ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 10-Apr-2007
Day Change Summary
Previous Current
09-Apr-2007 10-Apr-2007 Change Change % Previous Week
Open 110-10 110-17 0-07 0.2% 111-22
High 110-14 110-19 0-05 0.1% 111-22
Low 110-07 110-17 0-10 0.3% 110-03
Close 110-11 110-17 0-06 0.2% 110-09
Range 0-07 0-02 -0-05 -71.4% 1-19
ATR 0-14 0-13 0-00 -3.0% 0-00
Volume 1,670 1,471 -199 -11.9% 3,497
Daily Pivots for day following 10-Apr-2007
Classic Woodie Camarilla DeMark
R4 110-24 110-22 110-18
R3 110-22 110-20 110-18
R2 110-20 110-20 110-17
R1 110-18 110-18 110-17 110-18
PP 110-18 110-18 110-18 110-18
S1 110-16 110-16 110-17 110-16
S2 110-16 110-16 110-17
S3 110-14 110-14 110-16
S4 110-12 110-12 110-16
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
5 111-08 110-03 1-05 1.0% 0-06 0.2% 38% False False 877
10 111-30 110-03 1-27 1.7% 0-09 0.3% 24% False False 746
20 113-09 110-03 3-06 2.9% 0-10 0.3% 14% False False 424
40 113-26 110-03 3-23 3.4% 0-07 0.2% 12% False False 221
60 113-26 109-10 4-16 4.1% 0-05 0.1% 27% False False 148
80 113-27 109-10 4-17 4.1% 0-06 0.2% 27% False False 111
100 114-18 109-10 5-08 4.7% 0-05 0.1% 23% False False 90
120 114-18 109-10 5-08 4.7% 0-04 0.1% 23% False False 75
Crabel Price Patterns
NR True
NR4 True
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 0-02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110-28
2.618 110-24
1.618 110-22
1.000 110-21
0.618 110-20
HIGH 110-19
0.618 110-18
0.500 110-18
0.382 110-18
LOW 110-17
0.618 110-16
1.000 110-15
1.618 110-14
2.618 110-12
4.250 110-08
Fisher Pivots for day following 10-Apr-2007
Pivot 1 day 3 day
R1 110-18 110-15
PP 110-18 110-13
S1 110-17 110-11

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

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