ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 112-20 113-08 0-20 0.6% 113-25
High 112-30 113-10 0-12 0.3% 113-25
Low 112-20 113-01 0-13 0.4% 112-10
Close 112-25 113-09 0-16 0.4% 112-14
Range 0-10 0-09 -0-01 -10.0% 1-15
ATR 0-14 0-14 0-00 1.6% 0-00
Volume 4 4 0 0.0% 196
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 114-02 113-30 113-14
R3 113-25 113-21 113-11
R2 113-16 113-16 113-11
R1 113-12 113-12 113-10 113-14
PP 113-07 113-07 113-07 113-08
S1 113-03 113-03 113-08 113-05
S2 112-30 112-30 113-07
S3 112-21 112-26 113-07
S4 112-12 112-17 113-04
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 117-08 116-10 113-08
R3 115-25 114-27 112-27
R2 114-10 114-10 112-23
R1 113-12 113-12 112-18 113-04
PP 112-27 112-27 112-27 112-23
S1 111-29 111-29 112-10 111-20
S2 111-12 111-12 112-05
S3 109-29 110-14 112-01
S4 108-14 108-31 111-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-10 112-10 1-00 0.9% 0-06 0.2% 97% True False 13
10 113-25 112-10 1-15 1.3% 0-05 0.1% 66% False False 29
20 113-26 110-03 3-23 3.3% 0-05 0.1% 86% False False 19
40 113-26 109-10 4-16 4.0% 0-02 0.1% 88% False False 9
60 113-27 109-10 4-17 4.0% 0-04 0.1% 88% False False 7
80 114-18 109-10 5-08 4.6% 0-04 0.1% 76% False False 6
100 114-18 109-10 5-08 4.6% 0-03 0.1% 76% False False 5
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 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-16
2.618 114-02
1.618 113-25
1.000 113-19
0.618 113-16
HIGH 113-10
0.618 113-07
0.500 113-06
0.382 113-04
LOW 113-01
0.618 112-27
1.000 112-24
1.618 112-18
2.618 112-09
4.250 111-27
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 113-08 113-04
PP 113-07 112-31
S1 113-06 112-26

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

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