ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 24-Jan-2007

Day Change Summary
	Previous	Current
	23-Jan-2007	24-Jan-2007	Change	Change %	Previous Week
Open	110-18	110-09	-0-09	-0.3%	110-22
High	110-20	110-16	-0-04	-0.1%	111-00
Low	110-08	110-06	-0-02	-0.1%	110-10
Close	110-10	110-07	-0-03	-0.1%	110-22
Range	0-12	0-10	-0-02	-16.7%	0-22
ATR	0-17	0-16	0-00	-2.8%	0-00
Volume	489	315	-174	-35.6%	3,159

Daily Pivots for day following 24-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-08	111-01	110-12
R3	110-30	110-23	110-10
R2	110-20	110-20	110-09
R1	110-13	110-13	110-08	110-12
PP	110-10	110-10	110-10	110-09
S1	110-03	110-03	110-06	110-02
S2	110-00	110-00	110-05
S3	109-22	109-25	110-04
S4	109-12	109-15	110-02

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-23	112-13	111-02
R3	112-01	111-23	110-28
R2	111-11	111-11	110-26
R1	111-01	111-01	110-24	111-01
PP	110-21	110-21	110-21	110-22
S1	110-11	110-11	110-20	110-11
S2	109-31	109-31	110-18
S3	109-09	109-21	110-16
S4	108-19	108-31	110-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-00	109-27	1-05	1.0%	0-18	0.5%	32%	False	False	656
10	111-20	109-27	1-25	1.6%	0-13	0.4%	21%	False	False	429
20	112-23	109-27	2-28	2.6%	0-13	0.4%	13%	False	False	314
40	114-22	109-27	4-27	4.4%	0-12	0.3%	8%	False	False	170
60	114-22	109-27	4-27	4.4%	0-08	0.2%	8%	False	False	114
80	114-22	109-27	4-27	4.4%	0-08	0.2%	8%	False	False	86
100	114-22	109-27	4-27	4.4%	0-07	0.2%	8%	False	False	69
120	114-22	108-01	6-21	6.0%	0-06	0.2%	33%	False	False	57

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	111-26
2.618	111-10
1.618	111-00
1.000	110-26
0.618	110-22
HIGH	110-16
0.618	110-12
0.500	110-11
0.382	110-10
LOW	110-06
0.618	110-00
1.000	109-28
1.618	109-22
2.618	109-12
4.250	108-28

Fisher Pivots for day following 24-Jan-2007
Pivot	1 day	3 day
R1	110-11	110-12
PP	110-10	110-11
S1	110-08	110-09

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols