ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 111-17 111-23 0-06 0.2% 110-06
High 111-29 111-27 -0-02 -0.1% 111-26
Low 111-15 111-11 -0-04 -0.1% 110-02
Close 111-23 111-16 -0-07 -0.2% 111-09
Range 0-14 0-16 0-02 14.3% 1-24
ATR 0-19 0-19 0-00 -1.0% 0-00
Volume 263,750 290,296 26,546 10.1% 1,616,384
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 113-02 112-25 111-25
R3 112-18 112-09 111-20
R2 112-02 112-02 111-19
R1 111-25 111-25 111-17 111-22
PP 111-18 111-18 111-18 111-16
S1 111-09 111-09 111-15 111-06
S2 111-02 111-02 111-13
S3 110-18 110-25 111-12
S4 110-02 110-09 111-07
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 116-10 115-17 112-08
R3 114-18 113-25 111-24
R2 112-26 112-26 111-19
R1 112-01 112-01 111-14 112-14
PP 111-02 111-02 111-02 111-08
S1 110-09 110-09 111-04 110-22
S2 109-10 109-10 110-31
S3 107-18 108-17 110-26
S4 105-26 106-25 110-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-29 111-01 0-28 0.8% 0-17 0.5% 54% False False 272,071
10 111-29 110-02 1-27 1.7% 0-18 0.5% 78% False False 288,409
20 112-00 110-00 2-00 1.8% 0-17 0.5% 75% False False 293,661
40 113-30 110-00 3-30 3.5% 0-20 0.6% 38% False False 360,871
60 114-02 109-06 4-28 4.4% 0-20 0.6% 47% False False 266,439
80 114-02 109-06 4-28 4.4% 0-19 0.5% 47% False False 199,962
100 114-22 109-06 5-16 4.9% 0-17 0.5% 42% False False 159,978
120 114-22 109-06 5-16 4.9% 0-15 0.4% 42% False False 133,316
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-31
2.618 113-05
1.618 112-21
1.000 112-11
0.618 112-05
HIGH 111-27
0.618 111-21
0.500 111-19
0.382 111-17
LOW 111-11
0.618 111-01
1.000 110-27
1.618 110-17
2.618 110-01
4.250 109-07
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 111-19 111-16
PP 111-18 111-15
S1 111-17 111-15

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

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