ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 112-26 112-17 -0-09 -0.2% 112-12
High 112-30 112-29 -0-01 0.0% 113-19
Low 112-12 112-13 0-01 0.0% 112-07
Close 112-16 112-23 0-07 0.2% 112-26
Range 0-18 0-16 -0-02 -11.1% 1-12
ATR 0-22 0-22 0-00 -2.0% 0-00
Volume 322,635 211,223 -111,412 -34.5% 2,317,700
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 114-06 113-30 113-00
R3 113-22 113-14 112-27
R2 113-06 113-06 112-26
R1 112-30 112-30 112-24 113-02
PP 112-22 112-22 112-22 112-24
S1 112-14 112-14 112-22 112-18
S2 112-06 112-06 112-20
S3 111-22 111-30 112-19
S4 111-06 111-14 112-14
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 117-00 116-09 113-18
R3 115-20 114-29 113-06
R2 114-08 114-08 113-02
R1 113-17 113-17 112-30 113-28
PP 112-28 112-28 112-28 113-02
S1 112-05 112-05 112-22 112-16
S2 111-16 111-16 112-18
S3 110-04 110-25 112-14
S4 108-24 109-13 112-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-19 112-12 1-07 1.1% 0-19 0.5% 28% False False 405,351
10 113-20 112-07 1-13 1.2% 0-22 0.6% 36% False False 409,808
20 114-02 110-26 3-08 2.9% 0-24 0.7% 59% False False 388,144
40 114-02 109-06 4-28 4.3% 0-21 0.6% 72% False False 195,856
60 114-02 109-06 4-28 4.3% 0-19 0.5% 72% False False 130,664
80 114-22 109-06 5-16 4.9% 0-16 0.5% 64% False False 98,004
100 114-22 109-06 5-16 4.9% 0-13 0.4% 64% False False 78,403
120 114-22 109-06 5-16 4.9% 0-12 0.3% 64% False False 65,336
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115-01
2.618 114-07
1.618 113-23
1.000 113-13
0.618 113-07
HIGH 112-29
0.618 112-23
0.500 112-21
0.382 112-19
LOW 112-13
0.618 112-03
1.000 111-29
1.618 111-19
2.618 111-03
4.250 110-09
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 112-22 112-23
PP 112-22 112-22
S1 112-21 112-22

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

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