ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 110-18 110-15 -0-03 -0.1% 111-09
High 110-24 110-25 0-01 0.0% 111-18
Low 110-12 110-12 0-00 0.0% 110-00
Close 110-14 110-15 0-01 0.0% 110-10
Range 0-12 0-13 0-01 8.3% 1-18
ATR 0-19 0-18 0-00 -2.2% 0-00
Volume 227,320 256,237 28,917 12.7% 1,592,546
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 111-24 111-17 110-22
R3 111-11 111-04 110-19
R2 110-30 110-30 110-17
R1 110-23 110-23 110-16 110-22
PP 110-17 110-17 110-17 110-17
S1 110-10 110-10 110-14 110-08
S2 110-04 110-04 110-13
S3 109-23 109-29 110-11
S4 109-10 109-16 110-08
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
5 111-01 110-00 1-01 0.9% 0-16 0.5% 45% False False 204,515
10 112-00 110-00 2-00 1.8% 0-16 0.4% 23% False False 271,656
20 113-03 110-00 3-03 2.8% 0-18 0.5% 15% False False 322,970
40 114-02 110-00 4-02 3.7% 0-21 0.6% 12% False False 333,132
60 114-02 109-06 4-28 4.4% 0-20 0.6% 26% False False 222,775
80 114-02 109-06 4-28 4.4% 0-18 0.5% 26% False False 167,122
100 114-22 109-06 5-16 5.0% 0-16 0.5% 23% False False 133,701
120 114-22 109-06 5-16 5.0% 0-14 0.4% 23% False False 111,417
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-16
2.618 111-27
1.618 111-14
1.000 111-06
0.618 111-01
HIGH 110-25
0.618 110-20
0.500 110-18
0.382 110-17
LOW 110-12
0.618 110-04
1.000 109-31
1.618 109-23
2.618 109-10
4.250 108-21
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 110-18 110-18
PP 110-17 110-17
S1 110-16 110-16

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

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