ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 10-Apr-2007
Day Change Summary
Previous Current
09-Apr-2007 10-Apr-2007 Change Change % Previous Week
Open 110-08 110-12 0-04 0.1% 111-09
High 110-17 110-24 0-07 0.2% 111-18
Low 110-08 110-11 0-03 0.1% 110-00
Close 110-12 110-18 0-06 0.2% 110-10
Range 0-09 0-13 0-04 44.4% 1-18
ATR 0-20 0-19 0-00 -2.5% 0-00
Volume 169,193 141,756 -27,437 -16.2% 1,592,546
Daily Pivots for day following 10-Apr-2007
Classic Woodie Camarilla DeMark
R4 111-25 111-18 110-25
R3 111-12 111-05 110-22
R2 110-31 110-31 110-20
R1 110-24 110-24 110-19 110-28
PP 110-18 110-18 110-18 110-19
S1 110-11 110-11 110-17 110-14
S2 110-05 110-05 110-16
S3 109-24 109-30 110-14
S4 109-11 109-17 110-11
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 115-10 114-12 111-06
R3 113-24 112-26 110-24
R2 112-06 112-06 110-19
R1 111-08 111-08 110-15 110-30
PP 110-20 110-20 110-20 110-15
S1 109-22 109-22 110-05 109-12
S2 109-02 109-02 110-01
S3 107-16 108-04 109-28
S4 105-30 106-18 109-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-18 110-00 1-18 1.4% 0-17 0.5% 36% False False 212,342
10 112-08 110-00 2-08 2.0% 0-17 0.5% 25% False False 312,751
20 113-19 110-00 3-19 3.3% 0-19 0.5% 16% False False 353,650
40 114-02 109-31 4-03 3.7% 0-22 0.6% 15% False False 321,480
60 114-02 109-06 4-28 4.4% 0-20 0.6% 28% False False 214,732
80 114-02 109-06 4-28 4.4% 0-18 0.5% 28% False False 161,078
100 114-22 109-06 5-16 5.0% 0-16 0.5% 25% False False 128,865
120 114-22 109-06 5-16 5.0% 0-13 0.4% 25% False False 107,388
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 False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-15
2.618 111-26
1.618 111-13
1.000 111-05
0.618 111-00
HIGH 110-24
0.618 110-19
0.500 110-18
0.382 110-16
LOW 110-11
0.618 110-03
1.000 109-30
1.618 109-22
2.618 109-09
4.250 108-20
Fisher Pivots for day following 10-Apr-2007
Pivot 1 day 3 day
R1 110-18 110-18
PP 110-18 110-17
S1 110-18 110-16

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

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