01 0.0% 98% True False
100 112-19 105-03 7-16 6.7% 0-01 0.0% 98% True False
120 112-19 105-03 7-16 6.7% 0-01 0.0% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 117-04
2.618 115-12
1.618 114-10
1.000 113-21
0.618 113-08
HIGH 112-19
0.618 112-06
0.500 112-02
0.382 111-30
LOW 111-17
0.618 110-28
1.000 110-15
1.618 109-26
2.618 108-24
4.250 107-00
Fisher Pivots for day following 22-Sep-2006
Pivot 1 day 3 day
R1 112-11 112-08
PP 112-06 112-01
S1 112-02 111-26

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

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