ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 111-29 111-19 -0-10 -0.3% 112-19
High 111-29 111-19 -0-10 -0.3% 113-01
Low 111-20 111-16 -0-04 -0.1% 111-25
Close 111-23 111-18 -0-05 -0.1% 111-27
Range 0-09 0-03 -0-06 -66.7% 1-08
ATR 0-15 0-14 -0-01 -3.8% 0-00
Volume 200 448 248 124.0% 710
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 111-27 111-25 111-20
R3 111-24 111-22 111-19
R2 111-21 111-21 111-19
R1 111-19 111-19 111-18 111-18
PP 111-18 111-18 111-18 111-17
S1 111-16 111-16 111-18 111-16
S2 111-15 111-15 111-17
S3 111-12 111-13 111-17
S4 111-09 111-10 111-16
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 115-31 115-05 112-17
R3 114-23 113-29 112-06
R2 113-15 113-15 112-02
R1 112-21 112-21 111-31 112-14
PP 112-07 112-07 112-07 112-04
S1 111-13 111-13 111-23 111-06
S2 110-31 110-31 111-20
S3 109-23 110-05 111-16
S4 108-15 108-29 111-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-14 111-16 0-30 0.8% 0-13 0.4% 7% False True 226
10 113-01 111-16 1-17 1.4% 0-11 0.3% 4% False True 146
20 113-25 111-16 2-09 2.0% 0-08 0.2% 3% False True 87
40 113-26 109-31 3-27 3.4% 0-05 0.1% 41% False False 46
60 113-26 109-10 4-16 4.0% 0-03 0.1% 50% False False 31
80 114-18 109-10 5-08 4.7% 0-05 0.1% 43% False False 24
100 114-18 109-10 5-08 4.7% 0-04 0.1% 43% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-02
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 112-00
2.618 111-27
1.618 111-24
1.000 111-22
0.618 111-21
HIGH 111-19
0.618 111-18
0.500 111-18
0.382 111-17
LOW 111-16
0.618 111-14
1.000 111-13
1.618 111-11
2.618 111-08
4.250 111-03
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 111-18 111-29
PP 111-18 111-25
S1 111-18 111-22

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

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