ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 06-Apr-2007
Day Change Summary
Previous Current
05-Apr-2007 06-Apr-2007 Change Change % Previous Week
Open 111-08 110-03 -1-05 -1.0% 111-22
High 111-08 110-13 -0-27 -0.8% 111-22
Low 110-31 110-03 -0-28 -0.8% 110-03
Close 111-00 110-09 -0-23 -0.6% 110-09
Range 0-09 0-10 0-01 11.1% 1-19
ATR 0-13 0-14 0-01 8.6% 0-00
Volume 207 1,027 820 396.1% 3,497
Daily Pivots for day following 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 111-06 111-02 110-14
R3 110-28 110-24 110-12
R2 110-18 110-18 110-11
R1 110-14 110-14 110-10 110-16
PP 110-08 110-08 110-08 110-10
S1 110-04 110-04 110-08 110-06
S2 109-30 109-30 110-07
S3 109-20 109-26 110-06
S4 109-10 109-16 110-04
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 115-15 114-15 111-05
R3 113-28 112-28 110-23
R2 112-09 112-09 110-18
R1 111-09 111-09 110-14 111-00
PP 110-22 110-22 110-22 110-17
S1 109-22 109-22 110-04 109-12
S2 109-03 109-03 110-00
S3 107-16 108-03 109-27
S4 105-29 106-16 109-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-22 110-03 1-19 1.4% 0-08 0.2% 12% False True 699
10 112-10 110-03 2-07 2.0% 0-11 0.3% 8% False True 459
20 113-10 110-03 3-07 2.9% 0-10 0.3% 6% False True 268
40 113-26 110-03 3-23 3.4% 0-07 0.2% 5% False True 143
60 113-26 109-10 4-16 4.1% 0-05 0.1% 22% False False 96
80 114-00 109-10 4-22 4.3% 0-06 0.2% 21% False False 72
100 114-18 109-10 5-08 4.8% 0-05 0.1% 18% False False 58
120 114-18 109-10 5-08 4.8% 0-04 0.1% 18% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-24
2.618 111-07
1.618 110-29
1.000 110-23
0.618 110-19
HIGH 110-13
0.618 110-09
0.500 110-08
0.382 110-07
LOW 110-03
0.618 109-29
1.000 109-25
1.618 109-19
2.618 109-09
4.250 108-24
Fisher Pivots for day following 06-Apr-2007
Pivot 1 day 3 day
R1 110-09 110-22
PP 110-08 110-17
S1 110-08 110-13

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

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