ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 110-30 111-25 0-27 0.8% 111-07
High 111-27 112-01 0-06 0.2% 111-29
Low 110-29 111-12 0-15 0.4% 110-26
Close 111-24 111-23 -0-01 0.0% 110-29
Range 0-30 0-21 -0-09 -30.0% 1-03
ATR 0-20 0-20 0-00 0.5% 0-00
Volume 338,914 354,808 15,894 4.7% 1,363,872
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 113-22 113-11 112-03
R3 113-01 112-22 111-29
R2 112-12 112-12 111-27
R1 112-01 112-01 111-25 111-28
PP 111-23 111-23 111-23 111-20
S1 111-12 111-12 111-21 111-07
S2 111-02 111-02 111-19
S3 110-13 110-23 111-17
S4 109-24 110-02 111-11
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 114-16 113-25 111-16
R3 113-13 112-22 111-07
R2 112-10 112-10 111-03
R1 111-19 111-19 111-00 111-13
PP 111-07 111-07 111-07 111-04
S1 110-16 110-16 110-26 110-10
S2 110-04 110-04 110-23
S3 109-01 109-13 110-19
S4 107-30 108-10 110-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-01 110-26 1-07 1.1% 0-22 0.6% 74% True False 320,610
10 112-01 110-26 1-07 1.1% 0-19 0.5% 74% True False 302,988
20 112-01 110-00 2-01 1.8% 0-19 0.5% 85% True False 274,294
40 113-20 110-00 3-20 3.2% 0-20 0.6% 47% False False 339,212
60 114-02 109-31 4-03 3.7% 0-21 0.6% 43% False False 288,221
80 114-02 109-06 4-28 4.4% 0-19 0.5% 52% False False 216,357
100 114-02 109-06 4-28 4.4% 0-18 0.5% 52% False False 173,105
120 114-22 109-06 5-16 4.9% 0-16 0.4% 46% False False 144,256
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-26
2.618 113-24
1.618 113-03
1.000 112-22
0.618 112-14
HIGH 112-01
0.618 111-25
0.500 111-22
0.382 111-20
LOW 111-12
0.618 110-31
1.000 110-23
1.618 110-10
2.618 109-21
4.250 108-19
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 111-23 111-20
PP 111-23 111-17
S1 111-22 111-14

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

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