ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 113-12 112-26 -0-18 -0.5% 113-13
High 113-19 113-01 -0-18 -0.5% 113-30
Low 112-25 112-14 -0-11 -0.3% 112-07
Close 112-30 112-28 -0-02 -0.1% 112-14
Range 0-26 0-19 -0-07 -26.9% 1-23
ATR 0-23 0-23 0-00 -1.3% 0-00
Volume 488,599 608,545 119,946 24.5% 2,272,352
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 114-18 114-10 113-06
R3 113-31 113-23 113-01
R2 113-12 113-12 112-31
R1 113-04 113-04 112-30 113-08
PP 112-25 112-25 112-25 112-27
S1 112-17 112-17 112-26 112-21
S2 112-06 112-06 112-25
S3 111-19 111-30 112-23
S4 111-00 111-11 112-18
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 118-01 116-30 113-12
R3 116-10 115-07 112-29
R2 114-19 114-19 112-24
R1 113-16 113-16 112-19 113-06
PP 112-28 112-28 112-28 112-22
S1 111-25 111-25 112-09 111-15
S2 111-05 111-05 112-04
S3 109-14 110-02 111-31
S4 107-23 108-11 111-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-19 112-07 1-12 1.2% 0-26 0.7% 48% False False 450,112
10 113-30 112-07 1-23 1.5% 0-23 0.6% 38% False False 467,583
20 114-02 110-22 3-12 3.0% 0-24 0.7% 65% False False 343,294
40 114-02 109-06 4-28 4.3% 0-21 0.6% 76% False False 172,678
60 114-02 109-06 4-28 4.3% 0-18 0.5% 76% False False 115,172
80 114-22 109-06 5-16 4.9% 0-16 0.4% 67% False False 86,384
100 114-22 109-06 5-16 4.9% 0-13 0.4% 67% False False 69,107
120 114-22 109-06 5-16 4.9% 0-12 0.3% 67% False False 57,589
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 0-04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-18
2.618 114-19
1.618 114-00
1.000 113-20
0.618 113-13
HIGH 113-01
0.618 112-26
0.500 112-24
0.382 112-21
LOW 112-14
0.618 112-02
1.000 111-27
1.618 111-15
2.618 110-28
4.250 109-29
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 112-26 113-00
PP 112-25 112-31
S1 112-24 112-30

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

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