ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 111-04 110-22 -0-14 -0.4% 112-04
High 111-04 110-28 -0-08 -0.2% 112-04
Low 110-23 110-22 -0-01 0.0% 110-23
Close 110-23 110-28 0-05 0.1% 110-23
Range 0-13 0-06 -0-07 -53.8% 1-13
ATR 0-16 0-15 -0-01 -4.5% 0-00
Volume 3 715 712 23,733.3% 482
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 111-12 111-10 110-31
R3 111-06 111-04 110-30
R2 111-00 111-00 110-29
R1 110-30 110-30 110-29 110-31
PP 110-26 110-26 110-26 110-26
S1 110-24 110-24 110-27 110-25
S2 110-20 110-20 110-27
S3 110-14 110-18 110-26
S4 110-08 110-12 110-25
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
5 112-00 110-22 1-10 1.2% 0-07 0.2% 14% False True 198
10 112-23 110-22 2-01 1.8% 0-13 0.4% 9% False True 239
20 113-16 110-22 2-26 2.5% 0-13 0.4% 7% False True 151
40 114-22 110-22 4-00 3.6% 0-10 0.3% 5% False True 84
60 114-22 110-00 4-22 4.2% 0-07 0.2% 19% False False 56
80 114-22 110-00 4-22 4.2% 0-07 0.2% 19% False False 43
100 114-22 110-00 4-22 4.2% 0-06 0.2% 19% False False 34
120 114-22 107-23 6-31 6.3% 0-05 0.1% 45% False False 28
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 True
Bull Hook False
Stretch 0-01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-22
2.618 111-12
1.618 111-06
1.000 111-02
0.618 111-00
HIGH 110-28
0.618 110-26
0.500 110-25
0.382 110-24
LOW 110-22
0.618 110-18
1.000 110-16
1.618 110-12
2.618 110-06
4.250 109-28
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 110-27 111-02
PP 110-26 111-00
S1 110-25 110-30

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

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