ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 109-05 109-20 0-15 0.4% 109-16
High 109-05 109-20 0-15 0.4% 110-15
Low 109-05 109-10 0-05 0.1% 109-06
Close 108-27 109-00 0-05 0.1% 110-19
Range 0-00 0-10 0-10 1-09
ATR 0-15 0-16 0-01 4.9% 0-00
Volume 119 33 -86 -72.3% 301
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 110-08 109-30 109-06
R3 109-30 109-20 109-03
R2 109-20 109-20 109-02
R1 109-10 109-10 109-01 109-10
PP 109-10 109-10 109-10 109-10
S1 109-00 109-00 108-31 109-00
S2 109-00 109-00 108-30
S3 108-22 108-22 108-29
S4 108-12 108-12 108-26
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 113-30 113-17 111-10
R3 112-21 112-08 110-30
R2 111-12 111-12 110-27
R1 110-31 110-31 110-23 111-06
PP 110-03 110-03 110-03 110-06
S1 109-22 109-22 110-15 109-28
S2 108-26 108-26 110-11
S3 107-17 108-13 110-08
S4 106-08 107-04 109-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-15 109-05 1-10 1.2% 0-02 0.1% -12% False False 69
10 110-15 109-05 1-10 1.2% 0-04 0.1% -12% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110-30
2.618 110-14
1.618 110-04
1.000 109-30
0.618 109-26
HIGH 109-20
0.618 109-16
0.500 109-15
0.382 109-14
LOW 109-10
0.618 109-04
1.000 109-00
1.618 108-26
2.618 108-16
4.250 108-00
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 109-15 109-21
PP 109-10 109-14
S1 109-05 109-07

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

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