ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 26-Apr-2007
Day Change Summary
Previous Current
25-Apr-2007 26-Apr-2007 Change Change % Previous Week
Open 111-23 111-14 -0-09 -0.3% 110-06
High 111-27 111-17 -0-10 -0.3% 111-26
Low 111-11 110-28 -0-15 -0.4% 110-02
Close 111-16 111-02 -0-14 -0.4% 111-09
Range 0-16 0-21 0-05 31.3% 1-24
ATR 0-19 0-19 0-00 1.0% 0-00
Volume 290,296 289,294 -1,002 -0.3% 1,616,384
Daily Pivots for day following 26-Apr-2007
Classic Woodie Camarilla DeMark
R4 113-04 112-24 111-14
R3 112-15 112-03 111-08
R2 111-26 111-26 111-06
R1 111-14 111-14 111-04 111-10
PP 111-05 111-05 111-05 111-03
S1 110-25 110-25 111-00 110-20
S2 110-16 110-16 110-30
S3 109-27 110-04 110-28
S4 109-06 109-15 110-22
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
5 111-29 110-28 1-01 0.9% 0-17 0.5% 18% False True 277,978
10 111-29 110-02 1-27 1.7% 0-19 0.5% 54% False False 291,715
20 112-00 110-00 2-00 1.8% 0-17 0.5% 53% False False 281,685
40 113-30 110-00 3-30 3.5% 0-20 0.6% 27% False False 351,309
60 114-02 109-28 4-06 3.8% 0-20 0.6% 28% False False 271,209
80 114-02 109-06 4-28 4.4% 0-19 0.5% 38% False False 203,578
100 114-22 109-06 5-16 5.0% 0-18 0.5% 34% False False 162,871
120 114-22 109-06 5-16 5.0% 0-15 0.4% 34% False False 135,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 114-10
2.618 113-08
1.618 112-19
1.000 112-06
0.618 111-30
HIGH 111-17
0.618 111-09
0.500 111-06
0.382 111-04
LOW 110-28
0.618 110-15
1.000 110-07
1.618 109-26
2.618 109-05
4.250 108-03
Fisher Pivots for day following 26-Apr-2007
Pivot 1 day 3 day
R1 111-06 111-12
PP 111-05 111-09
S1 111-04 111-06

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

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