ECBOT 30 Year Treasury Bond Future June 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 112-16 112-14 -0-02 -0.1% 113-15
High 112-18 112-30 0-12 0.3% 114-00
Low 112-16 112-14 -0-02 -0.1% 112-10
Close 112-16 112-31 0-15 0.4% 112-20
Range 0-02 0-16 0-14 700.0% 1-22
ATR 0-14 0-14 0-00 1.1% 0-00
Volume 5 57 52 1,040.0% 109
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 114-09 114-04 113-08
R3 113-25 113-20 113-03
R2 113-09 113-09 113-02
R1 113-04 113-04 113-00 113-06
PP 112-25 112-25 112-25 112-26
S1 112-20 112-20 112-30 112-22
S2 112-09 112-09 112-28
S3 111-25 112-04 112-27
S4 111-09 111-20 112-22
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 118-01 117-01 113-18
R3 116-11 115-11 113-03
R2 114-21 114-21 112-30
R1 113-21 113-21 112-25 113-10
PP 112-31 112-31 112-31 112-26
S1 111-31 111-31 112-15 111-20
S2 111-09 111-09 112-10
S3 109-19 110-09 112-05
S4 107-29 108-19 111-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-16 112-09 1-07 1.1% 0-15 0.4% 56% False False 38
10 114-00 112-09 1-23 1.5% 0-14 0.4% 40% False False 30
20 114-22 112-09 2-13 2.1% 0-11 0.3% 29% False False 25
40 114-22 111-17 3-05 2.8% 0-06 0.2% 46% False False 13
60 114-22 110-00 4-22 4.1% 0-06 0.2% 63% False False 9
80 114-22 110-00 4-22 4.1% 0-05 0.2% 63% False False 7
100 114-22 108-01 6-21 5.9% 0-04 0.1% 74% False False 6
120 114-22 106-00 8-22 7.7% 0-04 0.1% 80% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-02
2.618 114-08
1.618 113-24
1.000 113-14
0.618 113-08
HIGH 112-30
0.618 112-24
0.500 112-22
0.382 112-20
LOW 112-14
0.618 112-04
1.000 111-30
1.618 111-20
2.618 111-04
4.250 110-10
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 112-28 112-27
PP 112-25 112-23
S1 112-22 112-20

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

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