ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 110-09 110-06 -0-03 -0.1% 110-22
High 110-16 110-09 -0-07 -0.2% 111-00
Low 110-06 109-16 -0-22 -0.6% 110-10
Close 110-07 109-20 -0-19 -0.5% 110-22
Range 0-10 0-25 0-15 150.0% 0-22
ATR 0-16 0-17 0-01 3.9% 0-00
Volume 315 1,366 1,051 333.7% 3,159
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 112-05 111-21 110-02
R3 111-12 110-28 109-27
R2 110-19 110-19 109-25
R1 110-03 110-03 109-22 109-30
PP 109-26 109-26 109-26 109-23
S1 109-10 109-10 109-18 109-06
S2 109-01 109-01 109-15
S3 108-08 108-17 109-13
S4 107-15 107-24 109-06
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
5 111-00 109-16 1-16 1.4% 0-19 0.5% 8% False True 522
10 111-13 109-16 1-29 1.7% 0-16 0.4% 7% False True 557
20 112-23 109-16 3-07 2.9% 0-15 0.4% 4% False True 380
40 114-22 109-16 5-06 4.7% 0-12 0.4% 2% False True 204
60 114-22 109-16 5-06 4.7% 0-09 0.3% 2% False True 137
80 114-22 109-16 5-06 4.7% 0-08 0.2% 2% False True 103
100 114-22 109-16 5-06 4.7% 0-07 0.2% 2% False True 83
120 114-22 108-01 6-21 6.1% 0-06 0.2% 24% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-19
2.618 112-10
1.618 111-17
1.000 111-02
0.618 110-24
HIGH 110-09
0.618 109-31
0.500 109-28
0.382 109-26
LOW 109-16
0.618 109-01
1.000 108-23
1.618 108-08
2.618 107-15
4.250 106-06
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 109-28 110-02
PP 109-26 109-29
S1 109-23 109-25

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

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