ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 111-11 111-19 0-08 0.2% 111-27
High 111-22 111-30 0-08 0.2% 112-10
Low 111-11 111-03 -0-08 -0.2% 111-03
Close 111-17 111-07 -0-10 -0.3% 111-07
Range 0-11 0-27 0-16 145.5% 1-07
ATR 0-14 0-15 0-01 6.6% 0-00
Volume 349 26 -323 -92.6% 1,093
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 113-30 113-14 111-22
R3 113-03 112-19 111-14
R2 112-08 112-08 111-12
R1 111-24 111-24 111-09 111-18
PP 111-13 111-13 111-13 111-11
S1 110-29 110-29 111-05 110-24
S2 110-18 110-18 111-02
S3 109-23 110-02 111-00
S4 108-28 109-07 110-24
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 115-06 114-14 111-28
R3 113-31 113-07 111-18
R2 112-24 112-24 111-14
R1 112-00 112-00 111-11 111-24
PP 111-17 111-17 111-17 111-14
S1 110-25 110-25 111-03 110-18
S2 110-10 110-10 111-00
S3 109-03 109-18 110-28
S4 107-28 108-11 110-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-10 111-03 1-07 1.1% 0-15 0.4% 10% False True 218
10 113-01 111-03 1-30 1.7% 0-14 0.4% 6% False True 180
20 113-25 111-03 2-22 2.4% 0-09 0.2% 5% False True 103
40 113-26 110-00 3-26 3.4% 0-06 0.2% 32% False False 56
60 113-26 109-10 4-16 4.0% 0-04 0.1% 42% False False 37
80 114-14 109-10 5-04 4.6% 0-06 0.2% 37% False False 29
100 114-18 109-10 5-08 4.7% 0-04 0.1% 36% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 115-17
2.618 114-05
1.618 113-10
1.000 112-25
0.618 112-15
HIGH 111-30
0.618 111-20
0.500 111-16
0.382 111-13
LOW 111-03
0.618 110-18
1.000 110-08
1.618 109-23
2.618 108-28
4.250 107-16
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 111-16 111-16
PP 111-13 111-13
S1 111-10 111-10

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

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