ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 110-03 110-16 0-13 0.4% 110-10
High 110-18 111-06 0-20 0.6% 110-23
Low 110-03 110-15 0-12 0.3% 110-03
Close 110-18 111-04 0-18 0.5% 110-07
Range 0-15 0-23 0-08 53.3% 0-20
ATR 0-12 0-13 0-01 6.1% 0-00
Volume 591 972 381 64.5% 4,173
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 113-03 112-26 111-17
R3 112-12 112-03 111-10
R2 111-21 111-21 111-08
R1 111-12 111-12 111-06 111-16
PP 110-30 110-30 110-30 111-00
S1 110-21 110-21 111-02 110-26
S2 110-07 110-07 111-00
S3 109-16 109-30 110-30
S4 108-25 109-07 110-23
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 112-07 111-27 110-18
R3 111-19 111-07 110-12
R2 110-31 110-31 110-11
R1 110-19 110-19 110-09 110-15
PP 110-11 110-11 110-11 110-09
S1 109-31 109-31 110-05 109-27
S2 109-23 109-23 110-03
S3 109-03 109-11 110-02
S4 108-15 108-23 109-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-06 110-03 1-03 1.0% 0-12 0.3% 94% True False 519
10 111-08 110-03 1-05 1.0% 0-09 0.2% 89% False False 698
20 113-01 110-03 2-30 2.6% 0-12 0.3% 35% False False 542
40 113-26 110-03 3-23 3.3% 0-09 0.2% 28% False False 286
60 113-26 109-10 4-16 4.0% 0-06 0.2% 40% False False 191
80 113-27 109-10 4-17 4.1% 0-05 0.1% 40% False False 144
100 114-18 109-10 5-08 4.7% 0-06 0.2% 35% False False 116
120 114-18 109-10 5-08 4.7% 0-05 0.1% 35% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 114-08
2.618 113-02
1.618 112-11
1.000 111-29
0.618 111-20
HIGH 111-06
0.618 110-29
0.500 110-26
0.382 110-24
LOW 110-15
0.618 110-01
1.000 109-24
1.618 109-10
2.618 108-19
4.250 107-13
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 111-01 110-31
PP 110-30 110-26
S1 110-26 110-20

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

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