ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 20-Oct-2006
Day Change Summary
Previous Current
19-Oct-2006 20-Oct-2006 Change Change % Previous Week
Open 110-12 110-16 0-04 0.1% 110-14
High 110-14 110-17 0-03 0.1% 111-01
Low 110-09 110-16 0-07 0.2% 110-09
Close 110-16 110-17 0-01 0.0% 110-17
Range 0-05 0-01 -0-04 -80.0% 0-24
ATR 0-15 0-14 -0-01 -6.7% 0-00
Volume 274 7 -267 -97.4% 1,408
Daily Pivots for day following 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 110-20 110-19 110-18
R3 110-19 110-18 110-17
R2 110-18 110-18 110-17
R1 110-17 110-17 110-17 110-18
PP 110-17 110-17 110-17 110-17
S1 110-16 110-16 110-17 110-16
S2 110-16 110-16 110-17
S3 110-15 110-15 110-17
S4 110-14 110-14 110-16
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 112-28 112-14 110-30
R3 112-04 111-22 110-24
R2 111-12 111-12 110-21
R1 110-30 110-30 110-19 111-05
PP 110-20 110-20 110-20 110-23
S1 110-06 110-06 110-15 110-13
S2 109-28 109-28 110-13
S3 109-04 109-14 110-10
S4 108-12 108-22 110-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-01 110-09 0-24 0.7% 0-06 0.2% 33% False False 281
10 111-15 110-05 1-10 1.2% 0-08 0.2% 29% False False 411
20 113-07 110-05 3-02 2.8% 0-13 0.4% 12% False False 382
40 113-07 109-25 3-14 3.1% 0-10 0.3% 22% False False 210
60 113-07 108-03 5-04 4.6% 0-07 0.2% 48% False False 141
80 113-07 105-22 7-17 6.8% 0-06 0.2% 64% False False 106
100 113-07 105-12 7-27 7.1% 0-05 0.1% 66% False False 84
120 113-07 105-03 8-04 7.4% 0-04 0.1% 67% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110-21
2.618 110-20
1.618 110-19
1.000 110-18
0.618 110-18
HIGH 110-17
0.618 110-17
0.500 110-16
0.382 110-16
LOW 110-16
0.618 110-15
1.000 110-15
1.618 110-14
2.618 110-13
4.250 110-12
Fisher Pivots for day following 20-Oct-2006
Pivot 1 day 3 day
R1 110-17 110-17
PP 110-17 110-17
S1 110-16 110-16

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

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