ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 111-29 111-17 -0-12 -0.3% 112-07
High 112-05 111-23 -0-14 -0.4% 112-20
Low 111-04 111-05 0-01 0.0% 111-04
Close 111-17 111-14 -0-03 -0.1% 111-14
Range 1-01 0-18 -0-15 -45.5% 1-16
ATR 0-24 0-23 0-00 -1.7% 0-00
Volume 176,775 93,605 -83,170 -47.0% 446,204
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 113-04 112-27 111-24
R3 112-18 112-09 111-19
R2 112-00 112-00 111-17
R1 111-23 111-23 111-16 111-18
PP 111-14 111-14 111-14 111-12
S1 111-05 111-05 111-12 111-00
S2 110-28 110-28 111-11
S3 110-10 110-19 111-09
S4 109-24 110-01 111-04
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 116-07 115-11 112-08
R3 114-23 113-27 111-27
R2 113-07 113-07 111-23
R1 112-11 112-11 111-18 112-01
PP 111-23 111-23 111-23 111-18
S1 110-27 110-27 111-10 110-17
S2 110-07 110-07 111-05
S3 108-23 109-11 111-01
S4 107-07 107-27 110-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-03 111-04 1-31 1.8% 0-24 0.7% 16% False False 131,145
10 113-24 111-04 2-20 2.4% 0-23 0.7% 12% False False 190,480
20 114-30 111-04 3-26 3.4% 0-24 0.7% 8% False False 279,203
40 114-30 111-04 3-26 3.4% 0-23 0.7% 8% False False 172,246
60 114-30 109-25 5-05 4.6% 0-20 0.6% 32% False False 115,076
80 114-30 109-25 5-05 4.6% 0-18 0.5% 32% False False 86,350
100 114-30 108-03 6-27 6.1% 0-15 0.4% 49% False False 69,082
120 114-30 106-27 8-03 7.3% 0-13 0.4% 57% False False 57,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-04
2.618 113-06
1.618 112-20
1.000 112-09
0.618 112-02
HIGH 111-23
0.618 111-16
0.500 111-14
0.382 111-12
LOW 111-05
0.618 110-26
1.000 110-19
1.618 110-08
2.618 109-22
4.250 108-24
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 111-14 111-28
PP 111-14 111-23
S1 111-14 111-19

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

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