ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 108-10 108-13 0-03 0.1% 109-07
High 108-16 108-13 -0-03 -0.1% 109-16
Low 108-08 106-22 -1-18 -1.4% 108-14
Close 108-12 107-01 -1-11 -1.2% 108-17
Range 0-08 1-23 1-15 587.5% 1-02
ATR 0-19 0-22 0-03 13.5% 0-00
Volume 52,261 37,133 -15,128 -28.9% 1,526,544
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 112-17 111-16 107-31
R3 110-26 109-25 107-16
R2 109-03 109-03 107-11
R1 108-02 108-02 107-06 107-23
PP 107-12 107-12 107-12 107-06
S1 106-11 106-11 106-28 106-00
S2 105-21 105-21 106-23
S3 103-30 104-20 106-18
S4 102-07 102-29 106-03
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 112-00 111-11 109-04
R3 110-30 110-09 108-26
R2 109-28 109-28 108-23
R1 109-07 109-07 108-20 109-00
PP 108-26 108-26 108-26 108-23
S1 108-05 108-05 108-14 107-30
S2 107-24 107-24 108-11
S3 106-22 107-03 108-08
S4 105-20 106-01 107-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-10 106-22 2-20 2.5% 0-26 0.8% 13% False True 81,569
10 109-19 106-22 2-29 2.7% 0-22 0.6% 12% False True 291,067
20 112-01 106-22 5-11 5.0% 0-21 0.6% 6% False True 314,918
40 112-10 106-22 5-20 5.3% 0-21 0.6% 6% False True 309,730
60 113-03 106-22 6-13 6.0% 0-20 0.6% 5% False True 320,015
80 114-02 106-22 7-12 6.9% 0-21 0.6% 5% False True 318,256
100 114-02 106-22 7-12 6.9% 0-20 0.6% 5% False True 254,997
120 114-02 106-22 7-12 6.9% 0-19 0.6% 5% False True 212,523
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 0-03
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 115-23
2.618 112-29
1.618 111-06
1.000 110-04
0.618 109-15
HIGH 108-13
0.618 107-24
0.500 107-18
0.382 107-11
LOW 106-22
0.618 105-20
1.000 104-31
1.618 103-29
2.618 102-06
4.250 99-12
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 107-18 107-26
PP 107-12 107-18
S1 107-06 107-10

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

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