ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 111-27 111-19 -0-08 -0.2% 112-26
High 112-08 111-22 -0-18 -0.5% 113-03
Low 111-14 111-10 -0-04 -0.1% 111-24
Close 111-19 111-18 -0-01 0.0% 111-27
Range 0-26 0-12 -0-14 -53.8% 1-11
ATR 0-23 0-22 -0-01 -3.4% 0-00
Volume 365,708 528,799 163,091 44.6% 1,840,261
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 112-21 112-15 111-25
R3 112-09 112-03 111-21
R2 111-29 111-29 111-20
R1 111-23 111-23 111-19 111-20
PP 111-17 111-17 111-17 111-15
S1 111-11 111-11 111-17 111-08
S2 111-05 111-05 111-16
S3 110-25 110-31 111-15
S4 110-13 110-19 111-11
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
5 112-11 111-10 1-01 0.9% 0-19 0.5% 24% False True 403,457
10 113-03 111-10 1-25 1.6% 0-21 0.6% 14% False True 374,285
20 113-30 111-10 2-20 2.4% 0-22 0.6% 10% False True 420,934
40 114-02 109-28 4-06 3.8% 0-22 0.6% 40% False False 265,970
60 114-02 109-06 4-28 4.4% 0-20 0.6% 49% False False 177,543
80 114-22 109-06 5-16 4.9% 0-18 0.5% 43% False False 133,168
100 114-22 109-06 5-16 4.9% 0-15 0.4% 43% False False 106,535
120 114-22 109-06 5-16 4.9% 0-13 0.4% 43% False False 88,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 113-09
2.618 112-21
1.618 112-09
1.000 112-02
0.618 111-29
HIGH 111-22
0.618 111-17
0.500 111-16
0.382 111-15
LOW 111-10
0.618 111-03
1.000 110-30
1.618 110-23
2.618 110-11
4.250 109-23
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 111-17 111-25
PP 111-17 111-23
S1 111-16 111-20

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

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