ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 111-13 111-04 -0-09 -0.3% 112-04
High 111-13 111-04 -0-09 -0.3% 112-04
Low 110-30 110-23 -0-07 -0.2% 110-23
Close 111-03 110-23 -0-12 -0.3% 110-23
Range 0-15 0-13 -0-02 -13.3% 1-13
ATR 0-16 0-16 0-00 -1.5% 0-00
Volume 6 3 -3 -50.0% 482
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 112-02 111-26 110-30
R3 111-21 111-13 110-27
R2 111-08 111-08 110-25
R1 111-00 111-00 110-24 110-30
PP 110-27 110-27 110-27 110-26
S1 110-19 110-19 110-22 110-16
S2 110-14 110-14 110-21
S3 110-01 110-06 110-19
S4 109-20 109-25 110-16
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 115-13 114-15 111-16
R3 114-00 113-02 111-03
R2 112-19 112-19 110-31
R1 111-21 111-21 110-27 111-14
PP 111-06 111-06 111-06 111-02
S1 110-08 110-08 110-19 110-00
S2 109-25 109-25 110-15
S3 108-12 108-27 110-11
S4 106-31 107-14 109-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-04 110-23 1-13 1.3% 0-07 0.2% 0% False True 96
10 112-23 110-23 2-00 1.8% 0-12 0.3% 0% False True 171
20 113-16 110-23 2-25 2.5% 0-13 0.4% 0% False True 116
40 114-22 110-23 3-31 3.6% 0-10 0.3% 0% False True 66
60 114-22 110-00 4-22 4.2% 0-07 0.2% 15% False False 44
80 114-22 110-00 4-22 4.2% 0-07 0.2% 15% False False 34
100 114-22 109-31 4-23 4.3% 0-06 0.2% 16% False False 27
120 114-22 107-23 6-31 6.3% 0-05 0.1% 43% False False 22
Crabel Price Patterns
NR True
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-27
2.618 112-06
1.618 111-25
1.000 111-17
0.618 111-12
HIGH 111-04
0.618 110-31
0.500 110-30
0.382 110-28
LOW 110-23
0.618 110-15
1.000 110-10
1.618 110-02
2.618 109-21
4.250 109-00
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 110-30 111-06
PP 110-27 111-01
S1 110-25 110-28

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

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