ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 106-23 106-28 0-05 0.1% 108-18
High 107-02 106-30 -0-04 -0.1% 108-31
Low 105-22 106-14 0-24 0.7% 105-22
Close 106-28 106-23 -0-05 -0.1% 106-28
Range 1-12 0-16 -0-28 -63.6% 3-09
ATR 0-23 0-23 -0-01 -2.2% 0-00
Volume 18,688 32,592 13,904 74.4% 228,021
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 108-06 107-31 107-00
R3 107-22 107-15 106-27
R2 107-06 107-06 106-26
R1 106-31 106-31 106-24 106-26
PP 106-22 106-22 106-22 106-20
S1 106-15 106-15 106-22 106-10
S2 106-06 106-06 106-20
S3 105-22 105-31 106-19
S4 105-06 105-15 106-14
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 117-01 115-07 108-22
R3 113-24 111-30 107-25
R2 110-15 110-15 107-15
R1 108-21 108-21 107-06 107-30
PP 107-06 107-06 107-06 106-26
S1 105-12 105-12 106-18 104-20
S2 103-29 103-29 106-09
S3 100-20 102-03 105-31
S4 97-11 98-26 105-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-31 105-22 3-09 3.1% 0-29 0.9% 31% False False 37,769
10 109-16 105-22 3-26 3.6% 0-24 0.7% 27% False False 178,715
20 111-12 105-22 5-22 5.3% 0-21 0.6% 18% False False 285,929
40 112-10 105-22 6-20 6.2% 0-21 0.6% 16% False False 297,941
60 113-03 105-22 7-13 6.9% 0-20 0.6% 14% False False 304,132
80 114-02 105-22 8-12 7.8% 0-21 0.6% 12% False False 318,804
100 114-02 105-22 8-12 7.8% 0-21 0.6% 12% False False 255,488
120 114-02 105-22 8-12 7.8% 0-19 0.6% 12% False False 212,950
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109-02
2.618 108-08
1.618 107-24
1.000 107-14
0.618 107-08
HIGH 106-30
0.618 106-24
0.500 106-22
0.382 106-20
LOW 106-14
0.618 106-04
1.000 105-30
1.618 105-20
2.618 105-04
4.250 104-10
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 106-23 107-02
PP 106-22 106-30
S1 106-22 106-26

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

View Archives - Comment on this page... - Back to Index of Symbols