ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 112-16 112-04 -0-12 -0.3% 111-19
High 112-23 112-04 -0-19 -0.5% 112-23
Low 111-08 111-27 0-19 0.5% 111-08
Close 112-03 112-02 -0-01 0.0% 112-03
Range 1-15 0-09 -1-06 -80.9% 1-15
ATR 0-17 0-17 -0-01 -3.4% 0-00
Volume 430 207 -223 -51.9% 1,201
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 112-27 112-24 112-07
R3 112-18 112-15 112-04
R2 112-09 112-09 112-04
R1 112-06 112-06 112-03 112-03
PP 112-00 112-00 112-00 111-31
S1 111-29 111-29 112-01 111-26
S2 111-23 111-23 112-00
S3 111-14 111-20 112-00
S4 111-05 111-11 111-29
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 116-14 115-23 112-29
R3 114-31 114-08 112-16
R2 113-16 113-16 112-12
R1 112-25 112-25 112-07 113-04
PP 112-01 112-01 112-01 112-06
S1 111-10 111-10 111-31 111-22
S2 110-18 110-18 111-26
S3 109-03 109-27 111-22
S4 107-20 108-12 111-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-23 111-08 1-15 1.3% 0-19 0.5% 55% False False 281
10 112-23 111-06 1-17 1.4% 0-15 0.4% 57% False False 185
20 114-00 111-06 2-26 2.5% 0-15 0.4% 31% False False 108
40 114-22 111-06 3-16 3.1% 0-09 0.3% 25% False False 59
60 114-22 110-00 4-22 4.2% 0-06 0.2% 44% False False 40
80 114-22 110-00 4-22 4.2% 0-07 0.2% 44% False False 30
100 114-22 109-12 5-10 4.7% 0-06 0.2% 51% False False 24
120 114-22 107-16 7-06 6.4% 0-05 0.1% 63% False False 20
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 0-01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-10
2.618 112-28
1.618 112-19
1.000 112-13
0.618 112-10
HIGH 112-04
0.618 112-01
0.500 112-00
0.382 111-30
LOW 111-27
0.618 111-21
1.000 111-18
1.618 111-12
2.618 111-03
4.250 110-21
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 112-01 112-01
PP 112-00 112-00
S1 112-00 112-00

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

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