ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 30-Oct-2006
Day Change Summary
Previous Current
27-Oct-2006 30-Oct-2006 Change Change % Previous Week
Open 111-10 111-31 0-21 0.6% 110-06
High 112-16 111-31 -0-17 -0.5% 112-16
Low 111-10 111-22 0-12 0.3% 109-25
Close 111-25 111-27 0-02 0.1% 111-25
Range 1-06 0-09 -0-29 -76.3% 2-23
ATR 0-17 0-16 -0-01 -3.3% 0-00
Volume 1,415 809 -606 -42.8% 4,422
Daily Pivots for day following 30-Oct-2006
Classic Woodie Camarilla DeMark
R4 112-22 112-17 112-00
R3 112-13 112-08 111-29
R2 112-04 112-04 111-29
R1 111-31 111-31 111-28 111-29
PP 111-27 111-27 111-27 111-26
S1 111-22 111-22 111-26 111-20
S2 111-18 111-18 111-25
S3 111-09 111-13 111-25
S4 111-00 111-04 111-22
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 119-16 118-12 113-09
R3 116-25 115-21 112-17
R2 114-02 114-02 112-09
R1 112-30 112-30 112-01 113-16
PP 111-11 111-11 111-11 111-20
S1 110-07 110-07 111-17 110-25
S2 108-20 108-20 111-09
S3 105-29 107-16 111-01
S4 103-06 104-25 110-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-16 109-31 2-17 2.3% 0-18 0.5% 74% False False 725
10 112-16 109-25 2-23 2.4% 0-13 0.4% 76% False False 612
20 113-02 109-25 3-09 2.9% 0-14 0.4% 63% False False 521
40 113-07 109-25 3-14 3.1% 0-12 0.3% 60% False False 338
60 113-07 108-03 5-04 4.6% 0-09 0.2% 73% False False 228
80 113-07 106-27 6-12 5.7% 0-07 0.2% 78% False False 171
100 113-07 105-12 7-27 7.0% 0-06 0.2% 82% False False 137
120 113-07 105-03 8-04 7.3% 0-05 0.1% 83% False False 114
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-05
2.618 112-23
1.618 112-14
1.000 112-08
0.618 112-05
HIGH 111-31
0.618 111-28
0.500 111-26
0.382 111-25
LOW 111-22
0.618 111-16
1.000 111-13
1.618 111-07
2.618 110-30
4.250 110-16
Fisher Pivots for day following 30-Oct-2006
Pivot 1 day 3 day
R1 111-27 111-24
PP 111-27 111-22
S1 111-26 111-20

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

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