ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 111-26 111-28 0-02 0.1% 112-26
High 112-11 112-00 -0-11 -0.3% 113-03
Low 111-18 111-19 0-01 0.0% 111-24
Close 112-01 111-24 -0-09 -0.3% 111-27
Range 0-25 0-13 -0-12 -48.0% 1-11
ATR 0-23 0-22 -0-01 -2.8% 0-00
Volume 310,384 301,943 -8,441 -2.7% 1,840,261
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 113-00 112-25 111-31
R3 112-19 112-12 111-28
R2 112-06 112-06 111-26
R1 111-31 111-31 111-25 111-28
PP 111-25 111-25 111-25 111-24
S1 111-18 111-18 111-23 111-15
S2 111-12 111-12 111-22
S3 110-31 111-05 111-20
S4 110-18 110-24 111-17
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 116-08 115-13 112-19
R3 114-29 114-02 112-07
R2 113-18 113-18 112-03
R1 112-23 112-23 111-31 112-15
PP 112-07 112-07 112-07 112-04
S1 111-12 111-12 111-23 111-04
S2 110-28 110-28 111-19
S3 109-17 110-01 111-15
S4 108-06 108-22 111-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-03 111-18 1-17 1.4% 0-23 0.6% 12% False False 383,746
10 113-19 111-18 2-01 1.8% 0-21 0.6% 9% False False 394,548
20 113-30 111-18 2-12 2.1% 0-23 0.6% 8% False False 444,540
40 114-02 109-06 4-28 4.4% 0-22 0.6% 53% False False 243,711
60 114-02 109-06 4-28 4.4% 0-19 0.5% 53% False False 162,635
80 114-22 109-06 5-16 4.9% 0-17 0.5% 47% False False 121,987
100 114-22 109-06 5-16 4.9% 0-14 0.4% 47% False False 97,590
120 114-22 109-06 5-16 4.9% 0-13 0.4% 47% False False 81,325
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 113-23
2.618 113-02
1.618 112-21
1.000 112-13
0.618 112-08
HIGH 112-00
0.618 111-27
0.500 111-26
0.382 111-24
LOW 111-19
0.618 111-11
1.000 111-06
1.618 110-30
2.618 110-17
4.250 109-28
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 111-26 111-30
PP 111-25 111-28
S1 111-24 111-26

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

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