ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 110-28 110-16 -0-12 -0.3% 111-08
High 111-01 110-21 -0-12 -0.3% 111-12
Low 110-12 109-25 -0-19 -0.5% 109-25
Close 110-14 109-30 -0-16 -0.5% 109-30
Range 0-21 0-28 0-07 33.3% 1-19
ATR 0-20 0-20 0-01 2.9% 0-00
Volume 254,446 359,054 104,608 41.1% 1,716,911
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 112-24 112-07 110-13
R3 111-28 111-11 110-06
R2 111-00 111-00 110-03
R1 110-15 110-15 110-01 110-10
PP 110-04 110-04 110-04 110-01
S1 109-19 109-19 109-27 109-14
S2 109-08 109-08 109-25
S3 108-12 108-23 109-22
S4 107-16 107-27 109-15
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 115-05 114-04 110-26
R3 113-18 112-17 110-12
R2 111-31 111-31 110-07
R1 110-30 110-30 110-03 110-21
PP 110-12 110-12 110-12 110-07
S1 109-11 109-11 109-25 109-02
S2 108-25 108-25 109-21
S3 107-06 107-24 109-16
S4 105-19 106-05 109-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-12 109-25 1-19 1.4% 0-19 0.5% 10% False True 343,382
10 112-10 109-25 2-17 2.3% 0-19 0.5% 6% False True 321,168
20 112-10 109-25 2-17 2.3% 0-21 0.6% 6% False True 314,978
40 112-11 109-25 2-18 2.3% 0-19 0.5% 6% False True 310,149
60 114-02 109-25 4-09 3.9% 0-21 0.6% 4% False True 353,411
80 114-02 109-06 4-28 4.4% 0-21 0.6% 15% False False 269,306
100 114-02 109-06 4-28 4.4% 0-19 0.5% 15% False False 215,521
120 114-22 109-06 5-16 5.0% 0-18 0.5% 14% False False 179,605
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114-12
2.618 112-30
1.618 112-02
1.000 111-17
0.618 111-06
HIGH 110-21
0.618 110-10
0.500 110-07
0.382 110-04
LOW 109-25
0.618 109-08
1.000 108-29
1.618 108-12
2.618 107-16
4.250 106-02
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 110-07 110-16
PP 110-04 110-10
S1 110-01 110-04

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

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