ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 110-04 109-20 -0-16 -0.5% 111-08
High 110-05 109-23 -0-14 -0.4% 111-12
Low 109-18 109-02 -0-16 -0.5% 109-25
Close 109-19 109-08 -0-11 -0.3% 109-30
Range 0-19 0-21 0-02 10.5% 1-19
ATR 0-20 0-20 0-00 0.4% 0-00
Volume 243,277 444,475 201,198 82.7% 1,716,911
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 111-10 110-30 109-20
R3 110-21 110-09 109-14
R2 110-00 110-00 109-12
R1 109-20 109-20 109-10 109-16
PP 109-11 109-11 109-11 109-09
S1 108-31 108-31 109-06 108-26
S2 108-22 108-22 109-04
S3 108-01 108-10 109-02
S4 107-12 107-21 108-28
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
5 111-01 109-02 1-31 1.8% 0-21 0.6% 10% False True 330,646
10 112-01 109-02 2-31 2.7% 0-19 0.5% 6% False True 338,770
20 112-10 109-02 3-08 3.0% 0-21 0.6% 6% False True 329,723
40 112-10 109-02 3-08 3.0% 0-19 0.5% 6% False True 311,692
60 113-30 109-02 4-28 4.5% 0-20 0.6% 4% False True 350,488
80 114-02 109-02 5-00 4.6% 0-21 0.6% 4% False True 282,260
100 114-02 109-02 5-00 4.6% 0-19 0.6% 4% False True 225,914
120 114-22 109-02 5-20 5.1% 0-18 0.5% 3% False True 188,269
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 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-16
2.618 111-14
1.618 110-25
1.000 110-12
0.618 110-04
HIGH 109-23
0.618 109-15
0.500 109-12
0.382 109-10
LOW 109-02
0.618 108-21
1.000 108-13
1.618 108-00
2.618 107-11
4.250 106-09
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 109-12 109-20
PP 109-11 109-16
S1 109-10 109-12

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

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