ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 110-13 110-08 -0-05 -0.1% 110-01
High 110-15 110-12 -0-03 -0.1% 111-05
Low 110-04 109-31 -0-05 -0.1% 110-00
Close 110-07 110-03 -0-04 -0.1% 110-13
Range 0-11 0-13 0-02 18.2% 1-05
ATR 0-17 0-17 0-00 -1.7% 0-00
Volume 2,076 15,213 13,137 632.8% 8,954
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 111-12 111-04 110-10
R3 110-31 110-23 110-07
R2 110-18 110-18 110-05
R1 110-10 110-10 110-04 110-08
PP 110-05 110-05 110-05 110-03
S1 109-29 109-29 110-02 109-26
S2 109-24 109-24 110-01
S3 109-11 109-16 109-31
S4 108-30 109-03 109-28
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 114-00 113-11 111-01
R3 112-27 112-06 110-23
R2 111-22 111-22 110-20
R1 111-01 111-01 110-16 111-12
PP 110-17 110-17 110-17 110-22
S1 109-28 109-28 110-10 110-06
S2 109-12 109-12 110-06
S3 108-07 108-23 110-03
S4 107-02 107-18 109-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-05 109-31 1-06 1.1% 0-14 0.4% 11% False True 4,834
10 111-05 109-06 1-31 1.8% 0-17 0.5% 46% False False 3,096
20 111-05 109-06 1-31 1.8% 0-17 0.5% 46% False False 1,960
40 113-16 109-06 4-10 3.9% 0-15 0.4% 21% False False 1,056
60 114-22 109-06 5-16 5.0% 0-13 0.4% 16% False False 709
80 114-22 109-06 5-16 5.0% 0-09 0.3% 16% False False 532
100 114-22 109-06 5-16 5.0% 0-09 0.3% 16% False False 426
120 114-22 109-06 5-16 5.0% 0-08 0.2% 16% False False 355
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 True
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-03
2.618 111-14
1.618 111-01
1.000 110-25
0.618 110-20
HIGH 110-12
0.618 110-07
0.500 110-06
0.382 110-04
LOW 109-31
0.618 109-23
1.000 109-18
1.618 109-10
2.618 108-29
4.250 108-08
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 110-06 110-14
PP 110-05 110-10
S1 110-04 110-07

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

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