ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 105-02 106-00 0-30 0.9% 108-18
High 106-08 106-14 0-06 0.2% 108-31
Low 104-31 105-19 0-20 0.6% 105-22
Close 106-06 106-01 -0-05 -0.1% 106-28
Range 1-09 0-27 -0-14 -34.1% 3-09
ATR 0-26 0-26 0-00 0.3% 0-00
Volume 9,564 6,094 -3,470 -36.3% 228,021
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 108-18 108-04 106-16
R3 107-23 107-09 106-08
R2 106-28 106-28 106-06
R1 106-14 106-14 106-03 106-21
PP 106-01 106-01 106-01 106-04
S1 105-19 105-19 105-31 105-26
S2 105-06 105-06 105-28
S3 104-11 104-24 105-26
S4 103-16 103-29 105-18
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
5 107-02 104-31 2-03 2.0% 1-03 1.0% 51% False False 15,967
10 109-10 104-31 4-11 4.1% 0-30 0.9% 24% False False 48,768
20 111-01 104-31 6-02 5.7% 0-25 0.7% 18% False False 232,187
40 112-10 104-31 7-11 6.9% 0-23 0.7% 14% False False 273,633
60 112-25 104-31 7-26 7.4% 0-21 0.6% 14% False False 290,957
80 114-02 104-31 9-03 8.6% 0-22 0.6% 12% False False 318,201
100 114-02 104-31 9-03 8.6% 0-21 0.6% 12% False False 255,764
120 114-02 104-31 9-03 8.6% 0-20 0.6% 12% False False 213,187
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-01
2.618 108-21
1.618 107-26
1.000 107-09
0.618 106-31
HIGH 106-14
0.618 106-04
0.500 106-00
0.382 105-29
LOW 105-19
0.618 105-02
1.000 104-24
1.618 104-07
2.618 103-12
4.250 102-00
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 106-01 105-30
PP 106-01 105-27
S1 106-00 105-24

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

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