ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 02-Jan-2007 Change Change % Previous Week
Open 111-12 111-21 0-09 0.3% 112-13
High 111-12 111-21 0-09 0.3% 112-13
Low 111-12 111-21 0-09 0.3% 111-12
Close 111-12 111-21 0-09 0.3% 111-12
Range
ATR 0-16 0-15 0-00 -3.0% 0-00
Volume
Daily Pivots for day following 02-Jan-2007
Classic Woodie Camarilla DeMark
R4 111-21 111-21 111-21
R3 111-21 111-21 111-21
R2 111-21 111-21 111-21
R1 111-21 111-21 111-21 111-21
PP 111-21 111-21 111-21 111-21
S1 111-21 111-21 111-21 111-21
S2 111-21 111-21 111-21
S3 111-21 111-21 111-21
S4 111-21 111-21 111-21
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 114-26 114-04 111-30
R3 113-25 113-03 111-21
R2 112-24 112-24 111-18
R1 112-02 112-02 111-15 111-28
PP 111-23 111-23 111-23 111-20
S1 111-01 111-01 111-09 110-28
S2 110-22 110-22 111-06
S3 109-21 110-00 111-03
S4 108-20 108-31 110-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-13 111-12 1-01 0.9% 0-00 0.0% 27% False False
10 113-27 111-12 2-15 2.2% 0-13 0.4% 11% False False 4
20 114-18 111-12 3-06 2.9% 0-10 0.3% 9% False False 4
40 114-18 111-12 3-06 2.9% 0-05 0.1% 9% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 111-21
2.618 111-21
1.618 111-21
1.000 111-21
0.618 111-21
HIGH 111-21
0.618 111-21
0.500 111-21
0.382 111-21
LOW 111-21
0.618 111-21
1.000 111-21
1.618 111-21
2.618 111-21
4.250 111-21
Fisher Pivots for day following 02-Jan-2007
Pivot 1 day 3 day
R1 111-21 111-20
PP 111-21 111-18
S1 111-21 111-16

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

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